The self-normalized Donsker theorem revisited

Parczewski, P

Parczewski, P (reprint author), Univ Mannheim, Inst Math A5, D-68131 Mannheim, Germany.

MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2017; 4 (3): 189

Abstract

We extend the Poincare-Borel lemma to a weak approximation of a Brownian motion via simple functionals of uniform distributions on n-spheres in the Sk......

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