Dümbgen, Lutz
In: Stochastic processes and their applications, 52 (1994), Nr. 1. pp. 75-92. ISSN 0304-4149
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Abstract
Well-known results for sums of independent stochastic processesare extended to processes f1,P(1) + f2,P(2) + ...+ fn,P(n),where f = (fi,j : 1 <= i,j <= n) is a collection of independentstochastic processes fi,j on some set T, and P is a random permutationof {1, 2, ..., n} such that f, P are independent. The general results, auniform Law of Large Numbers and a functional Central Limit Theorem, areapplied to permutation processes and randomized trials.
| Document type: | Article |
|---|---|
| Journal or Publication Title: | Stochastic processes and their applications |
| Volume: | 52 |
| Number: | 1 |
| Publisher: | Elsevier |
| Place of Publication: | Amsterdam |
| Date Deposited: | 20 Jun 2016 08:27 |
| Date: | 1994 |
| ISSN: | 0304-4149 |
| Page Range: | pp. 75-92 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Uncontrolled Keywords: | Random permutation; Symmetrization; Permutation process; Randomized trials; Conservative procedure |
| Series: | Beiträge zur Statistik > Beiträge |
