Results 41 to 50 of about 233 (153)
Edge Statistics for Lozenge Tilings of Polygons, II: Airy Line Ensemble
Forum of Mathematics, PiWe 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, SigmaWe 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 the estimator of the value of an optimal stopping problem
Optimal stopping problem, central limit theorem, 60G40, 62F12, 60F05,
Tomás Prieto-Rumeau
core +1 more source
Central Limit Theorem for Random Dynamical System with Jumps and State-Dependent Jump Intensity
Annales Mathematicae SilesianaeIn 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, SigmaWe 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
Stein’s method and zero bias transformation for CDO tranche pricing
Stein’s method, Zero bias transformation, CDO pricing, Gaussian and Poisson approximations, 60F05, 91B99, C02, C63,
N. El Karoui, Y. Jiao
core +1 more source
Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution [PDF]
, 2008 AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13 ...
Einmahl, J.H.J., Segers, J.J.J.
core
On runs of length exceeding a threshold: normal approximation
, 2009 Run, Run length, Waiting time, Bernoulli trials, Limiting distribution, Asymptotic normality, Reliability, Statistical test, Primary 60E05, Secondary 60F05,
Zaharias Psillakis +3 more
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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.
core
Stein’s method, Pairwise negative quadrant dependence, Normal approximation, Central limit theorem, 60F05,
Jian-Feng Wang, Yun-Xia Li
core +1 more source