The self-normalized Donsker theorem revisited

Parczewski, Peter

DOI:	https://doi.org/10.15559/17-VMSTA82
URL:	https://vmsta.org/journal/VMSTA/article/90/info
Additional URL:	https://arxiv.org/abs/1609.09283
Document Type:	Article
Year of publication:	2017
The title of a journal, publication series:	Modern Stochastics: Theory and Applications
Volume:	4
Issue number:	3
Page range:	189-198
Place of publication:	Vilnius
Publishing house:	VTeX
ISSN:	2351-6046 , 2351-6054
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics
Abstract:	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 ℓp-norms are given.

Dieser Eintrag ist Teil der Universitätsbibliographie.

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