Výsledky vyhledávání - "quenched central limit theorem"

Contributions au théorème central limite et à l’estimation non paramétrique pour les champs de variables aléatoires dépendantes

Autor: Reding, Lucas

Publikováno v: Probabilités [math.PR]. Université de Rouen-Normandie, 2020. Français
Mathématiques générales [math.GM]. Normandie Université, 2020. Français. ⟨NNT : 2020NORMR049⟩

This thesis deals with the central limit theorem for dependent random fields and its applications to nonparametric statistics. In the first part, we establish some quenched central limit theorems for random fields satisfying a projective condition à

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3cd55c762154cc37033ab4199c87a81d
https://tel.archives-ouvertes.fr/tel-03119270

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Dissertation/ Thesis

Limit Theorems for Random Fields

Autor: Zhang, Na

The focus of this dissertation is on the dependent structure and limit theorems of high dimensional probability theory. In this dissertation, we investigate two related topics: the Central Limit Theorem (CLT) for stationary random fields (multi-index

Externí odkaz: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563527352284677

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On the Quenched Central Limit Theorem for Stationary Random Fields Under Projective Criteria

Autor: Zhang, Na, Reding, Lucas, Peligrad, Magda

Publikováno v: Journal of Theoretical Probability
Journal of Theoretical Probability, Springer, 2019, ⟨10.1007/s10959-019-00943-8⟩

International audience; Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Volný (2018) showed that the central limit theorem (CLT) holds for stationary ortho-martingale random fields when they are sta

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::47245b4a6f7719a8ad2ae4a50302800f
https://hal.archives-ouvertes.fr/hal-02317621/document

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Quenched central limit theorem rates of convergence for one-dimensional random walks in random environments

Autor: Jonathon Peterson, Sung Won Ahn

Publikováno v: Bernoulli 25, no. 2 (2019), 1386-1411

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting distributions

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::618a09b1840228572ec3f83259105a8f
https://projecteuclid.org/euclid.bj/1551862854

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Quenched central limit theorem for random walks in doubly stochastic random environment

Autor: Bálint Tóth

Publikováno v: Ann. Probab. 46, no. 6 (2018), 3558-3577
Toth, B 2018, ' Quenched central limit theorem for random walks in doubly stochastic random environment ', Annals of Probability, vol. 46, no. 6, pp. 3558-3577 . https://doi.org/10.1214/18-AOP1256

We prove the quenched version of the central limit theorem for the displacement of a random walk in doubly stochastic random environment, under the $H_{-1}$-condition, with slightly stronger, $L^{2+\varepsilon}$ (rather than $L^2$) integrability cond

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9906901acbf1b5ba4d147beace1d1712
https://projecteuclid.org/euclid.aop/1537862440

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Quenched invariance principles for orthomartingale-like sequences

Autor: Magda Peligrad, Dalibor Volný

Publikováno v: Journal of Theoretical Probability
Journal of Theoretical Probability, Springer, 2019, ⟨10.1007/s10959-019-00914-z⟩

In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that of orthoma

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91d4aa34707487664dd7306c7950fbb8
http://arxiv.org/abs/1802.09106

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