Results 21 to 30 of about 4,296,477 (284)

Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability

open access: yesAbstract and Applied Analysis, 2014
This paper extends laws of large numbers under upper probability to sequences of stochastic processes generated by linear interpolation. This extension characterizes the relation between sequences of stochastic processes and subsets of continuous ...
Xiaoyan Chen, Zengjing Chen
doaj   +1 more source

A Strong Limit Theorem for Functions of Continuous Random Variables and an Extension of the Shannon-McMillan Theorem

open access: yesJournal of Applied Mathematics, 2008
By means of the notion of likelihood ratio, the limit properties of the sequences of arbitrary-dependent continuous random variables are studied, and a kind of strong limit theorems represented by inequalities with random bounds for functions of ...
Gaorong Li, Shuang Chen, Sanying Feng
doaj   +1 more source

Limit properties for ratios of order statistics from exponentials

open access: yesJournal of Inequalities and Applications, 2017
In this paper, we study the limit properties of the ratio for order statistics based on samples from an exponential distribution and obtain the expression of the density functions, the existence of the moments, the strong law of large numbers for R n i j
Yong Zhang, Xue Ding
doaj   +1 more source

A class of strong limit theorems for countable nonhomogeneous Markov chains on the generalized gambling system [PDF]

open access: yes, 2009
summary:In this paper, we study the limit properties of countable nonhomogeneous Markov chains in the generalized gambling system by means of constructing compatible distributions and martingales.
Wang, Kangkang
core   +1 more source

A Conditional Approach to Panel Data Models with Common Shocks

open access: yesEconometrics, 2016
This paper studies the effects of common shocks on the OLS estimators of the slopes’ parameters in linear panel data models. The shocks are assumed to affect both the errors and some of the explanatory variables. In contrast to existing approaches, which
Giovanni Forchini, Bin Peng
doaj   +1 more source

Holographic entanglement entropy inequalities beyond strong subadditivity

open access: yesJournal of High Energy Physics, 2022
The vacuum entanglement entropy in quantum field theory provides nonperturbative information about renormalization group flows. Most studies so far have focused on the universal terms, related to the Weyl anomaly in even space-time dimensions, and the ...
Lucas Daguerre   +2 more
doaj   +1 more source

Limit theorems in probability and statistics

open access: yes, 2023
A Bolyai János Matematikai Társulat által 1989-ben, Pécsett rendezett 3. "Hungarian Colloquium on Limit Theorems in Probability and Statistics" előadásaied. by I. Berkes, E.

core  

On MV-Algebraic Versions of the Strong Law of Large Numbers

open access: yesEntropy, 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
doaj   +1 more source

A Strong Central Limit Theorem for a Class of Random Surfaces [PDF]

open access: yesCommunications in Mathematical Physics, 2013
This paper is concerned with $d=2$ dimensional lattice field models with action $V(\naϕ(\cdot))$, where $V:\R^d\ra \R$ is a uniformly convex function. The fluctuations of the variable $ϕ(0)-ϕ(x)$ are studied for large $|x|$ via the generating function given by $g(x,μ) = \ln _{A}$. In two dimensions $g"(x,μ)=\pa^2g(x,μ)/\paμ^2$ is proportional to $\ln|x|
Conlon, Joseph G., Spencer, Thomas
openaire   +3 more sources

Strong Uniform Convergence Rates of Wavelet Density Estimators with Size-Biased Data

open access: yesJournal of Function Spaces, 2019
This paper considers the strong uniform convergence of multivariate density estimators in Besov space Bp,qs(Rd) based on size-biased data. We provide convergence rates of wavelet estimators when the parametric μ is known or unknown, respectively.
Huijun Guo, Junke Kou
doaj   +1 more source

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