Results 21 to 30 of about 3,949,996 (306)
A central limit theorem for fields of martingale differences [PDF]
, 2015 We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002).
D. Volný
semanticscholar +1 more source
Approximate Central Limit Theorems [PDF]
Journal of Theoretical Probability, 2017 15 ...
Berckmoes, B., Molenberghs, Geert
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Sample Size and Its Role in Central Limit Theorem (CLT)
, 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 central limit theorem for the KPZ equation [PDF]
, 2015 We consider the KPZ equation in one space dimension driven by a stationary centred space-time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian.
Martin Hairer, Hao Shen
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INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS
Fractals, 2022 It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper, we provide a deeper understanding of these intricate limiting phenomena.
DANIJEL GRAHOVAC +2 more
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, 1976 Trockel W. A limit theorem on the core. Journal of Mathematical Economics.
Walter Trockel +1 more
core +1 more source
Geometric And Functional Analysis, 2003 The first Szego limit theorem has been extended by Bump-Diaconis and Tracy-Widom to limits of other minors of Toeplitz matrices. We extend their results still further to allow more general measures and more general determinants. We also give a new extension to higher dimensions, which extends a theorem of Helson and Lowdenslager.
openaire +3 more sources
Non-normalizable densities in strong anomalous diffusion: beyond the central limit theorem. [PDF]
Physical Review Letters, 2013 Strong anomalous diffusion, where ⟨|x(t)|(q)⟩ ∼ tqν(q) with a nonlinear spectrum ν(q) ≠ const, is wide spread and has been found in various nonlinear dynamical systems and experiments on active transport in living cells.
A. Rebenshtok +3 more
semanticscholar +1 more source
Central Limit Theorem for Nonlinear Hawkes Processes [PDF]
Journal of Applied Probability, 2012 The Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance, and many other fields.
Lingjiong Zhu
semanticscholar +1 more source
International Journal of Adaptive Control and Signal Processing, EarlyView.This article proposes a convergent adaptive observer for a damped wave PDE and an infinite‐dimensional ODE coupled in cascade using sampled‐in‐space ODE state measurements. The proposed observer estimates the distributed states of the PDE and ODE along with unknown PDE parameters and spatial input.
Zehor Belkhatir +2 more
wiley +1 more source