BY MEANS OF LINDEBERG’S CENTRAL LIMIT THEOREM
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https://doi.org/10.24843/JMAT.2010.v01.i01.p11
Abstrak
We study the construction of a version of standard Brownian sheet called h -generalized standardBrownian sheet. It is shown by means of Lindeberg’s theorem that it is a limit process of a sequence of
partial sums processes of independent random variables in the sense of weak convergence in the metric
space of continuous functions on the compact region [0,1]×[0,1]. Based on this convergence we
approximate by simulation the quantiles of Kolmogorov, Kolmogorov-Smirnov and Cramér-von Mises
type statistics which are defined as continuous functionals of the process.
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SOMAYASA, WAYAN.
BY MEANS OF LINDEBERG’S CENTRAL LIMIT THEOREM.
Jurnal Matematika, [S.l.], v. 1, n. 1, nov. 2012.
ISSN 2655-0016.
Tersedia pada: <https://ojs.unud.ac.id./index.php/jmat/article/view/2908>. Tanggal Akses: 21 apr. 2025
doi: https://doi.org/10.24843/JMAT.2010.v01.i01.p11.
Terbitan
Bagian
Articles
Kata Kunci
h -generalized standard Brownian sheet, weak convergence, model-check, tightness.
