Výsledky vyhledávání - "CENTRAL limit theorem"

Adaptive sequential selection procedures for optimal quantile with control variates.

Autoři: Tsai, Shing Chih Jiang, Guangxin

Zdroj: European Journal of Operational Research. Nov2025, Vol. 326 Issue 3, p515-529. 15p.

Témata: *GAUSSIAN distribution, *EMPIRICAL research, CENTRAL limit theorem, ASYMPTOTIC efficiencies

Minimum distance estimation of long-memory stochastic duration models.

Autoři: Zevallos, Mauricio¹ (AUTHOR) amadeus@unicamp.br

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 19, p6219-6230. 12p.

Témata: *STOCHASTIC models, *MONTE Carlo method, *BIG data, *TIME series analysis, *ESTIMATION theory, CENTRAL limit theorem

Partition function for the 2d Coulomb gas on a Jordan curve

Autoři: Courteaut, Klara Johansson, Kurt

Zdroj: Annales Fennici Mathematici. 50(1):109-144

Témata: Log-gas, Coulomb gas, Jordan curve, partition function, free energy, Central Limit Theorem, global fluctuations, linear statistic

Popis souboru: print

Přístupová URL adresa: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-361871
https://doi.org/10.54330/afm.159822

The Relationship between Competitiveness, Resilience and Risk Structure.

Autoři: Csorba, László¹ csorba.laszlo@uni-eszterhazy.hu

Zdroj: Financial & Economic Review. Sep2025, Vol. 24 Issue 3, p73-94. 22p.

Témata: *ECONOMIC competition, *BUSINESS planning, *RISK managers, *GAUSSIAN distribution, CENTRAL limit theorem, APPLIED sciences, PSYCHOLOGICAL resilience

Spectroscopic properties under vibrational strong coupling in disordered matter from path-integral Monte Carlo simulations.

Autoři: de la Fuente Diez, Jaime Spezia, Riccardo Vuilleumier, Rodolphe

Zdroj: Journal of Chemical Physics. 11/14/2024, Vol. 161 Issue 18, p1-16. 16p.

Témata: *CENTRAL limit theorem, *OPTICAL resonance, *MONTE Carlo method, *MOLECULAR vibration, *HARMONIC oscillators

Moments of Colored Permutation Statistics on Conjugacy Classes.

Autoři: Campion Loth, Jesse Levet, Michael Liu, Kevin a další

Zdroj: Annals of Combinatorics. Dec2025, Vol. 29 Issue 4, p1109-1153. 45p.

Témata: *CONJUGACY classes, *CENTRAL limit theorem, *PERMUTATION groups, *COMBINATORICS

Mesoscopic Universality for Circular Orthogonal Polynomial Ensembles.

Autoři: Breuer, Jonathan Ofner, Daniel

Zdroj: Communications in Mathematical Physics. Nov2025, Vol. 406 Issue 11, p1-51. 51p.

Témata: *MESOSCOPIC phenomena (Physics), *CENTRAL limit theorem, *ORTHOGONAL polynomials, *ASYMPTOTIC expansions, *GAUSSIAN distribution

Central Limit Theorem for Multi-Point Functions of the 2D Discrete Gaussian Model at High Temperature.

Autoři: Park, Jiwoon¹ (AUTHOR) jp711@cantab.ac.uk

Zdroj: Communications in Mathematical Physics. Oct2025, Vol. 406 Issue 10, p1-69. 69p.

Témata: *CENTRAL limit theorem, *RENORMALIZATION group, *SINE-Gordon equation, *HIGH temperatures, *RANDOM fields, *LATTICE models (Statistical physics), *GENERATING functions

The Gaussian Central Limit Theorem for a Stationary Time Series With Infinite Variance.

Autoři: Matsui, Muneya Mikosch, Thomas

Zdroj: Journal of Time Series Analysis. Oct2025, p1. 13p.

Témata: *CENTRAL limit theorem, *STATIONARY processes, *DISTRIBUTION (Probability theory), *MATHEMATICAL statistics, *MARGINAL distributions, *STOCHASTIC processes

Central limit theorems for vector-valued composite functionals with smoothing and applications.

Autoři: Chen, Huihui Dentcheva, Darinka Lin, Yang a další

Zdroj: Annals of the Institute of Statistical Mathematics. Oct2025, Vol. 77 Issue 5, p821-852. 32p.

Témata: *CENTRAL limit theorem, *SYSTEMIC risk (Finance), *FUNCTIONALS, *DECISION making, *NONLINEAR functional analysis, *MACHINE learning, *RISK assessment

Identity-by-descent segments in large samples.

Autoři: Temple, Seth D. Thompson, Elizabeth A.

Zdroj: Theoretical Population Biology. Oct2025, Vol. 165, p10-21. 12p.

Témata: *POPULATION genetics, *CENTRAL limit theorem, *SIMULATION methods & models, *ERROR rates, *GENOME-wide association studies, *GENETIC models, *HAPLOTYPES

Approximate optimality and the risk/reward tradeoff given repeated gambles.

Autoři: Chen, Zengjing Epstein, Larry G. Zhang, Guodong

Zdroj: Economic Theory. Jun2025, Vol. 79 Issue 4, p1351-1381. 31p.

Témata: *STATISTICAL decision making, *GAMBLING, CENTRAL limit theorem, ASYMPTOTIC analysis, LOTTERIES

COINTEGRATING POLYNOMIAL REGRESSIONS: ROBUSTNESS OF FULLY MODIFIED OLS.

Autoři: Stypka, Oliver Wagner, Martin Grabarczyk, Peter a další

Zdroj: Econometric Theory. Jun2025, Vol. 41 Issue 3, p688-708. 21p.

Témata: *ECONOMETRIC models, *ESTIMATION theory, *RANDOM variables, *EMPIRICAL research, CENTRAL limit theorem, ROBUST statistics, ASYMPTOTIC expansions

Statistical Inference for Networks of High-Dimensional Point Processes.

Autoři: Wang, Xu Kolar, Mladen Shojaie, Ali

Zdroj: Journal of the American Statistical Association. Jun2025, Vol. 120 Issue 550, p1014-1024. 11p.

Témata: *STOCHASTIC processes, CENTRAL limit theorem, POINT processes, ACTION potentials, INFERENTIAL statistics, MARTINGALES (Mathematics)

An Approximation to the Invariant Measure of the Limiting Diffusion of G / Ph / n + GI Queues in the Halfin–Whitt Regime and Related Asymptotics.

Autoři: Jin, Xinghu Pang, Guodong Xu, Lihu a další

Zdroj: Mathematics of Operations Research. May2025, Vol. 50 Issue 2, p783-812. 30p.

Témata: CENTRAL limit theorem, INVARIANT measures, PARTIAL differential equations, MALLIAVIN calculus, ASYMPTOTIC analysis

Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements.

Autoři: Lei, Jinlong Shanbhag, Uday V.

Zdroj: Mathematics of Operations Research. May2025, Vol. 50 Issue 2, p1364-1397. 34p.

Témata: *RANDOM variables, CONFIDENCE regions (Mathematics), CENTRAL limit theorem, LIMIT theorems, CONFIDENCE intervals

Weighted reduced rank estimators under cointegration rank uncertainty.

Autoři: Holberg, Christian Ditlevsen, Susanne

Zdroj: Scandinavian Journal of Statistics. Jun2025, Vol. 52 Issue 2, p595-630. 36p.

Témata: *COINTEGRATION, CENTRAL limit theorem, ASYMPTOTIC distribution, ASYMPTOTIC analysis, ELECTROENCEPHALOGRAPHY

When Heavy Tails Disrupt Statistical Inference.

Autoři: Vogel, Richard M. Papalexiou, Simon Michael Lamontagne, Jonathan R. a další

Zdroj: American Statistician. May2025, Vol. 79 Issue 2, p221-235. 15p.

Témata: *STATISTICIANS, *PROBABILITY theory, LAW of large numbers, CENTRAL limit theorem, INFERENTIAL statistics

Diophantine conditions in the law of the iterated logarithm for lacunary systems.

Autoři: Aistleitner, Christoph Frühwirth, Lorenz Prochno, Joscha

Zdroj: Probability Theory & Related Fields. Jun2025, Vol. 192 Issue 1, p545-574. 30p.

Témata: LIMIT theorems, CENTRAL limit theorem, ARITHMETIC, LINEAR equations, INDEPENDENT variables

Empirical Estimation of the Effective Sample Size Based on the Central Limit Theorem in Reverberation Chambers

Autoři: Aquino, Anyela Koohestani, Mohsen Besnier, Philippe a další

Přispěvatelé: Aquino, Anyela Koohestani, Mohsen Besnier, Philippe a další

Zdroj: 2025 International Symposium on Electromagnetic Compatibility – EMC Europe. :1270-1275

Témata: spatial correlation, [SPI.ELEC] Engineering Sciences [physics]/Electromagnetism, central limit theorem, standard deviation, effective sample size, Reverberation chamber, [SPI.TRON] Engineering Sciences [physics]/Electronics

Popis souboru: application/pdf

Přístupová URL adresa: https://hal.science/hal-05252097v1
https://doi.org/10.1109/emceurope61644.2025.11176252
https://hal.science/hal-05252097v1/document