Results 11 to 20 of about 388,965 (312)
A Note on Cumulant Technique in Random Matrix Theory
Entropy, 2023 We discuss the cumulant approach to spectral properties of large random matrices. In particular, we study in detail the joint cumulants of high traces of large unitary random matrices and prove Gaussian fluctuation for pair-counting statistics with non ...
Alexander Soshnikov, Chutong Wu
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Annealed and quenched limit theorems for random expanding dynamical systems [PDF]
, 2014 In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a central limit ...
Aimino, Romain +2 more
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Holderian functional central limit theorem for linear processes
Lietuvos Matematikos Rinkinys, 2004 Let (Xt)t ≥ 1 be a linear process defined by Xt = ∑i=0∞ψi εt-1 where (ψi, i ≥ 0) is a sequence of real numbers and (εi , i ∈ Z) is a sequence of random variables with null expectation and variance 1.
Mindaugas Juodis
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Central limit theorem for alternating renewal processes
Lietuvos Matematikos Rinkinys, 2007 Functional central limit theorems for stationary alternating renewal processes with dependent work and repair times, and for associated workload processes are stated. The weak convergence of distributions of properly scaled processesin the Skorokhodspace
Rimas Banys
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A Central Limit Theorem for Spatial Observations
Austrian Journal of Statistics, 2016 The Central Limit Theorem is proved for m-dependent random fields. The random field is observed in a sequence of irregular domains. The sequence of domains is increasing and at the same time the locations of the observations become more and more dense in
István Fazekas +2 more
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BY MEANS OF LINDEBERG’S CENTRAL LIMIT THEOREM
Jurnal Matematika, 2012 We study the construction of a version of standard Brownian sheet called h -generalized standard Brownian sheet. It is shown by means of Lindeberg’s theorem that it is a limit process of a sequence of partial sums processes of independent random ...
WAYAN SOMAYASA
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Central limit theorems and suppression of anomalous diffusion for systems with symmetry [PDF]
, 2015 We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly expanding maps.
Gottwald, Georg A., Melbourne, Ian
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A quantitative functional central limit theorem for shallow neural networks
Modern Stochastics: Theory and Applications, 2023 We prove a quantitative functional central limit theorem for one-hidden-layer neural networks with generic activation function. Our rates of convergence depend heavily on the smoothness of the activation function, and they range from logarithmic for ...
Valentina Cammarota +3 more
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Dependent Lindeberg central limit theorem and some applications [PDF]
, 2007 In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. Then, applying this lemma to weakly dependent processes introduced in Doukhan
Bardet, Jean-Marc +3 more
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Error estimate in the central limit theorem
Lietuvos Matematikos Rinkinys, 2008 In this paper, we determined, independent identically distributed random variable’s {Xk, k = 1,2,...} centered and normalized sum’s Sn = \sumn k=1 Xk distribution’s Fn(x) = P(Zn < x) exact error estimate in case of the normal approximation with one ...
Aurelija Kasparavičiūtė +1 more
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