On Functional Central Limit Theorems for Certain Continuous Time Parameter Stochastic Processes.

Abstract

Weak invariance principles for certain continuous time parameter stochastic processes are considered. In particular, the case of continuous time parameter martingale and reverse martingale sequences are treated elaborately and the weak convergence in sup-norm metric is also studied. Some illustrative examples are presented at the end. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1978
Accession Number
ADA059382

Entities

People

  • P. K. Sen
  • Y. Tsong

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Convergence
  • Invariance
  • Mathematics
  • Stochastic Processes
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.