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A NOTE ON THE PROPERTIES OF PRODUCTS OF RANDOM VARIABLES WITH REFERENCE TO ECONOMIC APPLICATIONS

โœ Scribed by ROBERT W. BACON


Book ID
115232458
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
74 KB
Volume
42
Category
Article
ISSN
0140-5543

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A note on applications of the martingale
โœ Chern-Ching Chao ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 160 KB ๐Ÿ‘ 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.