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.
β¦ LIBER β¦
A Note on the Martingale Method of Proving the Central Limit Theorem for Stationary Sequences
β Scribed by M. I. Gordin
- Publisher
- Springer US
- Year
- 2006
- Tongue
- English
- Weight
- 336 KB
- Volume
- 133
- Category
- Article
- ISSN
- 1573-8795
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