Weak invariance principle in Besov spaces for stationary martingale differences
| Autor: | Alfredas Račkauskas, Davide Giraudo |
|---|---|
| Přispěvatelé: | Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS), VU Institute of Mathematics and Informatics (IMI), Vilnius University [Vilnius], Giraudo, Davide |
| Jazyk: | angličtina |
| Rok vydání: | 2016 |
| Předmět: |
Independent and identically distributed random variables
Pure mathematics [MATH.MATH-PR] Mathematics [math]/Probability [math.PR] Statistics::Theory Invariance principle General Mathematics 010102 general mathematics Probability (math.PR) invariance principle 01 natural sciences [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 010104 statistics & probability Mathematics::Probability Martingale differences Besov spaces FOS: Mathematics 0101 mathematics 60F17 60G10 60G42 Martingale (probability theory) Stationary sequences Polygonal line Mathematics - Probability Mathematics |
| Popis: | The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as well independent and identically distributed random variables are considered. The results obtained are shown to be optimal. |
| Databáze: | OpenAIRE |
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