Strong Approximations of Randomly Stopped Processes | ||
| The Egyptian Statistical Journal | ||
| Article 6, Volume 43, Issue 1, June 1999, Pages 80-101 | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1999.314522 | ||
| Abstract | ||
| We study the limiting behavior of some important stochastic processes in weighted metrics based on independent identically distributed random variables when the sample size is random. Partial sum and Two-time parameter processes with random sample size are approximated by their ideal Gaussian processes in the weighted metrics. | ||
| Keywords | ||
| Brownian Motion; Brownian Bridge; Kiefer Process; Partial Sum Process; Empirical Process; Strong Approximation; Weak Convergence; Randomly Stopped Processes; Weight Functions; Weighted Sup-Norm; Tied-Down at 1 | ||
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