A SKOROHOD REPRESENTATION AND AN INVARIANCE-PRINCIPLE FOR SUMS OF WEIGHTED IID RANDOM-VARIABLES

被引：11

作者：

FISHER, E ^{[1
]}

机构：

[1] LAFAYETTE COLL,DEPT MATH,EASTON,PA 18042

来源：

ROCKY MOUNTAIN JOURNAL OF MATHEMATICS | 1992年 / 22卷 / 01期

关键词：

SKOROHOD REPRESENTATION; SUMS OF WEIGHTED IID RANDOM VARIABLES; FUNCTIONAL LAW OF THE ITERATED LOGARITHM; INVARIANCE PRINCIPLES;

D O I：

10.1216/rmjm/1181072802

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A Skorohod representation is obtained for sums of weighted i.i.d. random variables, extending the i.i.d. case. This leads to a functional law of the iterated logarithm and other invariance results. In this setting, the results are not included as special cases of previous martingale results.

引用

页码：169 / 179

页数：11

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