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THE INVARIANCE PRINCIPLE FOR RANDOM SUMS OF A DOUBLE RANDOM SEQUENCE
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 Title & Authors
THE INVARIANCE PRINCIPLE FOR RANDOM SUMS OF A DOUBLE RANDOM SEQUENCE
Gao, Zhenlong; Fang, Liang;
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 Abstract
In this paper, we extend Donsker's invariance principle to the case of random partial sums processes based on a double sequence of row-wise i.i.d. random variables.
 Keywords
double random sequence;invariance principle;weak convergence;
 Language
English
 Cited by
 References
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