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6 Functions of Events

Identifiers
DOI: 10.1016/s0076-5392(08)61133-9
Disciplines
  • Mathematics

Abstract

Publisher Summary This chapter discusses the functions of events. The approach to limit theorems for functions of the event sequence E = {En}n≥0 was limited to bounded functions of a single event. The chapter obtains a strong law of large numbers and a central limit theorem for functions of several events satisfying suitable integrability conditions. The approach leans heavily on that of Iosifescu and Theodorescu.

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