Brownian sheet functional central limit theorem Hölder space invariance principle triangular array summation process
How to Cite
Zemlys, V. (2007) “On extension of Donsker–Prokhorov invariance principle”, Lietuvos matematikos rinkinys, 47(spec.), pp. 80–86. doi:10.15388/LMR.2007.18189.
On extension of Donsker–Prokhorov invariance principle
Abstract
The extension of Donsker–Prokhorov invariance principle for two-dimensional parameter summation process in Hölder space is provided for the case of independent non-identically distributed random variables.
