搜索结果: 1-10 共查到“invariance principle”相关记录10条 . 查询时间(0.052 秒)
An Invariance Principle for the Tagged Particle Process in Continuum with Singular Interaction Potential
Diffusion processes interacting continuous particle systems random environment invariance principles
2011/9/1
Abstract: We consider the dynamics of a tagged particle in an infinite particle environment moving according to a stochastic gradient dynamics. For singular interaction potentials this tagged particle...
A strong invariance principle for nonconventional sums
strong approximations limit theorems martingale approximation
2011/1/21
In [12] we obtained a functional central limit theorem (known also as a weak invariance principle) for sums of the form P[Nt] n=1 FX(n),X(2n), ...,X(kn),X(qk+1(n)),X(qk+2(n)),
An invariance principle for processes indexed by two parameters and some statistical applications
An invariance principle two parameters some statistical applications
2009/9/23
An invariance principle for processes indexed by two parameters and some statistical applications。
On a limit theorem and invariance principle for symmetric statistics
a limit theorem invariance principle symmetric statistics
2009/9/23
On a limit theorem and invariance principle for symmetric statistics。
We consider stationary homogeneous Markov chains
and the polygonal processes defined by a usual way using such chains.
There are many results about invariance principles of those processes.
In this...
Distributions of suprema of Levy processes via the Heavy Traffic Invariance Principle
Livy process supremum heavy traflic queueing systems
2009/9/21
We study the relationship between the distribution of
the supremum functional M, = sup,,,,,(X(t)-fit) for a process
X with stationary, but not necessarily independent increments, and the
I limiting...
Hölderian invariance principle for linear processes
invariance principle linear processes short memory long memory Wiener measure
2009/6/15
Hölderian invariance principle for linear processes.
Independence of four projective criteria for the weak invariance principle
Weak invariance principle Martingale approximation Projective criterion
2009/6/15
Independence of four projective criteria for the weak invariance principle.
A note on the invariance principle of the product of sums of random variables
central limit theorem invariance principle random variables
2009/3/23
The central limit theorem for the product of sums of various random variables has been studied in a variety of settings. The purpose of this note is to show that this kind of result is a corollary of ...
The Invariance Principle for Linear Processes Generated by a Negatively Associated Sequence and Its Applications
linear process negatively associated sequence
2007/12/11
In this paper, we obtain the invariance principle for linear processes generated by a negatively associated sequence.