Results 41 to 50 of about 543,386 (314)

Sample Size and Its Role in Central Limit Theorem (CLT)

open access: yes, 2018
It is very important to determine the proper or accurate sample size in any field of research. Sometimes researchers cannot take the decision that how many numbers of individuals or objects will they select for their study purpose.
M. Islam
semanticscholar   +1 more source

A functional combinatorial central limit theorem [PDF]

open access: yes, 2009
The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the original ...
Barbour, A. D., Janson, Svante
core   +1 more source

Moderate deviations and central limit theorem for positive diffusions

open access: yesJournal 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

Central limit theorem and related results for the elephant random walk [PDF]

open access: yes, 2016
We study the so-called elephant random walk (ERW) which is a non-Markovian discrete-time random walk on ℤ with unbounded memory which exhibits a phase transition from a diffusive to superdiffusive behavior.
Cristian F. Coletti, R. Gava, G. Schutz
semanticscholar   +1 more source

Moment bounds and central limit theorems for Gaussian subordinated arrays

open access: yes, 2012
A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of multidimensional non ...
Bardet, Jean-Marc, Surgailis, Donatas
core   +2 more sources

A quantitative central limit theorem for the Euler–Poincaré characteristic of random spherical eigenfunctions [PDF]

open access: yesAnnals of Probability, 2016
We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the Euler-Poincar\'{
Valentina Cammarota, D. Marinucci
semanticscholar   +1 more source

Almost Sure Central Limit Theorem for a Nonstationary Gaussian Sequence

open access: yesJournal 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

Generalized Central Limit Theorem and Renormalization Group

open access: yes, 2010
We introduce a simple instance of the renormalization group transformation in the Banach space of probability densities. By changing the scaling of the renormalized variables we obtain, as fixed points of the transformation, the L\'evy strictly stable ...
A. Einstein   +24 more
core   +1 more source

A central limit theorem for a new statistic on permutations [PDF]

open access: yes, 2016
This paper does three things: It proves a central limit theorem for novel permutation statistics (for example, the number of descents plus the number of descents in the inverse). It provides a clear illustration of a new approach to proving central limit
S. Chatterjee, P. Diaconis
semanticscholar   +1 more source

Rényi divergence and the central limit theorem [PDF]

open access: yesAnnals of Probability, 2016
We explore properties of the $\chi^2$ and more general R\'enyi (Tsallis) distances to the normal law. In particular we provide necessary and sufficient conditions for the convergence to the normal law in the central limit theorem using these distances ...
S. G. Bobkov, G. Chistyakov, F. Götze
semanticscholar   +1 more source

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