论文信息 - Limit theorems for stationary distributions

Limit theorems for stationary distributions

For every N > 1, let X,X, X, * * be a real-valued stationary process, and let AX = Xn Xn. Suppose that E(AXn XN)= O(FN) and var(AXN xN)= O(TN), where eN and 7N are positive null sequences. Limiting distributions of XN as N oc are obtained for the cases tN = e N and 7N = o(eN). These results are established by an extension of a method due to Moran. The theory is illustrated by a variety of applications to genetic models. STATIONARY PROCESSES; LIMIT THEOREMS; DIFFUSION APPROXIMATION; GENETIC MODELS

M. Frank Norman | M. Norman

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