If random variables in one set are defined as explicit functions of random variables in a second set, Taylor series expansion (the delta method) may be used to prove the asymptotic normality of the ...
Let P = (pjk) be the transition matrix of an ergodic, finite Markov chain with no cyclically moving sub-classes. For each possible transition (j, k), let Hjk(x) be a distribution function admitting a ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback