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昆明理工大学理学院概率论与数理统计课件Chapter 5 The Law of Large Numbers and the Central Limit Theorem--The Central Limit Theorem
昆明理工大学理学院 概率论与数理统计 课件 Chapter 5 The Law of Large Numbers and the Central Limit Theorem The Central Limit Theorem
2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 5 The Law of Large Numbers and the Central Limit Theorem--The Central Limit Theorem.
昆明理工大学理学院概率论与数理统计课件Chapter 5 The Law of Large Numbers and the Central Limit Theorem--Law of Large numbers
昆明理工大学理学院 概率论与数理统计 课件 Chapter 5 The Law of Large Numbers and the Central Limit Theorem Law of Large numbers
2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 5 The Law of Large Numbers and the Central Limit Theorem--Law of Large numbers.
昆明理工大学理学院概率论与数理统计课件Chapter 5 The Law of Large Numbers and the Central Limit Theorem--Chebyshev’s Inequality
昆明理工大学理学院 概率论与数理统计 课件 Chapter 5 The Law of Large Numbers and the Central Limit Theorem Chebyshev’s Inequality
2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 5 The Law of Large Numbers and the Central Limit Theorem--Chebyshev’s Inequality.
CENTRAL LIMIT THEOREM FOR RECURRENT RANDOM WALKS ON A STRIP WITH BOUNDED POTENTIAL
RANDOM WALKS CENTRAL LIMIT THEOREM
2015/9/29
We prove that a recurrent random walk (RW) in i.i.d. random
environment (RE) on a strip which does not obey the Sinai law exhibits the
Central Limit asymptotic behaviour.
Central Limit Theorem for Excited Random Walk in the Recurrent Regime
Recurrent Regime Excited Random Walk
2015/9/29
We consider excited random walk on a strip. We assume that the
cookies are positive and that the total expected drift per site is less than 1/L where
L is the width of the strip. We prove a quenched...
A LOCAL LIMIT THEOREM FOR SUMS OF INDEPENDENT RANDOM VECTORS
THEOREM FOR SUMS INDEPENDENT RANDOM
2015/9/29
We prove a local limit the sums of independent random vectors satisfying appropriate tightness assumptions. In particular, the local limit theorem holds in dimension 1 if the summands are uniformly bo...
Martingale Central Limit Theorem and Nonuniformly Hyperbolic Systems
hyperbolic systems nonuniformly
2014/12/8
In this thesis we study the central limit theorem (CLT) for nonuniformly hy- perbolic dynamical systems. We examine cases in which polynomial decay of cor- relations leads to a CLT with a non-standard...
Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
Central limit theorem partial linear eigenvalue statistics Wigner matrices Probability
2012/6/19
In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered e...
A general central limit theorem for capacity
G-expectation G-distribution generalized G-expectation capacity tightness CLT
2011/11/4
In this paper,in the base of sublinear expectation space called 'G-expectation space' that introduced by Peng , adapting Peng's IID notion and applying Peng's new CLT under sublinear expectations, we ...
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in $\mathbb{R}^{n}$
Central Limit Theorem Brownian motion in the unit sphere in Rn OrnsteinUhlenbeck processes
2011/9/13
Abstract: We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}\subset\mathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of...
A central limit theorem for adaptive and interacting Markov chains
MCMC interacting MCMC Limit theorems Statistics Theory
2011/9/5
Abstract: Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated target distrib...
Time--Evolving Statistics of Chaotic Orbits of Conservative Maps in the Context of the Central Limit Theorem
time Chaotic Orbits Conservative Maps Central Limit Theorem Statistics
2011/7/6
We study chaotic orbits of conservative low--dimensional maps and present numerical results showing that the probability density functions (pdfs) of the sum of $N$ iterates in the large $N$ limit exhi...
A sharp correlation inequality with an application to almost sure local limit theorem
Correlation inequality i.i.d. random variables lattice distributed
2011/2/21
We prove a new sharp correlation inequality for sums of i.i.d.square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square in...
Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
central limit theorem triangular arrays non-homogeneousMarkov chains
2011/3/1
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on ma...
Central limit theorem and moderate deviations principle for dependent risks
Dependence structures opulas
2010/9/25
In the present paper, we consider the models for large dependent risk portfolios, especially for credit risk models. Furthermore, the central limit theorem and moderate deviations principle of models ...