In this chapter we establish results relating to the probability characteristics of functions of n-variate raandom variables when n is large. In particular, certain types of functions of an n-variate random variable X (n) = (X 1 ,...,X n ), say Y n = g(X 1 ,...,X n ), may converge in various ways to a constant, or the distribution of g(X(n)) may approach a “limiting” distribution as n → ∞.
KeywordsCovariance Expense Dition Ghost Estima
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