An Ornstein-Uhlenbeck process associated to self-normalized sums
نویسندگان
چکیده
We consider an Ornstein-Uhleneck process associated to self-normalized sums in i.i.d. symmetric random variables from the domain of attraction of N(0, 1) distribution. The proofs use recursive equations similar to those that arise in the area of stochastic approximation.
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تاریخ انتشار 2004