A central limit theorem for random walks in random labyrinths
Page 1 Next
Displaying 1 – 20 of 255
A central limit theorem for two-dimensional random walks in a cone
Rodolphe Garbit (2011)
Bulletin de la Société Mathématique de France
We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is regularly varying. This condition is satisfied in many natural examples.
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.
Bercu, Bernard, Del Moral, Pierre, Doucet, Arnaud (2009)
Electronic Journal of Probability [electronic only]
A functional central limit theorem for martingales in C(K) and its application to sequential estimates.
H. Walk (1980)
Journal für die reine und angewandte Mathematik
A functional combinatorial central limit theorem.
Barbour, Andrew D., Janson, Svante (2009)
Electronic Journal of Probability [electronic only]
A functional hungarian construction for sums of independent random variables
Ion Grama, Michael Nussbaum (2002)
Annales de l'I.H.P. Probabilités et statistiques
A functional limit theorem for a 2D-random walk with dependent marginals.
Guillotin-Plantard, Nadine, Le Ny, Arnaud (2008)
Electronic Communications in Probability [electronic only]
A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables.
Zemlys, Vaidotas (2008)
Electronic Journal of Probability [electronic only]
A limit theorem for the position of a particle in the Lorentz model.
Vysotskiĭ, V.V. (2005)
Journal of Mathematical Sciences (New York)
A limit theorem for the Riemann zeta-function in the complex space
A. Laurinčikas (1990)
Acta Arithmetica
A non-Skorokhod topology on the Skorokhod space.
Jakubowski, Adam (1997)
Electronic Journal of Probability [electronic only]
A Note Invariance Principles for v. Mises'-Statistics.
M. Denker, C. Grillenberger, G. Keller (1985)
Metrika
A note on the invariance principle of the product of sums of random variables.
Huang, Wei, Zhang, Li-Xin (2007)
Electronic Communications in Probability [electronic only]
A quenched weak invariance principle
Jérôme Dedecker, Florence Merlevède, Magda Peligrad (2014)
Annales de l'I.H.P. Probabilités et statistiques
In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and nonirreducible Markov chains are given. The proofs are based on the normal approximation of double indexed martingale-like sequences, an approach which has interest in itself.
A strong invariance principle for negatively associated random fields
Guang-hui Cai (2011)
Czechoslovak Mathematical Journal
In this paper we obtain a strong invariance principle for negatively associated random fields, under the assumptions that the field has a finite th moment and the covariance coefficient exponentially decreases to . The main tools are the Berkes-Morrow multi-parameter blocking technique and the Csörgő-Révész quantile transform method.
A strong invariance theorem for the tail empirical process
David M. Mason (1988)
Annales de l'I.H.P. Probabilités et statistiques
About increments of additive functionals of diffusion processes.
Alvarez-Andrade, Sergio (2003)
Revista Colombiana de Matemáticas
Almost sure functional central limit theorem for ballistic random walk in random environment
Firas Rassoul-Agha, Timo Seppäläinen (2009)
Annales de l'I.H.P. Probabilités et statistiques
We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central limit theorem, under almost every environment for the diffusively scaled centered walk. The main point behind the invariance principle is that the quenched mean of the walk behaves subdiffusively.
Almost sure functional limit theorem for the product of partial sums
Khurelbaatar Gonchigdanzan (2010)
ESAIM: Probability and Statistics
We prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables with finite second moment.
Almost sure functional limit theorems in .
Túri, J. (2002)
Acta Mathematica Academiae Paedagogicae Nyí regyháziensis. New Series [electronic only]
Currently displaying 1 – 20 of 255
Page 1 Next