Title of article :
Smallest-fit selection of random sizes under a sum constraint: weak convergence and moment comparisons
Author/Authors :
Boshuizen، Frans A. نويسنده , , Kertz، Robert P. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
In this paper a central limit theorem is proved for wave-functionals defined as the sums of wave amplitudes observed in sample paths of stationary continuously differentiable Gaussian processes. Examples illustrating this theory are given.
Keywords :
on-line vs off-line strategies , Brownian bridge , counting r.v.s , Order statistics , continuous mapping principle , extreme sums , Joint convergence in distribution , Poisson random measures , strong approximations , threshold strategies
Journal title :
Advances in Applied Probability
Journal title :
Advances in Applied Probability
