Invariance principles for standard-normalized and self-normalized random fields
Probability
2007-05-23 v1
Abstract
We investigate the invariance principle for set-indexed partial sums of a stationary field of martingale-difference or independent random variables under standard-normalization or self-normalization respectively.
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Cite
@article{arxiv.math/0502135,
title = {Invariance principles for standard-normalized and self-normalized random fields},
author = {Mohamed El Machkouri and Lahcen Ouchti},
journal= {arXiv preprint arXiv:math/0502135},
year = {2007}
}
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Submitted for publication