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搜索结果: 1-15 共查到理学 central limit theorem相关记录20条 . 查询时间(0.109 秒)
We prove that a recurrent random walk (RW) in i.i.d. random environment (RE) on a strip which does not obey the Sinai law exhibits the Central Limit asymptotic behaviour.
We consider excited random walk on a strip. We assume that the cookies are positive and that the total expected drift per site is less than 1/L where L is the width of the strip. We prove a quenched...
In this thesis we study the central limit theorem (CLT) for nonuniformly hy- perbolic dynamical systems. We examine cases in which polynomial decay of cor- relations leads to a CLT with a non-standard...
In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered e...
In this paper,in the base of sublinear expectation space called 'G-expectation space' that introduced by Peng , adapting Peng's IID notion and applying Peng's new CLT under sublinear expectations, we ...
Abstract: We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}\subset\mathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of...
Abstract: 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 distrib...
We study chaotic orbits of conservative low--dimensional maps and present numerical results showing that the probability density functions (pdfs) of the sum of $N$ iterates in the large $N$ limit exhi...
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on ma...
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 ...
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...

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