Results 31 to 40 of about 1,386,135 (194)

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
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On convergence of the accumulated insurance claim processes to the compound Poisson process

Lietuvos Matematikos Rinkinys, 2005
Convergence of the accumulated insurance claim processes is investigated when the number of clients of insurance company depeds on time. Conditions for convergence to the compound Poisson process in the function space D[0,∞) endowed with the Skorohod M1
Rimas Banys
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Strong limit theorems for anisotropic self-similar fields

Modern Stochastics: Theory and Applications, 2014
Our paper starts from presentation and comparison of three definitions for the self-similar field. The interconnection between these definitions has been established.
V. Makogin, Yu. Mishura
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Limit theorems for monochromatic stars

Random Structures & Algorithms, 2019
LetT(K1,r,Gn) be the number of monochromatic copies of ther‐starK1,rin a uniformly random coloring of the vertices of the graphGn. In this paper we provide a complete characterization of the limiting distribution ofT(K1,r,Gn), in the regime whereis bounded, for any growing sequence of graphsGn.
Bhaswar B. Bhattacharya, Sumit Mukherjee
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A limit theorem on the core [PDF]

, 1976
Trockel W. A limit theorem on the core. Journal of Mathematical Economics.
Walter Trockel, Trockel, Walter ; https://orcid.org/   +1 more
core   +1 more source

Risk, uncertainty and nonlinear central limit theorems

Risk Sciences
The econometric theory and methods of financial risk are critical technical issues that consistently concern both the economic and mathematical communities.
Zengjing Chen, Xinwei Feng, Hanchao Wang
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Random sums of random vectors and multitype families of productive individuals

International Journal of Mathematics and Mathematical Sciences, 2004
We prove limit theorems for a family of random vectors whose coordinates are a special form of random sums of Bernoulli random variables. Applying these limit theorems, we study the number of productive individuals in n-type indecomposable critical ...
I. Rahimov, H. Muttlak
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Lacunary Series and Strong Approximation

Entropy
Strong approximation, introduced by Strassen (1964), is one of the most powerful methods to prove limit theorems in probability and statistics. In this paper we use strong approximation of lacunary series with conditionally independent sequences to prove
István Berkes
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Convergence Theorems for Partial Sums of Arbitrary Stochastic Sequences

Journal of Inequalities and Applications, 2010
By using Doob's martingale convergence theorem, this paper presents a class of strong limit theorems for arbitrary stochastic sequence. Chow's two strong limit theorems for martingale-difference sequence and Loève's and Petrov's strong limit ...
Wang Xiaosheng, Guo Haiying
doaj  

Note on a Limit Theorem

The Annals of Probability, 1975
A simple derivation of a limiting distribution of Logan, Mallows, Rice and Shepp is found. This is the limiting distribution of a sequence of partial sums of independent, identically distributed random variables in the domain of attraction of a stable law, normalized by the partial sums of the absolute values of these variables.
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