A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables

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Abstract
  • A Skorohod representation is obtained for sums of weighted i.i.d. random variables, extending the i.i.d. case. This leads to a functional law of the iterated logarithm and other invariance results. In this setting, the results are not included as special cases of previous martingale results.
TitleA Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
CreatorFisher, Evan
PublisherRocky Mountain Journal of Mathematics
Academic DepartmentMathematics
DivisionNatural Sciences
OrganizationLafayette College
Date Issued1992
Date Available2012-10-22T15:18:14Z
TypeArticle
LanguageEnglish
Keywordsums of weighted i.i.d. random variables
invariance principles
Skorohod representation
functional law of the iterated logarithm
Bibliographic CitationFisher, E. (1992) "A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables." Rocky Mountain Journal of Mathematics 22 (1): 169-179.
Standard IdentifierHandle 10385/1000
DOI 10.1216/rmjm/1181072802
Permalinkhttp://hdl.handle.net/10385/1000
Rights Statement In Copyright In Copyright
Rights HoldersRocky Mountain Mathematics Consortium
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