Mohamed El Machkouri

most citedInvariance principles for standard-normalized and self-normalized random fields

3 citations · 3 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2005★ 3 cited

Invariance principles for standard-normalized and self-normalized random fields

Mohamed El Machkouri, Lahcen Ouchti

We investigate the invariance principle for set-indexed partial sums of a stationary field $(X_k)_k \in Z^{d}$ of martingale-difference or independent random variables…

math.PR2004

Exact convergence rates in the central limit theorem for a class of martingales

Mohamed El Machkouri, Lahcen Ouchti

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of…

math.PR2004

On the central and local limit theorem for martingale difference sequences

Mohamed El Machkouri, Dalibor Volny

Let $(Ω, \A, μ)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $Ω$ with positive entropy. We show that there is a bounded and strictly stationary martin…