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arXiv 0908.1072math.PR
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不变原理的连续模拟及其几乎必然形式

A continuous analogue of the invariance principle and its almost sure version

E. E. Permyakova

摘要:

我们处理的随机过程从一个齐次随机独立增量过程通过更换的时间尺度和乘以一个赋范常数。在Skorokhod空间中,我们证明了这些过程在一致收敛的一致收敛拓扑下依分布收敛于Wiener过程。得到了该定理的一个积分型几乎必然形式。

英文摘要:

We deal with random processes obtained from a homogeneous random process with independent increments by replacement of the time scale and by multiplication by a norming constant. We prove the convergence in distribution of these processes to Wiener process in Skorokhod space endowed by the topology of uniform convergence. An integral type almost sure version of this theorem is obtained.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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