FUNCTIONAL CENTRAL LIMIT THEOREMS
Functional central limit theorems for single-stage sampling designs
... establish functional central limit theorems for the Horvitz-Thompson empiri- cal process and the H´ ajek empirical process centered by their finite population mean as well as by their ...
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On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators
... establish functional central limit theorems for a broad class of de- pendent, heterogeneous tail arrays encountered in the extreme value lit- erature, including extremal exceedances, tail ...
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On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators
... establish functional central limit theorems for a broad class of de- pendent, heterogeneous tail arrays encountered in the extreme value lit- erature, including extremal exceedances, tail ...
31
Functional central limit theorems for Markov-modulated infinite-server systems
... a functional central limit ...martingale central limit theorem, this result is established, covering the situation in which the arrival rates are sped up by a factor N and the ...
22
Functional central limit theorems for Markov-modulated infinite-server systems
... a functional central limit ...martingale central limit theorem, this result is established, covering the situation in which the arrival rates are sped up by a factor N and the ...
18
Central limit theorems for the radial spanning tree
... and central limit theorems for Poisson ...Poisson functional we denote a random variable F which only depends on a Poisson point process ...Poisson functional F can be written as F = f ...
25
Central limit theorems for open quantum random walks
... a Central Limit Theorem, in the case where only one Gaussian distribution appears in the ...certain functional of a Markov chain on Z d times the Banach space of quantum ...a Central ...
28
Functional stable limit theorems for efficient spectral covolatility estimators
... of central interest in finance and ...are functional stable limit theorems with optimal convergence rates and with variances that coincide with the lower bounds in the ...stable limit ...
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Functional limit theorems for generalized variations of the fractional Brownian sheet
... Keywords: central limit theorem; fractional Brownian sheet; Hermite sheet; Malliavin calculus; non-central limit theorem; power variation ...a central limit theorem (in a ...
38
Functional limit theorems for generalized quadratic variations of Gaussian processes
... establish functional convergence theorems for second order quadratic variations of Gaussian processes which admit a singularity ...a functional almost sure convergence theorem, and a ...
22
Central limit theorems for law-invariant coherent risk measures
... into the risk measure to obtain its estimate. In this paper we are going to study the asymptotic properties of the resulting plug-in estimates. Such asymptotic analysis might be, for example, helpful for constructing ...
27
Central limit theorems for law-invariant coherent risk measures
... In practice, we are often facing the problem of estimating the values of law-invariant coherent risk measures from a time series. A customary approach is to replace the unknown distribution function with its empirical ...
25
Annealed central limit theorems for the Ising model on random graphs
... walks in random environment Comets et al. (2000). In that context, annealing is rather similar to what here we have called the averaged quenched measure. In disordered systems (such as spin glasses Mézard et al. (1987); ...
41
Central limit theorems and suppression of anomalous diffusion for systems with symmetry
... the central limit theorem and weak conver- gence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group ...
24
Central Limit Theorems for Empirical Processes Based on Stochastic Processes
... On functional limit theorems for a class of stochas- tic processes indexed by pseudo-metric parameter spaces (with applications to empirical ...
97
Central limit theorems for biased randomly trapped random walks on Z
... and functional central limit theorem The main aim of this section is to derive an annealed functional central limit theorem for the RTRW model with positive ...
32
Laws of Large Numbers and Central Limit Theorems
... Laws of Large Numbers (LLN) and Central Limit Theorems (CLT) partially compensate for our inability to compute the …nite or exact distributional properties of our estimates and test stat[r] ...
27
On rate of convergence in non-central limit theorems
... the central limit theorem using the Stein-Malliavin approach was ...Breuer-Major theorems, see [2] and ...the central limit theorem using the Stein-Malliavin ...
30
Functional limit theorems, branching processes and stochastic networks
... Functional limit theorems: Chapter 2 presents two theoretical results on the weak convergence of stochastic processes: one – Theorems 2.2.1 and 2.2.2 – is a sufficient condition for the [r] ...
120
Some Central Limit Theorems for Doubly Restricted Partitions
... For any fixed K, tnis distribution approaches a piecewise polynomial function as L increases to infinity.. As both K and L approach infinity, this distribution is[r] ...
40