Replacing the martingale assumption in a martingale central limit theorem
β Scribed by Michael S. Bingham
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 467 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0304-4149
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π SIMILAR VOLUMES
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.
The paper ia concerned with non-claesical bounds on the uniform metric 8, for the distance between distribution functions in the central limit theorem for sums of independent and identically distributed random variables. Various non-clamicol error-botmde previouely given are improved by the help of