Results 21 to 30 of about 804,688 (262)

The Nagaev-Guivarc'h method via the Keller-Liverani theorem [PDF]

, 2010
The Nagaev-Guivarc'h method, via the perturbation operator theorem of Keller and Liverani, has been exploited in recent papers to establish local limit and Berry-Essen type theorems for unbounded functionals of strongly ergodic Markov chains.
Hervé, Loïc, Pène, Françoise
core   +4 more sources

Asymptotical expansions in the local limit theorem

Lietuvos Matematikos Rinkinys, 1997
There is not abstract.
Rimantas Skrabutėnas
doaj   +1 more source

A Limit Theorem for Copulas [PDF]

, 2005
We characterize convergence of a sequence of d-dimensional random vectors by convergence of the one-dimensional margins and of the copula. The result is applied to the approximation of portfolios modelled by t-copulas with large degrees of freedom, and ...
Lindner, Alexander M., Szimayer, Alexander   +1 more
core   +2 more sources

A Central Limit Theorem for Vincular Permutation Patterns [PDF]

Discrete Mathematics & Theoretical Computer Science, 2018
We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence.
Lisa Hofer
doaj   +1 more source

Central and Local Limit Theorems for Numbers of the Tribonacci Triangle

Mathematics, 2021
In this research, we continue studying limit theorems for combinatorial numbers satisfying a class of triangular arrays. Using the general results of Hwang and Bender, we obtain a constructive proof of the central limit theorem, specifying the rate of ...
Igoris Belovas
doaj   +1 more source

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, Doukhan, Paul, Lang, Gabriel, Ragache, Nicolas   +3 more
core   +4 more sources

A nonconventional local limit theorem [PDF]

, 2015
We extend local limit theorem type results to nonconventional sums of the form $S_N=\sum_{n=1}^NF(\xi_n,\xi_{2n},...,\xi_{\ell n})$.Comment: 23 ...
Hafouta, Yeor, Kifer, Yuri
core   +1 more source

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, Kazimieras Padvelskis   +1 more
doaj   +1 more source

A MEAN CONVERGENCE THEOREM FOR TRIANGULAR ARRAYS OF ROWWISE AND PAIRWISE mn-DEPENDENT RANDOM VARIABLES

Tạp chí Khoa học, 2023
This paper establishes a mean convergence theorem for triangular arrays of rowwise and pairwise mn-dependent random variables. Some authors studied limit theorems for sequences of pairwise m-dependent random variables where m is fixed (see, e.g ...
Le Van Thanh, Pham Nhu Y
doaj   +1 more source

Central and local limit theorems for the weighted Delannoy numbers

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2022
In this research we generalize our result for numbers satisfying the Delannoy triangle. We obtain a central limit theorem and a local limit theorem for weighted numbers of the triangle and establish the rate of convergence to the limiting (normal ...
Belovas Igoris
doaj   +1 more source