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This paper consists of two main parts. Firstly, we introduce an evolving binomial process from a binomial stock model and consider various types of limiting behavior of the logarithm of the evolving binomial process. Among others we find that the logarithm of the binomial process converges weakly to a Gaussian process. Secondly, we provide new approaches for proving the limit theorems for an integral process motivated by the evolving binomial process. We provide a new proof for the uniform strong LLN for the integral process. We also provide a simple proof of the functional CLT by using a restriction of Bernstein inequality and a restricted chaining argument. We apply the functional CLT to derive the LIL for the IID random variables from that for Gaussian.
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참고문헌 (8)
참고문헌 신청
A. F. Karr / 1993 / Springer-Verlag / Springer-Verlag
A. W. van der Vaart / 1996 / Weak Convergence and Empirical Processes, Springer series in Statistics / Springer-Verlag
D. Pollard / 1984 / Convergence of Stochastic Processes, Springer series in Statistics / Springer-Verlag
D. Pollard / 1990 / Empirical Processes / Regional conference series in Probability and Statistics 2
E. Gin´e / 1984 / Some limit theorems for empirical processes / Ann. Probab. 12 (4) : 929 ~ 998
A. W. van der Vaart / 1996 / Weak Convergence and Empirical Processes, Springer series in Statistics / Springer-Verlag
D. Pollard / 1984 / Convergence of Stochastic Processes, Springer series in Statistics / Springer-Verlag
D. Pollard / 1990 / Empirical Processes / Regional conference series in Probability and Statistics 2
E. Gin´e / 1984 / Some limit theorems for empirical processes / Ann. Probab. 12 (4) : 929 ~ 998
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