随机变量的局部不变性原理

Jean-Christophe Breton, Youri Davydov
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引用次数: 2

摘要

对于独立同分布随机变量序列,其相关的归一化阶跃过程弱收敛于Wiener过程。对于一类泛函,我们加强了泛函分布对变异距离的收敛性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Principe local d'invariance pour des variables aléatoires i.i.d.

For a sequence of independent identically distributed random variables, the normalized step-processes associated are weakly convergent to the Wiener process. We strengthen for the functional distributions the convergence for the variation distance for a class of functionals.

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