Martingale limit theorem and its application to an ergodic controlled Markov chain

An Extension of the Csörgő-Horváth Funct

An Extension of the Csörgő-Horváth Functional Limit Theorem and Its Applications to Changepoint Problems

✍ D. Ferger 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 384 KB

Consider a triangular array \(X_{1}^{n}, \ldots, X_{n}^{n}, n \in \mathbb{N}\), of rowwise independent random clements with values in a measurable space. Suppose there exists \(\theta \in[0,1)\) such that \(X_{1}^{n}, \ldots, X_{\left.\left[n^{n}\right\}\right]}^{n}\) have distribution \(v_{1}\) and