Semilinear stochastic partial differential equations: Central limit theorem and moderate deviations
Sign Up to like & getrecommendations! Published in 2021 at "Mathematical Methods in the Applied Sciences"
DOI: 10.1002/mma.7224
Abstract: In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main… read more here.
Keywords: partial differential; semilinear stochastic; central limit; stochastic partial ... See more keywords
A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems
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DOI: 10.1007/s00220-017-3083-7
Abstract: We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem for non-autonomous dynamical systems. A key advance is the extension of… read more here.
Keywords: sigma omega; limit; central limit; limit theorem ... See more keywords
On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
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DOI: 10.1007/s00780-017-0339-1
Abstract: In this paper, we propose the notion of continuous-time dynamic spectral risk measure (DSR). Adopting a Poisson random measure setting, we define this class of dynamic coherent risk measures in terms of certain backward stochastic… read more here.
Keywords: risk; time; dynamic spectral; limit theorem ... See more keywords
Central Limit Theorem and Moderate Deviations for a Class of Semilinear Stochastic Partial Differential Equations
Sign Up to like & getrecommendations! Published in 2020 at "Acta Mathematica Scientia"
DOI: 10.1007/s10473-020-0518-6
Abstract: In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain the stochastic Burgers’ equation and the stochastic reaction-diffusion equation. The… read more here.
Keywords: theorem moderate; central limit; semilinear stochastic; stochastic partial ... See more keywords
A Formally Verified Proof of the Central Limit Theorem
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DOI: 10.1007/s10817-017-9404-x
Abstract: We describe a proof of the Central Limit Theorem that has been formally verified in the Isabelle proof assistant. Our formalization builds upon and extends Isabelle’s libraries for analysis and measure-theoretic probability. The proof of… read more here.
Keywords: formally verified; theorem; central limit; limit theorem ... See more keywords
Weak limit theorem for a nonlinear quantum walk
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DOI: 10.1007/s11128-018-1981-z
Abstract: This paper continues the study of large time behavior of a nonlinear quantum walk begun in Maeda et al. (Discrete Contin Dyn Syst 38:3687–3703, 2018). In this paper, we provide a weak limit theorem for… read more here.
Keywords: quantum walk; quantum; weak limit; limit theorem ... See more keywords
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
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DOI: 10.1007/s11749-017-0575-x
Abstract: We establish a joint central limit theorem for sums of squares and the fourth powers of residuals in a high-dimensional regression model. We then apply this CLT to detect the existence of heteroscedasticity for linear… read more here.
Keywords: high dimensional; regression; theorem sums; residuals high ... See more keywords
Application of a Model Based on the Central Limit Theorem to Predict Growth of Pseudomonas spp. in Fish Meat
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DOI: 10.1007/s11947-017-1939-7
Abstract: The purpose of this research was to develop an alternative approach to construct a primary model to describe microbial growth. This method was based on the use of the Central Limit Theorem to provide a… read more here.
Keywords: central limit; pseudomonas spp; model; growth pseudomonas ... See more keywords
A Central Limit Theorem for inner functions
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DOI: 10.1016/j.aim.2022.108318
Abstract: A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures. read more here.
Keywords: inner functions; theorem; theorem inner; central limit ... See more keywords
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2021.124982
Abstract: Abstract The classical Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of n mutually independent and identically distributed random variables… read more here.
Keywords: limit theorem; pairwise; central limit; random variables ... See more keywords
A generalization of the Erdös–Rényi limit theorem and the corresponding multifractal analysis
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DOI: 10.1016/j.jnt.2018.04.019
Abstract: Abstract Let m ≥ 2 and 1 ≤ p ≤ m − 1 be two integers. Denote by Σ ¯ p ⊂ { 0 , 1 , … , m − 1 } the alphabet… read more here.
Keywords: erd nyi; generalization erd; limit theorem; limit ... See more keywords