A continuous analogue of the invariance principle and its almost sure version
Probability
2009-08-10 v1
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.
Keywords
Cite
@article{arxiv.0908.1072,
title = {A continuous analogue of the invariance principle and its almost sure version},
author = {E. E. Permyakova},
journal= {arXiv preprint arXiv:0908.1072},
year = {2009}
}
Comments
6 pages