Weak convergence of a sequence of two-dimensional time parameter stochastic processes constructed from partial sums of induced order statistics to a standard Brownian sheet process is established.
Publié le : 1976-06-14
Classification:
Brownian sheets,
induced order statistics,
martingales,
uniform integrability,
weak convergence and Wiener processes,
60F05
@article{1176996097,
author = {Sen, Pranab Kumar},
title = {A Note on Invariance Principles for Induced Order Statistics},
journal = {Ann. Probab.},
volume = {4},
number = {6},
year = {1976},
pages = { 474-479},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996097}
}
Sen, Pranab Kumar. A Note on Invariance Principles for Induced Order Statistics. Ann. Probab., Tome 4 (1976) no. 6, pp. 474-479. http://gdmltest.u-ga.fr/item/1176996097/