Results 81 to 90 of about 1,682,384 (202)
Central Limit Theorems For Multicolor Urns With Dominated Colors [PDF]
An urn contains balls of d >= 2 colors. At each time n >= 1, a ball is drawn and then replaced together with a random number of balls of the same color. Let An =diag (An,1, . . . ,An,d) be the n-th reinforce matrix. Assuming EAn,j = EAn,1 for all n and j,
Pietro Rigo +3 more
core
, 2014 This week, in the MAT8595 course, before proving Fisher-Tippett theorem, we will get back on the proof of the Central Limit Theorem, and the class of stable distribution (in Lévy's sense).
Arthur Charpentier
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Comprehending the Central Limit Theorem
, 1988 Simulation will be used to illustrate the Central Limit Theorem and the concept of testing a ...
Kerley, Lyndell M.
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RENYI DIVERGENCE AND THE CENTRAL LIMIT THEOREM
, 2019 Bobkov SG, Chistyakov G, Götze F. RENYI DIVERGENCE AND THE CENTRAL LIMIT THEOREM. ANNALS OF PROBABILITY. 2019;47(1):270-323.We explore properties of the chi(2) and Renyi distances to the normal law and in particular propose necessary and sufficient ...
Chistyakov, Gennadiy +2 more
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A non-tangential limit theorem
Osaka Journal of Mathematics, 1987 Let (X,\({\mathcal H})\) be a harmonic space satisfying the uniform Harnack inequality. Let \(U\subset X\) be a non-tangentially accessible domain (in \({\mathbb{R}}^ n\) any Lipschitz domain is such a domain). Then for any positive harmonic functions u, v on U with \(v\neq 0\) the quotient u/v possesses a non-tangential limit at any boundary point ...
openaire +4 more sources
A New Limit Theorem for Quantum Walk in Terms of Quantum Bernoulli Noises. [PDF]
Entropy (Basel), 2020 Wang C, Ren S, Tang Y.
europepmc +1 more source
A Limit Theorem for the Periodogram
The Annals of Mathematical Statistics, 1958 Bochner, Salomon, Kawata, Tatsuo
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ASYMPTOTIC STATISTICAL PROPERTIES OF THE NEOCLASSICAL OPTIMAL GROWTH MODEL [PDF]
The standard one-sector stochastic optimal growth model is shown to be not just ergodic but geometrically ergodic. In addition, it is proved that the time series generated by the optimal path satisfy the Law of Large Numbers and the Central Limit Theorem.
John Stachurski
core
A functional limit theorem for limit order books with state dependent price dynamics
, 2017 We consider a stochastic model for the dynamics of the two-sided limit order book (LOB). Our model is flexible enough to allow for a dependence of the price dynamics on volumes.
Ulrich Horst +5 more
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Central Limit Theorem for Random “Contractive” Functions on Interval
Annales Mathematicae SilesianaeWe use the approach from Czudek and Szarek (see [1]) to prove the central limit theorem for a stationary Markov chain generated by an iterative function system for a family of increasing, injective functions on [0, 1] with “contractive” properties.
Block Maciej +2 more
doaj +1 more source