COMBINATORIAL STOCHASTIC-PROCESSES

[摘要] Well-known results for sums of independent stochastic processes are extended to processes S = Sigma(i=1)(n) phi(iII(i)), where phi = (phi(ij))(1 less than or equal to i,j less than or equal to n) is a collection of independent stochastic processes phi(ij) on some set F, and II is a random permutation of {1, 2, ..., n} such that II, phi are independent. The general results, a uniform Law of Large Numbers and a functional Central Limit Theorem, are applied to permutation processes and randomized trials.

[发布日期] 1994-08-01

[关键词] RANDOM PERMUTATION;SYMMETRIZATION;PERMUTATION PROCESS;RANDOMIZED TRIALS;CONSERVATIVE PROCEDURES