Strong Approximations of Randomly Stopped Processes | ||||
| The Egyptian Statistical Journal | ||||
| Article 6, Volume 43, Issue 1, June 1999, Page 80-101 PDF (8.65 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1999.314522 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Abd-Elnaser S. Abd-Rabou* | ||||
| Dep.of Statistics, Faculty of Economics & Political Science, Cairo University, Egypt | ||||
| 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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