Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters

Wichura, Michael J.

Ann. Math. Statist., Tome 40 (1969) no. 6, p. 681-687 / Harvested from Project Euclid

Résumé

Bounds on the distribution of the maximum of the absolute values of the "partial sums" constructed from a multi-dimensional array of independent random variables are derived and used to establish the weak convergence of certain random functions defined in terms of such "partial sums".

Publié le : 1969-04-14
Classification:

@article{1177697741,
     author = {Wichura, Michael J.},
     title = {Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters},
     journal = {Ann. Math. Statist.},
     volume = {40},
     number = {6},
     year = {1969},
     pages = { 681-687},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697741}
}

Wichura, Michael J. Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters. Ann. Math. Statist., Tome 40 (1969) no. 6, pp.  681-687. http://gdmltest.u-ga.fr/item/1177697741/