Journal of the Korean Mathematical Society (대한수학회지)
- Volume 32 Issue 1
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- Pages.141-149
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- 1995
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
A tightness theorem for product partial sum processes indexed by sets
- Hong, Dug-Hun (Department of Statistics Hyosung Womans University) ;
- Kwon, Joong-Sung (Department of Mathematics Sun Moon University )
- Published : 1995.02.01
Abstract
Let N denote the set of positive integers. Fix $d_1, d_2 \in N with d = d_1 + d_2$. Let X and Y be real random variables and let ${X_i : i \in N^d_1} and {Y_j : j \in N^d_2}$ be independent families of independent identically distributed random variables with $L(X) = L(X_i) and L(Y) = L(Y_j)$, where $L(\cdot)$ denote the law of $\cdot$.
Keywords
- Weak Convergence;
- set indexed process;
- partial sum process;
- product process;
- entropy condition;
- probability bound.