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Edge occupation measure for a reversible Markov chain.

Guillotin, N. (1999)

Electronic Communications in Probability [electronic only]

Edgeworth expansions for a sample sum from a finite set of independent random variables.

Hu, Zhishui, Robinson, John, Wang, Qiying (2007)

Electronic Journal of Probability [electronic only]

Effective WLLN, SLLN and CLT in statistical models

Ryszard Zieliński (2004)

Applicationes Mathematicae

Weak laws of large numbers (WLLN), strong laws of large numbers (SLLN), and central limit theorems (CLT) in statistical models differ from those in probability theory in that they should hold uniformly in the family of distributions specified by the model. If a limit law states that for every ε > 0 there exists N such that for all n > N the inequalities |ξₙ| < ε are satisfied and N = N(ε) is explicitly given then we call the law effective. It is trivial to obtain an effective statistical...

Ein massentheoretisches Marginalproblem.

Ulrich Oppel (1973)

Manuscripta mathematica

Eine Invarianzeigenschaft für Startverteilungen einer Klasse stochastischer Prozesse.

R. von Chossy, U.G. Oppel (1981)

Metrika

Eine Verallgemeinerung des Â?Gesetzes seltener Ereignisse".

W. Widdra (1972)

Metrika

Einführung des Wahrscheinlichkeitsoperators durch Postulate.

Susanne Beer, Eugene Lukacs (1971)

Monatshefte für Mathematik

Einige Konvergenzprobleme bei Folgen von Martingalen.

Klaus Sturany (1972)

Monatshefte für Mathematik

Energy and the law of the interated logarithm.

J.R. Baxter, G.A. Brosamler (1976)

Mathematica Scandinavica

Entropic Projections and Dominating Points

Christian Léonard (2010)

ESAIM: Probability and Statistics

Entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information theory, mathematical statistics, ill-posed inverse problems or large deviation theory. By means of convex conjugate duality and functional analysis, criteria are derived for the existence of entropic projections, generalized entropic projections and dominating points. Representations...

Entropie, théorèmes limite et marches aléatoires

Y. Derriennic (1985)

Publications mathématiques et informatique de Rennes

Equivalence theorems for infinite products of independent random elements on metric semigroups

T. Byczkowski, J. Woś (1977)

Colloquium Mathematicae

Ergodic and central limit theorems in statistical mechanics in continuous case

Krystyna Parczyk (1989)

Banach Center Publications

Ergodic averages with deterministic weights

Fabien Durand, Dominique Schneider (2002)

Annales de l’institut Fourier

We study the convergence of the ergodic averages $\frac{1}{N} \sum_{k = 0}^{N - 1} θ (k) f \circ T^{u_{k}}$ where ${(θ (k))}_{k \in ℕ}$ is a bounded sequence and ${(u_{k})}_{k \in ℕ}$ a strictly increasing sequence of integers such that ${Sup}_{α \in ℝ} | \sum_{k = 0}^{N - 1} θ (k) \exp (2 i π α u_{k}) | = O (N^{δ})$ for some $δ < 1$ . Moreover we give explicit such sequences $θ$ and $u$ and we investigate in particular the case where $θ$ is a $q$ -multiplicative sequence.

Erratum to “Number variance from a probabilistic perspective, infinite systems of independent Brownian motions and symmetric $α$ -stable processes".

Hambly, Ben M., Jones, Lisa M. (2009)