Results 31 to 40 of about 105 (105)

Central Limit Theorem for Random “Contractive” Functions on Interval

Annales Mathematicae Silesianae
We use the approach from Czudek and Szarek (see [1]) to prove the central limit theorem for a stationary Markov chain generated by an iterative function system for a family of increasing, injective functions on [0, 1] with “contractive” properties.
Block Maciej, Kacprzak Wiktoria, Falęcki Dorian   +2 more
doaj   +1 more source

On a probability problem connected with Railway traffic

International Journal of Stochastic Analysis, Volume 4, Issue 1, Page 1-27, 1991., 1991
Let Fn(x) and Gn(x) be the empirical distribution functions of two independent samples, each of size n, in the case where the elements of the samples are independent random variables, each having the same continuous distribution function V(x) over the interval (0, 1). Define a statistic θn by .
Lajos Takács
wiley   +1 more source

On the distribution of the number of vertices in layers of random trees

International Journal of Stochastic Analysis, Volume 4, Issue 3, Page 175-186, 1991., 1991
Denote by Sn the set of all distinct rooted trees with n labeled vertices. A tree is chosen at random in the set Sn, assuming that all the possible nn−1 choices are equally probable. Define τn(m) as the number of vertices in layer m, that is, the number of vertices at a distance m from the root of the tree. The distance of a vertex from the root is the
Lajos Takács
wiley   +1 more source

Berry-Esséen bound of sample quantiles for negatively associated sequence

Journal of Inequalities and Applications, 2011
In this paper, we investigate the Berry-Esséen bound of the sample quantiles for the negatively associated random variables under some weak conditions. The rate of normal approximation is shown as O(n -1/9). 2010 Mathematics Subject Classification:
Zhang Qinchi, Yang Wenzhi, Hu Shuhe, Wang Xuejun   +3 more
doaj  

On the weak convergence of multiparameter stochastic integrals

Open Mathematics
In this paper we provide sufficient conditions for sequences of stochastic processes of the form ∫ [0,t] f n(u)θ n(u)du, to weakly converge, in the space of continuous functions over a closed interval, to integrals with respect to the Brownian motion, ∫ [
Bardina Xavier, Boukfal Salim
doaj   +1 more source

EB lifetime distributions as alternative to the EP lifetime distributions

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2014
In this paper we consider lifetime distributions called EB-Max distribution and EB-Min. In the conditions of the Poisson’s Limit Theorem it is shown that EB-Max distribution may be approximated by its analogous called EP-Max lifetime distribution and EB ...
Lupu Carmen Elena, Lupu Sergiu, Petcu Adina   +2 more
doaj   +1 more source

Edge Statistics for Lozenge Tilings of Polygons, II: Airy Line Ensemble

Forum of Mathematics, Pi
We consider uniformly random lozenge tilings of simply connected polygons subject to a technical assumption on their limit shape. We show that the edge statistics around any point on the arctic boundary, that is not a cusp or tangency location, converge ...
Amol Aggarwal, Jiaoyang Huang
doaj   +1 more source

Asymptotic expansion of $\beta $ matrix models in the multi-cut regime

Forum of Mathematics, Sigma
We establish the asymptotic expansion in $\beta $ matrix models with a confining, off-critical potential in the regime where the support of the equilibrium measure is a finite union of segments.
Gaëtan Borot, Alice Guionnet
doaj   +1 more source

Central Limit Theorem for Random Dynamical System with Jumps and State-Dependent Jump Intensity

Annales Mathematicae Silesianae
In this work we focus on a dynamical system with jumps, where the intensity of the jumps depends on the system's state. By verifying the assumptions of the theorem from [4], we show that our model satisfies the central limit theorem.
Kubieniec Joanna
doaj   +1 more source

Every complex Hénon map is exponentially mixing of all orders and satisfies the CLT

Forum of Mathematics, Sigma
We show that the measure of maximal entropy of every complex Hénon map is exponentially mixing of all orders for Hölder observables. As a consequence, the Central Limit Theorem holds for all Hölder observables.
Fabrizio Bianchi, Tien-Cuong Dinh
doaj   +1 more source