Transition theorems and almost sure invariance principles for strong martingales.

In this thesis we establish almost sure invariance principles (ASIP's) for strong martingales indexed by two parameters. The method we use is that developed by Berkes and Philipp (Ann. Prob., 7, 1979). This thesis is organized in four chapters. In Chapter 1, we give a review of invariance princ...

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Bibliographic Details
Main Author: Fang, Youjian.
Other Authors: Dabrowski, Andre
Format: Others
Published: University of Ottawa (Canada) 2009
Subjects:
Online Access:http://hdl.handle.net/10393/6644
http://dx.doi.org/10.20381/ruor-11375