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Extension of Donskers Invariance Principle with Incomplete Partial-Sum Process

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 نشر من قبل Jingwei Liu
 تاريخ النشر 2019
  مجال البحث
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 تأليف Jingwei Liu




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Based on deleting-item central limit theory, the classical Donskers theorem of partial-sum process of independent and identically distributed (i.i.d.) random variables is extended to incomplete partial-sum process. The incomplete partial-sum process Donskers invariance principles are constructed and derived for general partial-sum process of i.i.d random variables and empirical process respectively, they are not only the extension of functional central limit theory, but also the extension of deleting-item central limit theory. Our work enriches the random elements structure of weak convergence.

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