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An urn contains balls of d=2 colors. At each time n=1, a ball is drawn and then replaced together with a random number of balls of the same color. Let diag (An,1,...,An,d) be the n-th reinforce matrix. Assuming that EAn,j=EAn,1 for all n and j, a few central limit theorems (CLTs) are available...
Persistent link: https://www.econbiz.de/10008872647
Let be the space of real cadlag functions on with finite limits at ±[infinity], equipped with uniform distance, and let Xn be the empirical process for an exchangeable sequence of random variables. If regarded as a random element of , Xn can fail to converge in distribution. However, in this...
Persistent link: https://www.econbiz.de/10008874727
We present a new version of the Central Limit Theorem for multivariate martingales.
Persistent link: https://www.econbiz.de/10008872764