Results 31 to 40 of about 2,680 (148)

A Conditional Approach to Panel Data Models with Common Shocks

Econometrics, 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
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Holographic entanglement entropy inequalities beyond strong subadditivity

Journal 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, Matias Ginzburg, Gonzalo Torroba   +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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Strong Uniform Convergence Rates of Wavelet Density Estimators with Size-Biased Data

Journal 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
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PROPERTIES OF LARGE DEVIATIONS OF EMPIRICAL ESTIMATES IN A STOCHASTIC OPTIMIZATION PROBLEM FOR A HOMOGENEOUS RANDOM FIELD

Міжнародний науково-технічний журнал "Проблеми керування та інформатики", 2020
The paper is devoted to the consideration of a stochastic programming problem where the random factor is a homogeneous in a strict sense random field satisfying the strong mixing condition with the appropriate mixing coefficient.
П.С. Кнопов, Є.Й. Касіцька   +1 more
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THE CENTRAL LIMIT THEOREM FOR UNIFORMLY STRONG MIXING MEASURES [PDF]

Stochastics and Dynamics, 2012
The theorem of Shannon–McMillan–Breiman states that for every generating partition on an ergodic system, the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere (provided the entropy is finite). In this paper we prove that the measure of cylinder sets are lognormally distributed for strongly mixing systems
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A Strong Central Limit Theorem for a Class of Random Surfaces [PDF]

Communications 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
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New construction and proof techniques of projection algorithm for countable maximal monotone mappings and weakly relatively non-expansive mappings in a Banach space

Journal of Inequalities and Applications, 2018
In a real uniformly convex and uniformly smooth Banach space, some new monotone projection iterative algorithms for countable maximal monotone mappings and countable weakly relatively non-expansive mappings are presented.
Li Wei, Ravi P. Agarwal
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An exponential inequality and strong limit theorems for conditional expectations [PDF]

Periodica Mathematica Hungarica, 2010
Let \((\Omega, \mathcal {A},P)\) be a probability space. Let \(A\in\mathcal {A}\) be a fixed event, \(P(A)>0\). Let \(P^A\) be the conditional probability measure with mean \(E^A\). Let \(\tau_i\), \(1\leq i\leq N\), be nondegenerated independent random variables with variance \(\sigma_i\), such that \(| \tau_i|
Chuprunov A., Fazekas I.
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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
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