Search Results - subject:"weak invariance"

Two axiomatic approaches to the probabilistic serial mechanism

Hashimoto, Tadashi; Hirata, Daisuke; Kesten, Onur; … - In: Theoretical economics : TE ; journal of the Econometric … 9 (2014) 1, pp. 253-277

Persistent link: https://www.econbiz.de/10010260024

On Dobrushin’s inequality

Szewczak, Zbigniew S. - In: Statistics & Probability Letters 82 (2012) 6, pp. 1202-1207

Lower and upper bounds in Dobrushin’s inequality for the variance of sums of functionals defined on a non-homogeneous Markov chain together with some related probability results are analyzed.

Persistent link: https://www.econbiz.de/10010576157

Self-Normalized Weak Invariance Principle for Mixing Sequences

Balan, Raluca; Kulik - Départment des sciences administratives, Université … - 2005

In this article we give a necessary and su±cient condition for a selfnormalized weak invariance principle, in the case …

Persistent link: https://www.econbiz.de/10005248631