Weak convergence of random polygonal lines to a Gaussian process

DOI10.1007/S10986-005-0003-XMaRDI QIDQ2571508zbMATH OpenOpenAlexFDO

Authors Z. A. Enikeeva

Publication date 11 November 2005

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-005-0003-x

zbMATH Keywords

functional limit theoremOrnstein-Uhlenbeck processrandom step line processsums with random replacement

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Review text

The author considers a random step-line process constructed from partial sums of random variables with random replacement, where the array of random variables is rowwise independent and satisfies a Lindeberg-Feller condition, and the replacements are modelled by multiplication of indicators of certain events coming from a different probability space. Under certain conditions it is shown that the resulting random polygonal lines converge in distribution to a centered Gaussian process in the space of continuous functions and almost surely with respect to the replacements' probability space. In a particular case of replacements the limit process is the standard Ornstein-Uhlenbeck process.

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Cites work

• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 1354858 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Probability Inequalities for the Sum of Independent Random Variables

Cited in

(8)

• Convergence of random step lines to Ornstein-Uhlenbeck-type processes
• The convergence of the random lines defined by observations of a stochastic process
• Weak convergence of self-normalized random polygonal lines
• Random broken lines that weakly converge to a fractional Ornstein-Uhlenbeck process
• Limit theorems for random polygons
• On weak convergence of random polygons to diffusion type processes
• Limit theorems, nonhomogeneous Ornstein-Uhlenbeck process
• scientific article; zbMATH DE number 1144388 (Why is no real title available?)

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