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Strassen's invariance principle for random subsequences

✍ Scribed by I. S. Chang; C. A. Hsiung


Book ID
104793644
Publisher
Springer
Year
1983
Tongue
English
Weight
369 KB
Volume
64
Category
Article
ISSN
1432-2064

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Invariance principle for martingale-diff
✍ S. Poghosyan; S. Roelly πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 383 KB

A convergence criterium to the multi-parameter Wiener process is proved. Then, it is used to establish that a martingaledifference random field on the lattice satisfies an invariance principle.