自规范化Donsker定理的再认识
The self-normalized Donsker theorem revisited
摘要:
本文通过Skorokhod空间$D([0,1])$中n-球面上均匀分布的简单泛函,将Poincaré-Borel引理推广到布朗运动的弱近似.这种方法被用来简化CsörgIgnet al.(2003)中的自规范化Donsker定理的证明。给出了球面关于$\ell_p$ -范数的一些注记.
英文摘要:
We extend the Poincaré--Borel lemma to a weak approximation of a Brownian motion via simple functionals of uniform distributions on n-spheres in the Skorokhod space $D([0,1])$. This approach is used to simplify the proof of the self-normalized Donsker theorem in Csörgő et al. (2003). Some notes on spheres with respect to $\ell_p$-norms are given.
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