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A functional limit theorem for partial sums of dependent random variables with infinite variance
convergence in distribution functional limit the-orem GARCH mixing moving average partial sum point processes reg-ular variation
2010/3/9
Under an appropriate regular variation condition, the affinely
normalized partial sums of a sequence of independent and identically dis-
tributed random variables converges weakly to a non-Gaussian ...
A functional limit theorem for a 2d-random walk with dependent marginals
functional limit theorem random walk
2009/3/20
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal ...