Displaying similar documents to “A mixed quantum-classical central limit theorem”

Singleton independence

Luigi Accardi, Yukihiro Hashimoto, Nobuaki Obata (1998)

Banach Center Publications

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Motivated by the central limit problem for algebraic probability spaces arising from the Haagerup states on the free group with countably infinite generators, we introduce a new notion of statistical independence in terms of inequalities rather than of usual algebraic identities. In the case of the Haagerup states the role of the Gaussian law is played by the Ullman distribution. The limit process is realized explicitly on the finite temperature Boltzmannian Fock space. Furthermore,...

Linear combination, product and ratio of normal and logistic random variables

Saralees Nadarajah (2005)

Kybernetika

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The distributions of linear combinations, products and ratios of random variables arise in many areas of engineering. In this note, the exact distributions of α X + β Y , | X Y | and | X / Y | are derived when X and Y are independent normal and logistic random variables. The normal and logistic distributions have been two of the most popular models for measurement errors in engineering.

Multivariate normal approximation using Stein’s method and Malliavin calculus

Ivan Nourdin, Giovanni Peccati, Anthony Réveillac (2010)

Annales de l'I.H.P. Probabilités et statistiques

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We combine Stein’s method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of gaussian fields. Among several examples, we provide an application to a functional version of the Breuer–Major CLT for fields subordinated to a fractional brownian motion.