Strong Approximations of Randomly Stopped Processes

Document Type : Original Article

Author

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.

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