Asymptotic Posterior Normality for Stochastic Processes Revisited
重新审视随机过程后验分布渐近正态性问题，提出更一般的条件，覆盖了现有文献未涵盖的实用过程，并应用于非齐次泊松过程和生灭过程。
SUMMARY The problem of demonstrating the limiting normality of a posterior distribution arising from some stochastic process is revisited. It is shown that certain processes of practical interest are not covered by conditions currently available in the literature. In this paper we present a fairly general set of conditions for asymptotic posterior normality which cover a wide class of problems. The theory is applied to a nonhomogeneous Poisson process and birth process.