Beta
314522

Strong Approximations of Randomly Stopped Processes

Article

Last updated: 28 Dec 2024

Subjects

-

Tags

-

Abstract

We study the limiting behavior of some important stochastic processes in weighted metrics based on independent identically distributed random variables when the sample size is random. Partial sum and Two-time parameter processes with random sample size are approximated by their ideal Gaussian processes in the weighted metrics.

DOI

10.21608/esju.1999.314522

Keywords

Brownian Motion, Brownian Bridge, Kiefer Process, Partial Sum Process, Empirical Process, Strong Approximation, Weak Convergence, Randomly Stopped Processes, Weight Functions, Weighted Sup-Norm, Tied-Down at 1

Volume

43

Article Issue

1

Related Issue

43139

Issue Date

1999-06-01

Publish Date

1999-06-01

Page Start

80

Page End

101

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314522.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314522

Order

6

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Strong Approximations of Randomly Stopped Processes

Details

Type

Article

Created At

28 Dec 2024