Results 31 to 40 of about 7,479,809 (288)

Moderate deviations and central limit theorem for positive diffusions

Journal of Inequalities and Applications, 2016
In this paper, we establish a central limit theorem and a moderate deviation principle for the positive diffusions, including the CEV and CIR models. The proof is based on the exponential approximations theorem and Burkholder-Davis-Gundy’s inequality.
Yumeng Li, Shuguang Zhang
doaj   +1 more source

A Combinatorial Central Limit Theorem [PDF]

The Annals of Mathematical Statistics, 1951
Let (Y n1,…,Y nn be a random vector which takes on the n! permutations of (1,…, n) with equal probabilities. Let c n(i,j), i,j = 1, …, n, be n real numbers. Sufficient conditions for the asymptotic normality of $$ S_n = \sum\limits_{i - 1}^n {c_n \left( {i,Y_{ni} } \right)} $$ are given (Theorem 3). For the special case c n(i,j) = a n(i)b n(j) a
openaire   +3 more sources

Convergence results for multivariate martingales [PDF]

, 2005
We present a new version of the Central Limit Theorem for multivariate ...
L. Pratelli, Crimaldi, I, Pratelli, Luca, Crimaldi, Irene   +3 more
core   +1 more source

Stable limits for empirical processes on vapnik-cervonenk is classes of functions [PDF]

, 1991
Alexander' s (1987) central limit theorem for empirical processes on Vapnik-Cervonenkis classes of functions is extended to the case with non-Gaussian stable limits.
Romo, Juan
core   +1 more source

Almost Sure Central Limit Theorem for a Nonstationary Gaussian Sequence

Journal of Inequalities and Applications, 2010
Let be a standardized non-stationary Gaussian sequence, and let denote , . Under some additional condition, let the constants satisfy as for some and , for some , then, we have almost surely for any , where is the indicator function ...
Qing-pei Zang
doaj   +2 more sources

Tauberian Theorems and the Central Limit Theorem

The Annals of Probability, 1981
We prove Tauberian theorems for random walks with positive drift obeying the central limit theorem. The results include (i) conclusions involving certain averages, relevant to number-theoretic densities and extending results of Diaconis and Stein; (ii) pointwise conclusions, including the classical Borel-Tauber theorem and extending results of Schmaal,
openaire   +3 more sources

dynoGP: Deep Gaussian Processes for Dynamic System Identification

International Journal of Adaptive Control and Signal Processing, EarlyView.
This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli, Marco Forgione, Dario Piga   +2 more
wiley   +1 more source

Multimodal Data‐Driven Microstructure Characterization

Advanced Engineering Materials, EarlyView.
A self‐consistent autonomous workflow for EBSP‐based microstructure segmentation by integrating PCA, GMM clustering, and cNMF with information‐theoretic parameter selection, requiring no user input. An optimal ROI size related to characteristic grain size is identified.
Qi Zhang, Santiago Benito, Özge Özgün, Sebastian Weber, Markus Stricker   +4 more
wiley   +1 more source

Derivation of the Schrödinger equation III: the Central Limit Theorem [PDF]

Revista Brasileira de Ensino de Física
In this paper, we show that the Central Limit Theorem is deeply ingrained in the mathematical and physical structure of Quantum Mechanics. We show, furthermore, that the Central Limit Theorem provides us with a clarification of the assumptions made by ...
Olavo L. da Silva Filho, Marcello Ferreira   +1 more
doaj   +1 more source

Tauberian theorems for limitation methods admitting a central limit theorem

Mathematische Zeitschrift, 1976
If t is restricted to the integers, the method is a special case of the Sonnenschein methods (Zeller and Beekman [-16], p. 185) and as such admits a probabilistic interpretation. As general references to probability theory we mention Chung [-2], Parzen [-11], Feller [-5], Breiman [,1]. Let X 1, X 2 . . . .
Schmaal, A., Stam, A.J., Vries, T. de
openaire   +2 more sources