Invariance principles for standard-normalized and self-normalized random fields

2005/02/07 by Mohamed El Machkouri, Machkouri, Mohamed El, Lahcen Ouchti +1
Economics, Econometrics and Finance · Environmental Science · Mathematics · #60F05 #60F17 #60G60 #Analysis of environmental and stochastic processes #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Soil Geostatistics and Mapping #math.PR #msc:60F05 #msc:60F17 #msc:60G60

paper · pdf · doi:10.48550/arxiv.math/0502135

Submitted for publication

arxiv created 2005/02/07 · openalex publication_date 2005/02/07 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We investigate the invariance principle for set-indexed partial sums of a stationary field (X_k)_k∈ℤ^d of martingale-difference or independent random variables under standard-normalization or self-normalization respectively.

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