搜索结果: 16-23 共查到“理学 Limit theorem”相关记录23条 . 查询时间(0.062 秒)
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 ...
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Central limit theorem the robust log-regression wavelet estimation
2010/11/23
In this paper, we study robust estimators of the memory parameter d of a (possibly) non stationary Gaussian time series with generalized spectral density f. This generalized spectral density is chara...
Central limit theorem for biased random walk on multi-type Galton-Watson trees
Central limit theorem random walk multi-type Galton-Watson trees
2010/11/23
Let T be a rooted multi-type Galton-Watson (MGW) tree of finitely many types with at least one offspring at each vertex, and an offspring distribution with exponential tails. The lambda-biased random...
A Note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner and Covariance matrices
Central Limit Theorem the Eigenvalue Counting Function
2010/11/23
This note presents some central limit theorems for the eigenvalue counting function of Wigner matrices in the form of suitable translations of results by Gustavsson and O'Rourke on the limiting behavi...
Kerov's central limit theorem for Schur-Weyl measures of parameter 1/2
Kerov's central limit theorem Schur-Weyl measures parameter 1/2
2010/12/9
In this article, we show that Kerov’s central limit theorem related to the fluctuations of
Young diagrams under the Plancherel measure extends to the case of Schur-Weyl measures, which are the probab...
A scaling limit theorem for the parabolic Anderson model with exponential potential
scaling limit theorem parabolic Anderson model exponential potential
2010/12/13
The parabolic Anderson problem is the Cauchy problem for the heat equation ¶tu(t, z) = D u(t, z)+x (t, z)u(t, z) on (0,¥)×Zd with random potential (x (t, z) : z ∈ Zd ) and localized initial c...
Generalized Central Limit Theorem and Renormalization Group
Central Limit Theorems Stable Distributions Characteristic Functions
2010/12/7
We introduce a simple instance of the renormalization group transformation in the Banach space of probability densities. By changing the scaling of the renormalized variables we obtain, as fixed point...
The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation
Berry–Esseen inequalities central limit theorem
2010/12/8
In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009)186–201] it is proved that the total variation distance between the solution f(·, t) of Kac’s equation and the Gaussian density (0,2) has...