and central limit theorem.
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Mixing properties and central limit theorem for associated point processes
... trees and more (see [ 26 ...] and computational statistics [ 2 ...prove central limit theorems for dependent random variables [ 7 , 16 , 23 , 27 , 36 ...α-mixing and precisely allows to ...
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Roots of Kostlan polynomials: moments, strong Law of Large Numbers and Central Limit Theorem
... study and recall some useful previous ...2.4 and we recall several results from [2] concerning the density functions appearing in these ...the Central Limit Theorem (Theorem ...
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Rates in the Central Limit Theorem and diffusion approximation via Stein's Method
... the Central Limit Theorem is the most classical application of Stein’s ...the Central Limit Theorem for Wasserstein distances of order p ≥ 2 which only involves moments of the ...
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Dependent Lindeberg central limit theorem and some applications
... Lindeberg central limit theorem for dependent ...Doukhan and Louhichi (1999), a new central limit theorem is obtained for sample mean or kernel density ...these ...
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A central limit theorem for adaptive and interacting Markov chains
... 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 distribu- ...adaptive ...
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Wiener integrals with respect to the Hermite process and a Non-Central Limit Theorem
... The selfsimilar processes have been widely studied due to their applications as models for various phenomena, like hydrology, network traffic analysis and mathematical finance. An interesting class of selfsimilar ...
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A central limit theorem for the exodic tree and exodic matching in geometrical probability
... We establish the first central limit theorem in dimension d in this class of problems for the length of the tree and matching produced by a natural heuristic (the exo[r] ...
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Regularity of solutions of the Stein equation and rates in the multivariate central limit theorem
... MULTIVARIATE CENTRAL LIMIT THEOREM ...vector, and let f h be the solution given by Barbour’s generator ...explicit and their dependence on the dimension d is studied when d is ...
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Central limit theorem and bootstrap procedure for Wasserstein’s variations with an application to structural relationships between distributions
... sizes and different bootstrap samples, n and m n ...4 and 5, ...symmetry, and yet the power of the test is also close to 1; it also increases with the sample ...
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Central Limit Theorem and Large Deviation Principle for Continuous Time Open Quantum Walks
... t −→ t→∞ N (0, σ 2 ) , where N (0, σ 2 ) denotes usual Gaussian law. Such phenomena have also been observed in the discrete setting of OQWs [1]. A key point to show this result is the use of the quantum trajectories ...
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Asymptotics and Scalings for Large Closed Product-Form Networks via the Central Limit Theorem
... Knessl and Tier [5], Kogan and Birman [6, 7, 1] and Malyshev and Yakovlev ...setting and, in our opinion, do not really give a structural explanation of the phenomena ...
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Central Limit Theorem and bootstrap procedure for Wasserstein's variations with application to structural relationships between distributions
... Loubes and Maza (2007) while testing issues are tackled in Collier and Dalalyan ...(2009)) and one has to consider smaller classes of deformation functions to perform a reasonable ...G and ...
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A Central Limit Theorem for the Length of the Longest Common Subsequence in Random Words
... In general, there always exists an optimal alignment (r 0 , r 1 , r 2 , ..., r d ) sat- isfying both ( 2.10 ) and ( 2.11 ) with, say, v = n α as above. (Consider any one of the longest common subsequences ...
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Rates of convergence for minimal distances in the central limit theorem under projective criteria
... chains and for functions of linear processes to satisfy the bound ...3) and the rate O(n −1/2 log n) when r = 1 and p = ...Dedecker and Prieur ...
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A note on the central limit theorem for two-fold stochastic random walks in a random environment
... KOMOROWSKI AND STEFANO OLLA ...The central limit theorem for this class of random walks has been claimed by Kozlov under certain strong mixing conditions ...[4], Theorem 3, p. 121). ...
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Central limit theorems in linear dynamics
... (iii) T n S n x = x and T m S n x = S n−m x if n > m. Then there exists a T -invariant strongly mixing (Gaussian) Borel probability measure µ on X with full support. Theorem 1.2 has also been obtained in ...
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Central Limit Theorems and Quadratic Variations in terms of Spectral Density
... Major’s Theorem, which is our main tool to obtain Central Limit Theorems, and use the powerful theory developed by Nourdin, Nualart, Ortiz-Latorre, Peccati, Tudor and others to do ...
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Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
... consistency and the asymptotic normality of the robust estimator of the covariance have been discussed in ...quantiles and the trimmed-means. The consistency and asymptotic normality of this ...
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A functional limit theorem for η -weakly dependent processes and its applications
... ∞ and Lip g 2 < ...Doukhan and Louhichi, 1999), GARCH(p, q) or ARCH(∞) processes (see Doukhan et ...Doukhan and Lang, 2002), causal or non causal bilinear processes (see Doukhan et ...2005) ...
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Multivariate Normal Approximation for the Stochastic Simulation Algorithm: limit theorem and applications
... multivariate central limit theorem (CLT) for the trajectories where the limiting distribution is specified by the stoichiometry matrix and reaction probabilities which are the analogous of FBA ...
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