Results 41 to 50 of about 2,873 (97)

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

On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables

, 2013
Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$.
Pruss, Alexander R.
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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
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Densities with Spherical Level Sets in the Gauss-exponential Domain [PDF]

, 2010
2000 Mathematics Subject Classification: 60F05, 60B10.For a sequence of independent observations Zn = (Xn, Yn) from the bivariate standard normal density there are at least three asymptotic descriptions of the sample clouds.
Balkema, Guus
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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
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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
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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
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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

Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets [PDF]

AMS 2000 subject classifications. 60F05, 60F17, 60G55, 62G30.
Einmahl, J.H.J., Khmaladze, E.V.
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Estimating Extreme Bivariate Quantile Regions [PDF]

AMS 2000 subject classifications. Primary 62G32, 62G05; secondary 60G70, 60F05.
Einmahl, J.H.J., Haan, L.F.M. de, Krajina, A.   +2 more
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