An invariance principle for non-adapted processes

被引：3

作者：

Klicnarova, Jana

Volny, Dalibor

机构：

[1] Univ S Bohemia, Fac Econ, Ceske Budejovice 37005, Czech Republic

[2] Univ Rouen, Math Lab, Technopole Madrillet, F-76801 St Etienne De Rouvray, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2007年 / 345卷 / 05期

关键词：

D O I：

10.1016/j.crma.2007.05.009

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We present an invariance principle for a non-adapted stationary sequence of random variables, conditional with respect to the sigma-algebra of invariant sets. It is a generalization of an invariance principle of Wu and Woodroofe (2004, Corollary 3) using a method introduced by Volny (2006). An example shows that the method cannot be used directly for a generalization of the invariance principle of Peligrad and Utev (2005).

引用

页码：283 / 287

页数：5

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