Periodic transformations of the sample average reciprocal value

Petr Lachout

Displaying similar documents to “Periodic transformations of the sample average reciprocal value”

Upper bounds for minimal distances in the central limit theorem

Emmanuel Rio (2009)

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

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We obtain upper bounds for minimal metrics in the central limit theorem for sequences of independent real-valued random variables.

Comparing the distributions of sums of independent random vectors

Evgueni I. Gordienko (2005)

Kybernetika

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Let $(X_{n}, n \geq 1), ({\tilde{X}}_{n}, n \geq 1)$ be two sequences of i.i.d. random vectors with values in $ℝ^{k}$ and $S_{n} = X_{1} + \dots + X_{n}$ , ${\tilde{S}}_{n} = {\tilde{X}}_{1} + \dots + {\tilde{X}}_{n}$ , $n \geq 1$ . Assuming that $E X_{1} = E {\tilde{X}}_{1}$ , $E | X_{1} |^{2} < \infty$ , $E | {\tilde{X}}_{1} |^{k + 2} < \infty$ and the existence of a density of ${\tilde{X}}_{1}$ satisfying the certain conditions we prove the following inequalities: $v (S_{n}, {\tilde{S}}_{n}) \leq c max {v (X_{1}, {\tilde{X}}_{1}), ζ_{2} (X_{1}, {\tilde{X}}_{1})}, n = 1, 2, \dots,$ where $v$ and $ζ_{2}$ are the total variation and Zolotarev’s metrics, respectively.

On properties of binary random numbers

Jan Ámos Víšek (1974)

Aplikace matematiky

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Estimates of the rate of approximation in a de-poissonization lemma

Andrei Yu. Zaitsev (2002)

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

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Estimation and tests of the discrete probability law based on the empirical generating function, (two dimensional case).

J. D. Chergui (1994)

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales

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Homogenization of a singular random one-dimensional PDE

Bogdan Iftimie, Étienne Pardoux, Andrey Piatnitski (2008)

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

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This paper deals with the homogenization problem for a one-dimensional parabolic PDE with random stationary mixing coefficients in the presence of a large zero order term. We show that under a proper choice of the scaling factor for the said zero order terms, the family of solutions of the studied problem converges in law, and describe the limit process. It should be noted that the limit dynamics remain random.