For each n, let ( S n k ) , 1 S k s k,, be a mean zero square -integrable martingale adapted to increasing a-fields ($nk), O s k s h n , and let ( b n k ) , OSkaE,, be a system of random variables such that bno=O -=bnl-=... -= bnkn= 1 and such that bnk is Snn,k-l measurable for each k. We present su
A weak convergence theorem for functionals of sums of independent random variables
โ Scribed by Ken-ichi Yoshihara
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 247 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0304-4149
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