English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 6507/11669
造訪人次 : 29621171      線上人數 : 290
RC Version 3.2 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 進階搜尋

請使用永久網址來引用或連結此文件: http://ir.ncue.edu.tw/ir/handle/987654321/14080

題名: Central Limit Theorems for Instantaneous Filters of Linear Random Fields on Z^2
作者: Cheng, Tsung-Lin;Ho, Hwai-Chung
貢獻者: 數學系
關鍵詞: Linear random fields;Central limit theorem;Martingale decomposition;ℓ-approximation
日期: 2008-01
上傳時間: 2012-09-10T06:03:06Z
出版者: World Scientific Publisher
摘要: This note considers the stationary sequence generated by applying an instantaneous filter to a linear random field in Z2. The class of filters under consideration includes polynomials and indicator functions. Instead of imposing certain mixing conditions on the random fields, it is assumed that the weights of the innovations satisfy a summability property. By building a martingale decomposition based on a suitable filtration, asymptotic normality is proved for the partial sums of the stationary sequence.
關聯: A. C. Hsiung, Z. Ying and C. H. Zhang Editors, Random Walk, Sequential Analysis and Related Topics _a Festschrift in Honor of Yuan-Shih Chow, : 71-84
顯示於類別:[數學系] 專書

文件中的檔案:

檔案 大小格式瀏覽次數
20201011001.pdf66KbAdobe PDF1165檢視/開啟


在NCUEIR中所有的資料項目都受到原著作權保護.

 


DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋