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A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes

✍ Scribed by V. Y. Korolev


Publisher
Springer US
Year
1996
Tongue
English
Weight
319 KB
Volume
81
Category
Article
ISSN
1573-8795

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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.