Journal of Applied Probability, Vol. 38, No. 2 (Jun., 2001), pp. 519-541 (23 pages) We study the convergence of certain matrix sequences that arise in quasi-birth-and-death (QBD) Markov chains and we ...
Linear regression of a random variable against several functions of time is considered. Limit processes are obtained for the sequences of partial sums of residuals. The limit processes, which are ...