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1 LMRS - Laboratoire de Mathématiques Raphaël Salem 2 IMI - VU Institute of Mathematics and Informatics

Abstract : The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as well independent and identically distributed random variables are considered. The results obtained are shown to be optimal.

Keywords : Martingale differences Stationary sequences invariance principle Besov spaces





Author: Davide Giraudo - Alfredas Račkauskas -

Source: https://hal.archives-ouvertes.fr/



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