Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables

  • Vaidotas Zemlys
  • Published 2008

Abstract

Let {Xn,k , k ≤ kn n,kn ∈ N } be a triangular array of independent non-identically distributed random variables. Using a non uniform grid adapted to the variances of the Xn,k ’s, we introduce a new construction of a summation process ξn of the triangular array based on the collection of sets [0, t1]× · · · × [0, td], 0 ≤ t i ≤ 1, i = 1, . . . , d. We… (More)

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