The invariance principle for Banach space valued random variables

J. Kuelbs

Journal of Multivariate Analysis, 1973, vol. 3, issue 2, 161-172

Abstract: We extend the invariance principle to triangular arrays of Banach space valued random variables, and as an application derive the invariance principle for lattices of random variables. We also point out how the q-dimensional time parameter Yeh-Wiener process is naturally related to a one dimensional time Wiener process with an infinite dimensional Banach space as a state space.

Keywords: Abstract; Wiener; spaces; measurable; norm; Gaussian; measures; Brownian; motion; on; a; Banach; space; invariance; principle (search for similar items in EconPapers)
Date: 1973
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Citations: View citations in EconPapers (7)

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