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Martingale random central limit theorems

โœ Scribed by Z. Rychlik


Publisher
Akadmiai Kiad
Year
1979
Tongue
English
Weight
495 KB
Volume
34
Category
Article
ISSN
1588-2632

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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.