Academic literature on the topic 'Central limit theorem'
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Journal articles on the topic "Central limit theorem"
Bianucci, Marco. "Operators central limit theorem." Chaos, Solitons & Fractals 148 (July 2021): 110961. http://dx.doi.org/10.1016/j.chaos.2021.110961.
Full textBulinski, A. V. "Conditional Central Limit Theorem." Theory of Probability & Its Applications 61, no. 4 (January 2017): 613–31. http://dx.doi.org/10.1137/s0040585x97t98837x.
Full textde Jong, Robert M. "Central Limit Theorems for Dependent Heterogeneous Random Variables." Econometric Theory 13, no. 3 (June 1997): 353–67. http://dx.doi.org/10.1017/s0266466600005843.
Full textFazekas, István, and Alexey Chuprunov. "Almost sure limit theorems for random allocations." Studia Scientiarum Mathematicarum Hungarica 42, no. 2 (May 1, 2005): 173–94. http://dx.doi.org/10.1556/sscmath.42.2005.2.4.
Full textRoginsky, Allen L. "A Central Limit Theorem for Cumulative Processes." Advances in Applied Probability 26, no. 1 (March 1994): 104–21. http://dx.doi.org/10.2307/1427582.
Full textRoginsky, Allen L. "A Central Limit Theorem for Cumulative Processes." Advances in Applied Probability 26, no. 01 (March 1994): 104–21. http://dx.doi.org/10.1017/s0001867800026033.
Full textLIEBSCHER, VOLKMAR. "NOTE ON ENTANGLED ERGODIC THEOREMS." Infinite Dimensional Analysis, Quantum Probability and Related Topics 02, no. 02 (June 1999): 301–4. http://dx.doi.org/10.1142/s0219025799000175.
Full textCorcoran, Mimi. "Illustrating the Central Limit Theorem." Mathematics Teacher 109, no. 6 (February 2016): 456–62. http://dx.doi.org/10.5951/mathteacher.109.6.0456.
Full textShashkin, A. P. "On Newman's Central Limit Theorem." Theory of Probability & Its Applications 50, no. 2 (January 2006): 330–37. http://dx.doi.org/10.1137/s0040585x97981731.
Full textMitic, P. "The central limit theorem visualised." Teaching Mathematics and its Applications 15, no. 2 (June 1, 1996): 84–90. http://dx.doi.org/10.1093/teamat/15.2.84.
Full textDissertations / Theses on the topic "Central limit theorem"
Alcântara, Daniel Tomás Vital de. "Central limit theorem variations." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/20409.
Full textUm dos teoremas mais importantes da Teoria da Probabilidade é o Teorema do Limite Central. Este afirma que se Xn é uma sequência de variáveis aleatórias então as somas parciais normalizadas convergem para a distribuição normal. Além disso a ausência de pré condições faz-nos perguntar-nos se generalizações são possíveis. Particularmente neste manuscrito vamos focar-nos em duas questões: Existe uma taxa de convergência (universal) para o Teorema do Limite Central? Além disso em que circunstâncias podemos aplicar o Teorema do Limite Central? O teorema de Continuidade de Lévy afirma que a convergência em distribuição é equivalente à convergência nas funções características. Além disso quando aplicamos as expansões de Taylor a funções características ficamos com um polinómios com os momentos da variável como coeficientes. Por estas razões no nosso caso fazer os cálculos com funções características é preferível. Pelo teorema de Berry Essen podemos, de facto, encontrar a taxa de convergência que procuramos. E pelo teorema de Lindeberg e condição de Lyapunov podemos descobrir que o Teorema do Limite Central pode aplicar-se a sequências que não são identicamente distribuídas. Finalmente, utilizando o teorema ergódico vamos explicar como processos estocásticos estão relacionados com a teoria ergódica. Com isto vamos mostrar como este teorema pode ser utilizado pata encontrar um resultado quando a sequencia não é independente.
One of the most important theorems of Probability Theory is the Central Limit Theorem. It states that if Xn is a sequence of random variables then the normal- ized partial sums converge to a normal distribution. This result omits any rate of convergence. Furthermore the lack of assumptions makes us wonder if some gener- alizations are possible. Particularly in this essay we will focus on two questions: Does it exist a (uni- versal) rate of convergence for the Central Limit Theorem? Furthermore in which circumstances can we apply the Central Limit Theorem? The Lévy Continuity Theorem states that convergence on distribution functions is equivalent to convergence on characteristic functions. Furthermore when we ap- ply Taylor expansions to characteristic functions we get a polynomial with the mo- ments as coefficients. For these reasons, on our case computing with characteristic functions is preferable. By the Berry Essen Theorem we can in fact find the rate of convergence we are looking for. And by the Lindeberg Theorem and Lyapunov Condition we find that the Central Limit Theorem applies to sequences that are not identically distributed. Finally, using the Ergodic Theorem we will explain how stochastic processes are related to Ergodic Theory. With this we will show how this theorem can be used to find a result when the sequence is not independent.
info:eu-repo/semantics/publishedVersion
ALVES, RODRIGO BARRETO. "MARTINGALE CENTRAL LIMIT THEOREM." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2017. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32327@1.
Full textCOORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO
PROGRAMA DE EXCELENCIA ACADEMICA
Esta dissertação é dedicada ao estudo das taxas de convergência no Teorema Central do Limite para Martingais. Começamos a primeira parte da tese apresentando a Teoria de Martingais, introduzindo o conceito de esperança condicional e suas propriedades. Desta forma poderemos descrever o que é um Martingal, mostraremos alguns exemplos, e exporemos alguns dos seus principais teoremas. Na segunda parte da tese vamos analisar o Teorema Central do Limite para variáveis aleatórias, apresentando os conceitos de função característica e convergência em distribuição, que serão utilizados nas provas de diferentes versões do Teorema Central do Limite. Demonstraremos três formas do Teorema Central do Limite, para variáveis aleatórias independentes e identicamente distribuídas, a de Lindeberg-Feller e para uma Poisson. Após, apresentaremos o Teorema Central do Limite para Martingais, demonstrando uma forma mais geral e depois enunciaremos uma forma mais específica a qual focaremos o resto da tese. Por fim iremos discutir as taxas de convergência no Teorema Central do Limite, com foco nas taxas de convergência no Teorema Central do Limite para Martingais. Em particular, exporemos o resultado de [4], o qual determina, até uma constante multiplicativa, a dependência ótima da taxa de um certo parâmetro do martingal.
This dissertation is devoted to the study of the rates of convergence in the Martingale Central Limit Theorem. We begin the first part presenting the Martingale Theory, introducing the concept of conditional expectation and its properties. In this way we can describe what a martingale is, present examples of martingales, and state some of the principal theorems and results about them. In the second part we will analyze the Central Limit Theorem for random variables, presenting the concepts of characteristic function and the convergence in distribution, which will be used in the proof of various versions of the Central Limit Theorem. We will demonstrate three different forms of the Central Limit Theorem, for independent and identically distributed random variables, Lindeberg-Feller and for a Poisson distribution. After that we can introduce the Martingale Central Limit Theorem, demonstrating a more general form and then stating a more specific form on which we shall focus. Lastly, we will discuss rates of convergence in the Central Limit Theorems, with a focus on the rates of convergence in the Martingale Central Limit Theorem. In particular, we state results of [4], which determine, up to a multiplicative constant, the optimal dependence of the rate on a certain parameter of the martingale.
Sorokin, Yegor. "Probability theory, fourier transform and central limit theorem." Manhattan, Kan. : Kansas State University, 2009. http://hdl.handle.net/2097/1604.
Full textJiang, Xinxin. "Central limit theorems for exchangeable random variables when limits are mixtures of normals /." Thesis, Connect to Dissertations & Theses @ Tufts University, 2001.
Find full textAdviser: Marjorie G. Hahn. Submitted to the Dept. of Mathematics. Includes bibliographical references (leaves44-46). Access restricted to members of the Tufts University community. Also available via the World Wide Web;
Pramukkul, Pensri. "Temporal Complexity and Stochastic Central Limit Theorem." Thesis, University of North Texas, 2014. https://digital.library.unt.edu/ark:/67531/metadc700093/.
Full textHumphreys, Natalia A. "A central limit theorem for complex-valued probabilities /." The Ohio State University, 1999. http://rave.ohiolink.edu/etdc/view?acc_num=osu1488187049540163.
Full textZhang, Na. "Limit Theorems for Random Fields." University of Cincinnati / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563527352284677.
Full textMok, Kit Ying. "Central limit theorem for nonparametric regression under dependent data /." View Abstract or Full-Text, 2003. http://library.ust.hk/cgi/db/thesis.pl?MATH%202003%20MOK.
Full textRahman, Mohammad Mahbubur. "Central Limit Theorem for some classes of dynamical systems." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp04/mq25986.pdf.
Full textThangavelu, Karthinathan. "Quantile estimation based on the almost sure central limit theorem." Doctoral thesis, [S.l.] : [s.n.], 2006. http://webdoc.sub.gwdg.de/diss/2006/thangavelu.
Full textBooks on the topic "Central limit theorem"
Paulauskas, V., and A. Račkauskas. Approximation Theory in the Central Limit Theorem. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-011-7798-6.
Full textFischer, Hans. A History of the Central Limit Theorem. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-0-387-87857-7.
Full textFernandes, Marcelo. Central limit theorem for asymmetric kernel functionals. Florence: European University Institute, 2000.
Find full textFernandes, Marcelo. Central limit theorem for asymmetric kernel functionals. Badia Fiesolana, San Domenico: European University Institute, 2000.
Find full textJong, Peter de. Central limit theorems for generalized multilinear forms. [Amsterdam, the Netherlands]: Centrum voor Wiskunde en Information, 1989.
Find full textAdams, William J. The life and times of the central limit theorem. 2nd ed. Providence, R.I: American Mathematical Society, 2009.
Find full textAdams, William J. The life and times of the central limit theorem. 2nd ed. Providence, R.I: American Mathematical Society, 2009.
Find full textAdams, William J. The life and times of the central limit theorem. 2nd ed. Providence, R.I: American Mathematical Society, 2009.
Find full textJurek, Zbigniew J. Operator-limit distributions in probability theory. New York: Wiley, 1993.
Find full textSenatov, V. V. Qualitative effects in the estimates of the convergence rate in the central limit theorem in multidimensional spaces. Moscow: Maik Nauka/Interperiodica Publishing, 1996.
Find full textBook chapters on the topic "Central limit theorem"
Rossman, Allan J., and Beth L. Chance. "Central Limit Theorem." In Workshop Statistics, 263–75. New York, NY: Springer New York, 1998. http://dx.doi.org/10.1007/978-1-4757-2926-9_16.
Full textGooch, Jan W. "Central Limit Theorem." In Encyclopedic Dictionary of Polymers, 971–72. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-6247-8_15172.
Full textDedecker, Jérôme, Paul Doukhan, Gabriel Lang, León R. José Rafael, Sana Louhichi, and Clémentine Prieur. "Central Limit theorem." In Weak Dependence: With Examples and Applications, 153–97. New York, NY: Springer New York, 2007. http://dx.doi.org/10.1007/978-0-387-69952-3_7.
Full textDeshmukh, Shailaja R., and Akanksha S. Kashikar. "Central Limit Theorem." In Probability Theory, 430–78. Boca Raton: Chapman and Hall/CRC, 2024. http://dx.doi.org/10.1201/9781032619057-10.
Full textJacod, Jean, and Philip Protter. "The Central Limit Theorem." In Universitext, 181–88. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-55682-1_21.
Full textRoe, Byron P. "The Central Limit Theorem." In Probability and Statistics in Experimental Physics, 90–101. New York, NY: Springer New York, 1992. http://dx.doi.org/10.1007/978-1-4757-2186-7_10.
Full textGorban, Igor I. "The Central Limit Theorem." In The Statistical Stability Phenomenon, 261–70. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-43585-5_19.
Full textSimonnet, Michel. "The Central Limit Theorem." In Measures and Probabilities, 326–43. New York, NY: Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4612-4012-9_16.
Full textDekking, Frederik Michel, Cornelis Kraaikamp, Hendrik Paul Lopuhaä, and Ludolf Erwin Meester. "The central limit theorem." In A Modern Introduction to Probability and Statistics, 195–205. London: Springer London, 2005. http://dx.doi.org/10.1007/1-84628-168-7_14.
Full textRoe, Byron P. "The Central Limit Theorem." In Probability and Statistics in Experimental Physics, 107–18. New York, NY: Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4684-9296-5_11.
Full textConference papers on the topic "Central limit theorem"
Frieden, B. Roy. "An optical central limit theorem." In Frontiers in Optics. Washington, D.C.: OSA, 2003. http://dx.doi.org/10.1364/fio.2003.thmm5.
Full textHORA, AKIHITO, and NOBUAKI OBATA. "QUANTUM DECOMPOSITION AND QUANTUM CENTRAL LIMIT THEOREM." In Proceedings of the Japan-Italy Joint Workshop on Quantum Open Systems, Quantum Chaos and Quantum Measurement. WORLD SCIENTIFIC, 2003. http://dx.doi.org/10.1142/9789812704412_0016.
Full textLi, Jiange, Arnaud Marsiglietti, and James Melbourne. "Entropic Central Limit Theorem for Rényi Entropy." In 2019 IEEE International Symposium on Information Theory (ISIT). IEEE, 2019. http://dx.doi.org/10.1109/isit.2019.8849533.
Full textBauer, D., M. Deistler, and W. Scherrer. "A central limit theorem for subspace algorithms." In 1997 European Control Conference (ECC). IEEE, 1997. http://dx.doi.org/10.23919/ecc.1997.7082619.
Full textSharipov, Sadillo O. "Central limit theorem for branching process with immigration." In INTERNATIONAL UZBEKISTAN-MALAYSIA CONFERENCE ON “COMPUTATIONAL MODELS AND TECHNOLOGIES (CMT2020)”: CMT2020. AIP Publishing, 2021. http://dx.doi.org/10.1063/5.0057214.
Full textFitrianto, Anwar, and Imam Hanafi. "Exploring central limit theorem on world population density data." In INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014): Proceedings of the 3rd International Conference on Quantitative Sciences and Its Applications. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4903664.
Full textFormanov, Shakir, Bikajon Khusainova, and Abdulhamid Sirozhitdinov. "On the numerical characteristics in the central limit theorem." In INTERNATIONAL UZBEKISTAN-MALAYSIA CONFERENCE ON “COMPUTATIONAL MODELS AND TECHNOLOGIES (CMT2020)”: CMT2020. AIP Publishing, 2021. http://dx.doi.org/10.1063/5.0058101.
Full textGavalakis, Lampros, and Ioannis Kontoyiannis. "The Entropic Central Limit Theorem for Discrete Random Variables." In 2022 IEEE International Symposium on Information Theory (ISIT). IEEE, 2022. http://dx.doi.org/10.1109/isit50566.2022.9834855.
Full textHorbacz, Katarzyna. "The central limit theorem for continuous random dynamical systems." In INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2016). Author(s), 2017. http://dx.doi.org/10.1063/1.4992709.
Full textKe, Liu, Ren Xiang, and Jiang Huanjun. "Almost sure central limit theorem on maxima and minima." In 2011 International Conference on Mechatronic Science, Electric Engineering and Computer (MEC). IEEE, 2011. http://dx.doi.org/10.1109/mec.2011.6025877.
Full textReports on the topic "Central limit theorem"
Rachev, S. T., and J. E. Yukich. Convolution Metrics and Rates of Convergence in the CLT (Central Limit Theorem). Fort Belvoir, VA: Defense Technical Information Center, October 1987. http://dx.doi.org/10.21236/ada189341.
Full textWright, T. Central limit theorem for variable size simple random sampling from a finite population. Office of Scientific and Technical Information (OSTI), February 1986. http://dx.doi.org/10.2172/6138951.
Full textLi, Deli, M. B. Rao, and R. J. Tomkins. The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics. Fort Belvoir, VA: Defense Technical Information Center, July 1997. http://dx.doi.org/10.21236/ada328387.
Full textAdler, Robert J., and R. Epstein. A Central Limit Theorem for Markov Paths and Some Properties of Gaussian Random Fields. Fort Belvoir, VA: Defense Technical Information Center, February 1986. http://dx.doi.org/10.21236/ada170258.
Full textChetverikov, Denis, Victor Chernozhukov, and Kengo Kato. Central limit theorems and bootstrap in high dimensions. IFS, December 2014. http://dx.doi.org/10.1920/wp.cem.2014.4914.
Full textKato, Kengo, Victor Chernozhukov, and Denis Chetverikov. Central limit theorems and bootstrap in high dimensions. The IFS, August 2016. http://dx.doi.org/10.1920/wp.cem.2016.3916.
Full textChaganty, N. R., and J. Sethuraman. Central Limit Theorems in the Area of Large Deviations for Some Dependent Random Variables. Fort Belvoir, VA: Defense Technical Information Center, January 1985. http://dx.doi.org/10.21236/ada153125.
Full textChernozhukov, Victor, Denis Chetverikov, and Kengo Kato. Central limit theorems and multiplier bootstrap when p is much larger than n. Institute for Fiscal Studies, December 2012. http://dx.doi.org/10.1920/wp.cem.2012.4512.
Full textNearly optimal central limit theorem and bootstrap approximations in high dimensions. Cemmap, March 2021. http://dx.doi.org/10.47004/wp.cem.2021.0821.
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