Results 11 to 20 of about 7,858,530 (320)
Berry–Esseen bounds in the local limit theorems
Lithuanian Mathematical JournalBerry–Esseen-type bounds are developed in the multidimensional local limit theorem in terms of the Lyapunov coefficients and maxima of involved densities.
S. Bobkov, F. Götze
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Local limit theorems without assuming finite third moment
Journal of Inequalities and Applications, 2023 One of the most fundamental probabilities is the probability at a particular point. The local limit theorem is the well-known theorem that estimates this probability.
Punyapat Kammoo +2 more
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Classical and almost sure local limit theorems [PDF]
Dissertationes Mathematicae, 2022 We present and discuss the many results obtained concerning a famous limit theorem, the local limit theorem, which has many interfaces, with Number Theory notably, and for which, in spite of considerable efforts, the question concerning conditions of ...
Z. Szewczak, Michel J. G. Weber
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Local limit theorems and mod-phi convergence [PDF]
Latin American Journal of Probability and Mathematical Statistics, 2017 We prove local limit theorems for mod-{\phi} convergent sequences of random variables, {\phi} being a stable distribution. In particular, we give two new proofs of a local limit theorem in the framework of mod-phi convergence: one proof based on the ...
M. Dal Borgo +2 more
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Local Limit Theorems for Inhomogeneous Markov Chains
Lecture Notes in Mathematics, 2023 Omri Sarig
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Local limit theorems and strong approximations for Robbins-Monro procedures [PDF]
Statistics (Berlin), 2023 The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation.
V. Konakov, E. Mammen, Lorick Huang
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Large deviation local limit theorems and limits of biconditioned planar maps [PDF]
The Annals of Applied Probability, 2021 We first establish new local limit estimates for the probability that a nondecreasing integer-valued random walk lies at time $n$ at an arbitrary value, encompassing in particular large deviation regimes.
I. Kortchemski, Cyril Marzouk
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Conditioned local limit theorems for random walks on the real line [PDF]
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2021 Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments $X_i$ of zero mean and finite variance. Assume that $X_i$ is non-lattice and has a moment of order $2+\delta$.
Ion G. Grama, Hui Xiao
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The asymptotic of the density of the k-th maxima of independent random variables
Lietuvos Matematikos Rinkinys, 2023 In this paper the local limit theorem for density of k-th maxima of independent identically distributed random variables is proved.
Arvydas Jokimaitis
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On the local limit theorems for lower psi-mixing Markov chains [PDF]
Latin American Journal of Probability and Mathematical Statistics, 2021 . In this paper we investigate the local limit theorem for additive functionals of nonstationary Markov chains that converge in distribution. We consider both the lattice and the non-lattice cases.
F. Merlevède, M. Peligrad, C. Peligrad
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