The Annals of Probability

A Note on Invariance Principles for Induced Order Statistics

Pranab Kumar Sen

Full-text: Open access

Abstract

Weak convergence of a sequence of two-dimensional time parameter stochastic processes constructed from partial sums of induced order statistics to a standard Brownian sheet process is established.

Article information

Source
Ann. Probab., Volume 4, Number 3 (1976), 474-479.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176996097

Digital Object Identifier
doi:10.1214/aop/1176996097

Mathematical Reviews number (MathSciNet)
MR407924

Zentralblatt MATH identifier
0336.60022

JSTOR
links.jstor.org

Subjects
Primary: 60F05: Central limit and other weak theorems

Keywords
Brownian sheets induced order statistics martingales uniform integrability weak convergence and Wiener processes

Citation

Sen, Pranab Kumar. A Note on Invariance Principles for Induced Order Statistics. Ann. Probab. 4 (1976), no. 3, 474--479. doi:10.1214/aop/1176996097. https://projecteuclid.org/euclid.aop/1176996097


Export citation