搜索结果: 16-30 共查到“统计学 Central limit theorem”相关记录30条 . 查询时间(0.07 秒)
On the almost sure central limit theorem for associated random variables
the almost sure central limit theorem associated random variables
2009/9/22
The aim of this note is to prove the strong version of
the CLT for associated sequences without any strong approximation
theorems. In the proofs we only apply the weighted convergence result
for av...
A central limit theorem for strictly stationary sequences in terms of slow variation in the limit
A central limit theorem strictly stationary sequences terms of slow variation
2009/9/22
For strictly stationary random sequences satisfying the
"minimal" dependence condition, necessary and sufficient conditions
for the weak convergence to the normal law in terms of slow variation
in ...
Stochastic processes are considered within the framework
of Holder spaces H: as paths spaces. Using Ciesielski's isomorphisms
between H: and sequences spaces via the Faber Schauder tnangular
functi...
An Empirical Functional Central Limit Theorem for weakly dependent sequences
Stationary sequences Rosenthal inequality empirical process Marcinkiewicz-Zygmund Strong Law
2009/9/21
In this paper we obtain a Functional Central Limit
Theorem for the empirical process of a stationary sequence under
a new weak dependence condition introduced by Doukhan and Louhichi
[5]. This resu...
Central limit theorem for Gaussian incompressible additional Brownian noise
Weak convergence random process Gaussian field incompressible flow diffusion
2009/9/21
We generalize the result of Komorowski and Papanicolaou
published in [I.W e consider the solution of stochastic differentid
equation dX(t) = V(t, x (t)) dt + (t), where E (2) is a standard
d-dimens...
SOME REMARKS ON THE CENTRAL LIMIT THEOREM FOR FUNCTIONALS OF LINEAR PROCESSES UNDER SHORT-RANGE DEPENDENCE
Central limit theorem, linear process time series short-range dependence Markov chain
2009/9/18
In this paper we consider the central limit theorems for
functionals G: R"' -, R of one-sided m-dimensional linear processes
X, = xr= A, 2,-, , where A, is a nonrandom matrix m x in and 2,'s are
i....
FINITE DIFFERENCE EQUATIONS AND CONVERGENCE RATES IN THE CENTRAL LIMIT THEOREM
Finite difference equations central limit theorem convergence rate interpolation theory
2009/9/18
We apply the theory of finite difference equations to
the central limit theorem, using interpolation of Banach spaces and
Fourier multipliers. Let S,T be a normalized sum of i.i.d. random vectors,
...
Some unbounded functions of intermittent maps for which the central limit theorem holds
intermittency central limit theorem moment inequalities
2009/6/15
Some unbounded functions of intermittent maps for which the central limit theorem holds.
On the Markov chain central limit theorem
Central Limit Theorem Markov Chain Monte Carlo Mixing Condition Drift Condition
2009/5/18
The goal of this expository paper is to describe conditions which guarantee a central limit theorem for functionals of general state space Markov chains. This is done with a view towards Markov chain ...
Central Limit Theorem For The Excited Random Walk In Dimension d≥2
central limit theorem random walk law
2009/3/30
We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension d≥2
Central Limit Theorem For The Excited Random Walk In Dimension d≥2
Central Limit Theorem Random Walk Dimension
2009/3/23
We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension d≥2
A Proof of a Non-Commutative Central Limit Theorem by the Lindeberg Method
Central Limit Theorem random variable
2009/3/23
A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voic...
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Central limit theorem function Markov chain
2009/3/19
Central limit theorems for functionals of general state space Markov chains are of crucial importance in sensible implementation of Markov chain Monte Carlo algorithms as well as of vital theoretical ...
AsympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem
parametric tests and confidence intervals central limit theorem R package
2010/3/18
This paper describes an R package implementing large sample tests and confidence
intervals (based on the central limit theorem) for various parameters. The one and
two sample mean and variance conte...
Dependent Lindeberg central limit theorem and some applications
Central limit theorem Lindeberg method Weak dependence Kerneldensity estimation Subsampling
2010/4/26
In this paper, a very useful lemma (in two versions) is proved: it simplifies
notably the essential step to establish a Lindeberg central limit theorem
for dependent processes. Then, applying this l...