Hilbertian invariance principle for empirical process associated with a Markov process

DOI10.1142/S0252959903000025zbMath1028.60032MaRDI QIDQ1812229

Yiwen Jiang, Li-ming Wu

Publication date: 2003

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

empirical processforward-backward martingale decompositionfunctional central limit theorem or Donsker's invariance principle

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) (L^p)-limit theorems (60F25)

Related Items (2)

Limit theorems and inequalities via martingale methods ⋮ Limit theorems for Markov chains by the symmetrization method

This page was built for publication: Hilbertian invariance principle for empirical process associated with a Markov process