Results 11 to 20 of about 135,156 (153)
Local limit theorems in free probability theory
The Annals of Probability, 2010 Published in at http://dx.doi.org/10.1214/09-AOP505 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Wang, Jiun-Chau
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Physical Review X, 2022 Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences.
Massimiliano Giona +2 more
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Mod-Gaussian convergence: new limit theorems in probability and number theory [PDF]
Forum Mathematicum, 2011 ISSN:0933 ...
Jacod, J, Kowalski, E, Nikeghbali, A
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Annealed and quenched limit theorems for random expanding dynamical systems [PDF]
, 2014 In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a central limit ...
Aimino, Romain +2 more
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On MV-Algebraic Versions of the Strong Law of Large Numbers
Entropy, 2019 Many-valued (MV; the many-valued logics considered by Łukasiewicz)-algebras are algebraic systems that generalize Boolean algebras. The MV-algebraic probability theory involves the notions of the state and observable, which abstract the probability ...
Piotr Nowak, Olgierd Hryniewicz
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Parabolic theory as a high-dimensional limit of elliptic theory [PDF]
, 2017 The aim of this article is to show how certain parabolic theorems follow from their elliptic counterparts. This technique is demonstrated through new proofs of five important theorems in parabolic unique continuation and the regularity theory of ...
Davey, Blair
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Central limit theorem for Fourier transforms of stationary processes [PDF]
, 2010 We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all regular sequences.
Peligrad, Magda, Wu, Wei Biao
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Extreme value distributions and Renormalization Group [PDF]
, 2012 In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered.
B. Gutenberg +12 more
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About the cumulative idle time in multiphase queues [PDF]
, 2005 The paper is designated to the analysis of queueing systems, arising in the network theory and communications theory (called multiphase queueing systems, tandem queues or series of queueing systems).
Minkevičius, Saulius +1 more
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Large deviations for random walks under subexponentiality: the big-jump domain [PDF]
, 2007 For a given one-dimensional random walk $\{S_n\}$ with a subexponential step-size distribution, we present a unifying theory to study the sequences $\{x_n\}$ for which $\mathsf{P}\{S_n>x\}\sim n\mathsf{P}\{S_1>x\}$ as $n\to\infty$ uniformly for $x\ge x_n$
Denisov, D., Dieker, A. B., Shneer, V.
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