𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A central limit theorem for functions of a Markov chain with applications to shifts

✍ Scribed by Michael Woodroofe

Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
586 KB
Volume
41
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A central limit theorem with application
A central limit theorem with applications to random hypergraphs
✍ Peter de Jong πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 691 KB

Define for each subset I C (1,. . . , n} the c+-algebra 9, = m{X, : i E I} with X , , . . . , X , independent random variables. In this paper we consider 9,measurable random variables W, subject to the centering condition E(W, I 9,) = 0 a s .

A note on applications of the martingale
A note on applications of the martingale central limit theorem to random permutations
✍ Chern-Ching Chao πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 160 KB πŸ‘ 2 views

A unified martingale approach is presented for establishing the asymptotic normality of some sequences of random variables. It is applied to the numbers of inversions, rises, and peaks, respectively, as well as the oscillation and the sum of consecutive pair products of a random permutation.