Some invariance principles for stochastic processes and their inverse and supremum processes

DOI10.1007/BF01163030zbMath0431.60035OpenAlexW2072209694MaRDI QIDQ1138294

Herbert Bauer

Publication date: 1981

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/173040

zbMATH Keywords

invariance principleslimit theorems

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Functional limit theorems; invariance principles (60F17)

Related Items

On invariance principles with limit processes satisfying strong laws

Cites Work

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• Some Useful Functions for Functional Limit Theorems
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• Limit theorems for regenerative phenomena, recurrent events and renewal theory
• The Equivalence of Functional Central Limit Theorems for Counting Processes and Associated Partial Sums
• Functional central limit theorems for processes with positive drift and their inverses
• Stochastic Abelian and Tauberian theorems
• A Limit Theoerm for Random Variables with Infinite Moments

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