Results 21 to 30 of about 489,074 (284)
The transfer theorems for density of extreme values
In this paper the transfer theorems for density of minima and maxima of independent identically distributed random variables is proved.
Arvydas Jokimaitis +1 more
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The Nagaev-Guivarc'h method via the Keller-Liverani theorem [PDF]
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
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Almost sure local limit theorems
CHUNG ERDÖS (1951) are among the first to prove some form of an almost sure local limit theorem (cf. CSÁKI et al., 1993). Here we propose a formulation of such statements and discuss related problems.
Denker, Manfred, Koch, S.
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Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem [PDF]
The purpose of this note is to prove a central limit theorem for the $L^2$-modulus of continuity of the Brownian local time obtained in \cite{CLMR}, using techniques of stochastic analysis.
Hu, Yaozhong, Nualart, David
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Local Limit Theorems for Sample Extremes
Assuming von Mises type conditions, we can prove the density of the normalized maximum of i.i.d. random variables converges to the density of the appropriate extreme value distribution in the Lp metric, p≤∞ provided both F’ and the limit extreme value density are in the space Lp.
de Haan, L., Resnick, S. I.
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Inverse Limit Shape Problem for Multiplicative Ensembles of Convex Lattice Polygonal Lines
Convex polygonal lines with vertices in Z+2 and endpoints at 0=(0,0) and n=(n1,n2)→∞, such that n2/n1→c∈(0,∞), under the scaling n1−1, have limit shape γ* with respect to the uniform distribution, identified as the parabola arc c(1−x1)+x2=c.
Leonid V. Bogachev +1 more
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The Euclid Algorithm is totally gaussian [PDF]
We consider Euclid’s gcd algorithm for two integers $(p, q)$ with $1 \leq p \leq q \leq N$, with the uniform distribution on input pairs. We study the distribution of the total cost of execution of the algorithm for an additive cost function $d$ on the ...
Brigitte Vallée
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The distribution of m-ary search trees generated by van der Corput sequences [PDF]
We study the structure of m-ary search trees generated by the van der Corput sequences. The height of the tree is calculated and a generating function approach shows that the distribution of the depths of the nodes is asymptotically normal ...
Wolfgang Steiner
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A spectral approach for quenched limit theorems for random expanding dynamical systems [PDF]
We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly
Dragicevic, Davor +3 more
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The Almost Sure Local Central Limit Theorem for the Negatively Associated Sequences
In this paper, the almost sure central limit theorem is established for sequences of negatively associated random variables: limn→∞(1/logn)∑k=1n(I(ak ...
Yuanying Jiang, Qunying Wu
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