Central Limit Theorem for stationary Fleming–Viot particle systems in finite spaces
Texte intégral
Documents relatifs
From this result and from a non-equilibrium central limit theorem for the current, we prove the main result of the article which states a central limit theorem for the position of
2.4. Now we illustrate the questions of variance and coboundary by a simple example.. This implies that Theorem 2.3 applies. As f is H¨ older continuous, it is known that h is also
Since every separable Banach space is isometric to a linear subspace of a space C(S), our central limit theorem gives as a corollary a general central limit theorem for separable
Key words and phrases: Central limit theorem, spatial processes, m- dependent random fields, weak mixing..
In the context of this work, we consider functionals which act on these clusters of relevant values and we develop useful lemmas in order to simplify the essential step to establish
The question whether for strictly stationary sequences with finite second moments and a weaker type (α, β, ρ) of mixing the central limit theorem implies the weak invariance
In Section 7 we study the asymptotic coverage level of the confidence interval built in Section 5 through two different sets of simulations: we first simulate a
Proposition 5.1 of Section 5 (which is the main ingredient for proving Theorem 2.1), com- bined with a suitable martingale approximation, can also be used to derive upper bounds for