Displaying similar documents to “On asymptotic behaviour of empirical processes”

On mean central limit theorems for stationary sequences

Jérôme Dedecker, Emmanuel Rio (2008)

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

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In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.

On numerical solution to the problem of reactor kinetics with delayed neutrons by Monte Carlo method

Jan Kyncl (1994)

Applications of Mathematics

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In this paper, the linear problem of reactor kinetics with delayed neutrons is studied whose formulation is based on the integral transport equation. Besides the proof of existence and uniqueness of the solution, a special random process and random variables for numerical elaboration of the problem by Monte Carlo method are presented. It is proved that these variables give an unbiased estimate of the solution and that their expectations and variances are finite.

Comparison between criteria leading to the weak invariance principle

Olivier Durieu, Dalibor Volný (2008)

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

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The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in (1969), the projective criterion introduced by Dedecker in (1998), which was subsequently improved by Dedecker and Rio in (2000) and the condition introduced by Maxwell and Woodroofe in (2000) later improved upon...