Cadenas de Markov en poblaciones aleatorias y probabilidades en cadena generalizadas.
Calcul des probabilités - Théorème des grands écarts et théorème de la limite centrale pour certains produits de matrices aléatoires
Cauchy approximation for sums of independent random variables.
Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes.
Central and local limit theorems for excedances by conjugacy class and by derangement.
Central and non-central limit theorems for weighted power variations of fractional brownian motion
In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order q≥2 of the fractional brownian motion with Hurst parameter H∈(0, 1), where q is an integer. The central limit holds for 1/2q<H≤1−1/2q, the limit being a conditionally gaussian distribution. If H<1/2q we show the convergence in L2 to a limit which only depends on the fractional brownian motion, and if H>1−1/2q we show the convergence in L2 to a stochastic integral...
Central limit problem and invariance principles on Banach spaces
Central limit problem for symmetric case: Convergence to non-Gaussian laws
Central limit theorem for a class of linear systems.
Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.
Central limit theorem for coloured hard dimers.
Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment
We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. [18], [7]. In addition we show that the covariance matrix of the limiting Gaussian random vector corresponding to the diffusion with drift converges, as the drift vanishes, to the covariance of the homogenized diffusion with zero drift.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Central limit theorem for Hölder processes on -unit cube
We consider a sequence of stochastic processes with continuous trajectories and we show conditions for the tightness of the sequence in the Hölder space with a parameter .
Central limit theorem for random measures generated by stationary processes of compact sets
Random measures derived from a stationary process of compact subsets of the Euclidean space are introduced and the corresponding central limit theorem is formulated. The result does not require the Poisson assumption on the process. Approximate confidence intervals for the intensity of the corresponding random measure are constructed in the case of fibre processes.
Central limit theorem for sampled sums of dependent random variables
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to dependent random variables sampled by a -valued transient random walk. This extends the results obtained by [N. Guillotin-Plantard and D. Schneider, Stoch. Dynamics3 (2003) 477–497]. An application to parametric estimation by random sampling is also provided.
Central limit theorem for solutions of random initialized differential equations: a simple proof.
Central limit theorem for square error of multivariate nonparametric box spline density estimators
We prove the central limit theorem for the integrated square error of multivariate box-spline density estimators.
Central limit theorem for the excited random walk in dimension .