=+N.(u) ,..., u;) be the frequency of the k-tuple in the first n + k - 1
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=+N.(u) ,..., u;) be the frequency of the k-tuple in the first n + k - 1 trials, that is, the number of I such that 1 st sn and X, = u ....., X1 + 1 =u. Show that with probability 1, all asymptotic relative frequencies are what they should be-that is, with probability 1, n 'N ., (u ,, ..., u,) -> p(u,) · · · p(u, ) for every k and every k-tuple u1 ,.. ., uk.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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