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A continuous analogue of the invariance principle and its almost sure version

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Publication:3436130

zbMATH Open1121.60021arXiv0908.1072MaRDI QIDQ3436130

Author name not available (Why is that?)

Publication date: 8 May 2007

Abstract: We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes to Wiener process in Skorokhod space endowed by the topology of uniform convergence. An integral type almost sure version of this theorem is obtained.


Full work available at URL: https://arxiv.org/abs/0908.1072



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