A note on conjugate Π-variation and a weak limit theorem for the number of renewals
✍ Scribed by Kevin K Anderson; Krishna B Athreya
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 188 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0167-7152
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📜 SIMILAR VOLUMES
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.
## Abstract We discuss the efficiency of the conjugate gradient (CG) method for solving a sequence of linear systems; __Au__^__n__+1^ = __u__^__n__^, where __A__ is assumed to be sparse, symmetric, and positive definite. We show that under certain conditions the Krylov subspace, which is generated