Local invariance principle for i. i. d. random variables (Q2767602)
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scientific article; zbMATH DE number 1697747
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| English | Local invariance principle for i. i. d. random variables |
scientific article; zbMATH DE number 1697747 |
Statements
21 October 2002
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weak convergence
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Donsker-Prokhorov theorem
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0.90868574
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0.90518767
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0.8844428
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Local invariance principle for i. i. d. random variables (English)
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For a sequence of i.i.d. random variables it is proved that the associated normalized step process converges weakly to a Wiener process. For the functional distribution the convergence for the variation distance for a class of functionals is strengthened.
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