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A stochastic process is a collection of random variables usually indexed by a totally ordered set.
5
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Donsker's Theorem for triangular arrays
I should mention that I already posed this question on Math Stack Exchange, but didn't receive much feedback.
Assume we have a sequence of smooth i.i.d. random variables $(X_i)_{i=1}^{\infty}$. Given …
3
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0
answers
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“Local” functional central limit theorem for the empirical distribution function
This question is a repost from Mathematics Stack Exchange, where it did not receive any answer.
Assume $(X_i)_{i=1}^{\infty}$ is a sequence of i.i.d. real-valued random variables such that $\mathbb E …