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

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

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dc.contributor.author Fisher, Evan
dc.date.accessioned 2012-10-22T15:18:14Z
dc.date.available 2012-10-22T15:18:14Z
dc.date.issued 1992
dc.identifier.citation Fisher, 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. en_US
dc.identifier.uri http://hdl.handle.net/10385/1000
dc.description.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. en_US
dc.language.iso en_US en_US
dc.publisher Rocky Mountain Journal of Mathematics en_US
dc.subject Skorohod representation en_US
dc.subject sums of weighted i.i.d. random variables en_US
dc.subject functional law of the iterated logarithm en_US
dc.subject invariance principles en_US
dc.title A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables en_US
dc.type Article en_US
dc.identifier.doi 10.1216/rmjm/1181072802

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