首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Asymptotic normal distribution of multidimensional statistics of dependent random variables
Authors:Rodolfo De Dominicis
Institution:Istituto di Matematica, Facoltà di Economia dell''Università, Napoli, Italy
Abstract:A central limit theorem for multidimensional processes in the sense of 9], 10] is proved. In particular the asymptotic normal distribution of a sum of dependent random functions of m variables defined on the positive part of the integral lattice is established by the method of moments. The results obtained can be used, for example, in proving the asymptotic normality of different statistics of n0-dependent random variables as well as to determine the asymptotic behaviour of the resultant of reflected waves of telluric type.
Keywords:60F05  60G35  60G60  central limit theorem  multidimensional random processes  dependent random variables  reflected telluric waves
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号