0n the Domain Of Attraction of Stable and of Extreme Value Distributions
A backward particle interpretation of Feynman-Kac formulae
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...
A Central Limit Theorem for Approximate Martingale Arrays with Values in a Locally Compact Abelian Group.
A central limit theorem for independent summands
A central limit theorem for non stationary mixing processes
A central limit theorem for piecewise convex transformations of the unit interval
A central limit theorem for processes generated by a family of transformations [Book]
A central limit theorem for random fields.
A central limit theorem for sums of a random number of independent random variables
A central limit theorem for the asymmetric simple exclusion process
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
We derive a central limit theorem for triangular arrays of possibly nonstationary random variables satisfying a condition of weak dependence in the sense of Doukhan and Louhichi [Stoch. Proc. Appl. 84 (1999) 313–342]. The proof uses a new variant of the Lindeberg method: the behavior of the partial sums is compared to that of partial sums of dependent Gaussian random variables. We also discuss a few applications in statistics which show that our central limit theorem is tailor-made for statistics...
A central limit theorem for weighted averages of spins in the high temperature region of the Sherrington-Kirkpatrick model.
A central limit theorem on the space of positive definite symmetric matrices
A central limit theorem is proved on the space of positive definite symmetric matrices. To do this, some natural analogs of the mean and dispersion on are defined and investigated. One uses a Taylor expansion of the spherical functions on .
A Characterisation of Chebyshev-Cramer Expansions.
A connection between controlled Markov chains and martingales
A contractive property in finite state Markov chains
A functional approach for random walks in random sceneries.
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.
A gaussian sheet connected to symmetric Markov chains
A generalization of the global limit theorems of R. P. Agnew.