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CENTRAL LIMIT THEOREMS FOR FOUR NEW TYPES OF U-DESIGNS
Central limit theorem correlation controlled U-design nested U-design sliced U-design strong orthogonal array based U-design
2016/1/26
Orthogonal array based Latin hypercube designs, also called U-designs, have been popularly adopted in designing a computer exper-iment. Nested U-designs, sliced U-designs, strong orthogonal array base...
Limit Theorems for Some Critical Superprocesses
Superprocess critical superprocess non-extinction rate central limit theorem
2016/1/25
In this paper we establish some conditional limit theorems for some critical superprocesses X = {X t ,t ≥ 0}. First we identify the rate of non-extinction. Then we show that, for a large class of func...
Limit Theorems for Some Critical Superprocesses
Superprocess critical superprocess non-extinction rate central limit theorem
2016/1/20
In this paper we establish some conditional limit theorems for some critical superprocesses X = {X t ,t ≥ 0}. First we identify the rate of non-extinction. Then we show that, for a large class of func...
On Functional Central Limit Theorems for Semi-Markov and Related Processes
Semi-Markov processes Markov chains Central limit theorem Martingales Discrete-event systems
2015/7/6
The semi-Markov process (SMP) has long been used as a model for the underlying process of a discrete-event stochastic system. Important refinements of this model include the continuous-time Markov cha...
Multiple critical behavior of probabilistic limit theorems in the neighborhood of a tricritical point
Complex structures the transition phase Blume - Emery - Griffiths model spin moderate deviation the total spin
2014/12/25
We derive probabilistic limit theorems that reveal the intricate structure of the phase transitions in a mean-field version of the Blume–Emery–Griffiths model [Phys. Rev. A 4 (1971) 1071–1077]. These ...
Vortex solutions of the discrete Gross-Pitaevskii equation starting from the anti-continuum limit
Dark vortex dynamic evolution two-dimensional discrete nonlinear schrodinger defocused model
2014/12/24
In this paper, we consider the existence, stability and dynamical evolution of dark vortex states in the two-dimensional defocusing discrete nonlinear Schrödinger model, a model of interest both ...
Excited states in the Thomas–Fermi limit: a variational approach
Excited state condensate semi-classical Thomas Fermi extreme exclusion
2014/12/24
Excited states of Bose–Einstein condensates are considered in the semi-classical (Thomas- Fermi) limit of the Gross–Pitaevskii equation with repulsive inter-atomic interactions and a harmonic potentia...
Distribution of eigenfrequencies for oscillations of the ground state in the Thomas-Fermi limit
Systematic distribution ground vibration bose-einstein condensate 3 d
2014/12/24
In this work, we present a systematic derivation of the distribution of eigenfrequencies for oscillations of the ground state of a repulsive Bose-Einstein condensate in the semi-classical (Thomas-Ferm...
A limit theorem for scaled eigenvectors of random dot product graphs
limit theorem scaled eigenvectors random dot product graphs
2013/6/14
We prove a central limit theorem for the components of the largest eigenvector of the adjacency matrix of a one-dimensional random dot product graph whose true latent positions are unknown. In particu...
Limit theorems for kernel density estimators under dependent samples
Kernel density estimator consistency convergence rate mixing rate
2013/6/14
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated....
Central limit theorems for pre-averaging covariance estimators under endogenous sampling times
Central limit theorem Hitting times Market microstructure noise Nonsynchronous observa-tions Pre-averaging Time endogeneity
2013/6/13
We consider two continuous It\^o semimartingales observed with noise and sampled at stopping times in a nonsynchronous manner. In this article we establish a central limit theorem for the pre-averaged...
A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix
Linear spectral statistics central limit theorem centralized sample covari-ance matrix centralizedF-matrix simplified sample covariance matrix simplified F-matrix
2013/6/13
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with the...
Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution
reflecting fractional Brownian motion reflecting Gaussian process longrange dependence queueing process weak convergence
2011/6/21
In Internet environment, traffic flow to a link is typically modeled by superposition of
ON/OFF based sources. During each ON-period for a particular source, packets arrive
according to a Poisson pr...
Limit theorems for bifurcating autoregressive processes with missing data
Probability (math.PR) Statistics Theory (math.ST)
2010/12/17
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes when some of the data are missing. We model the process of observed d...
Limit theorems for moving averages of discretized processes plus noise
Central limit theorem high-frequency observations microstructure noise
2010/10/14
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approac...