Indexing metadata

A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables
 
2. Creator Author's name, affiliation, country Vaidotas Zemlys; Vilnius University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Brownian sheet, functional central limit theorem, H"older space, invariance principle, triangular array, summation process.
 
3. Subject Subject classification 60F17
 
4. Description Abstract We introduce a new construction of a summation process based on the collection of rectangular subsets of unit d-dimensional cube for a triangular array of independent non-identically distributed variables with d-dimensional index, using the non-uniform grid adapted to the variances of the variables. We investigate its convergence in distribution in some Holder spaces. It turns out that for dimensions greater than 2, the limiting process is not necessarily the standard Brownian sheet. This contrasts with a classical result of Prokhorov for the one-dimensional case.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2008-12-21
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/590
 
10. Identifier Digital Object Identifier 10.1214/EJP.v13-590
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.