Work

A weak invariance principle for triangular arrays of independent random variables in some Besov spaces

Year: 2026

Type: preprint

Abstract: We establish a Donsker-Prokhorov invariance principle in some Besov spaces. Specifically, we show that polygonal line processes associated with partial sum processes of a triangular array of row-wise independent random variables converge in distribution to Brownian motion, extending earlier results in the literature.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2609.27711

Authors: Giraudo, Davide, Sharipov, Sadillo

Institution: Institut de Recherche Mathématique Avancée

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: International Mathematical Union, Université de Strasbourg, Centers for Disease Control and Prevention

OpenAlex ID: W7214151547

Cites:

Cited by: 1

Related to: 10