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Hölderian invariance principle for linear processes
invariance principle linear processes short memory long memory Wiener measure
2009/6/15
Hölderian invariance principle for linear processes.
Invariance Principles for Ranked Excursion Lengths and Heights
excursion lengths excursion heights invariance principle
2009/4/28
In this note we prove strong invariance principles between ranked excursion lengths and heights of a simple random walk and those of a standard Brownian motion. Some consequences concerning limiting d...