Search results for "central limit theorem"
showing 10 items of 19 documents
Law of the Iterated Logarithm
2020
For sums of independent random variables we already know two limit theorems: the law of large numbers and the central limit theorem. The law of large numbers describes for large \(n\in \mathbb{N}\) the typical behavior, or average value behavior, of sums of n random variables. On the other hand, the central limit theorem quantifies the typical fluctuations about this average value.
Fractional generalized cumulative entropy and its dynamic version
2021
Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with distributions satisfying the proportional reversed hazard model. We study the connection with fractional integrals, and some bounds and comparisons based on stochastic orderings, that allow to show that the proposed measure is actually a variability measure. The investigation also involves various notions of reliability theory, since the considered dynamic measure is a suitable extension of the mean inactivity time. We also introduce the empirical generalized fract…
Estimate the mean electricity consumption curve by survey and take auxiliary information into account
2012
In this thesis, we are interested in estimating the mean electricity consumption curve. Since the study variable is functional and storage capacities are limited or transmission cost are high survey sampling techniques are interesting alternatives to signal compression techniques. We extend, in this functional framework, estimation methods that take into account available auxiliary information and that can improve the accuracy of the Horvitz-Thompson estimator of the mean trajectory. The first approach uses the auxiliary information at the estimation stage, the mean curve is estimated using model-assisted estimators with functional linear regression models. The second method involves the au…
The Vlasov Limit for a System of Particles which Interact with a Wave Field
2008
In two recent publications [Commun. PDE, vol.22, p.307--335 (1997), Commun. Math. Phys., vol.203, p.1--19 (1999)], A. Komech, M. Kunze and H. Spohn studied the joint dynamics of a classical point particle and a wave type generalization of the Newtonian gravity potential, coupled in a regularized way. In the present paper the many-body dynamics of this model is studied. The Vlasov continuum limit is obtained in form equivalent to a weak law of large numbers. We also establish a central limit theorem for the fluctuations around this limit.
On the merit of a Central Limit Theorem-based approximation in statistical physics
2012
The applicability conditions of a recently reported Central Limit Theorem-based approximation method in statistical physics are investigated and rigorously determined. The failure of this method at low and intermediate temperature is proved as well as its inadequacy to disclose quantum criticalities at fixed temperatures. Its high temperature predictions are in addition shown to coincide with those stemming from straightforward appropriate expansions up to (k_B T)^(-2). Our results are clearly illustrated by comparing the exact and approximate temperature dependence of the free energy of some exemplary physical systems.
Sparse multipath channels: Modelling, analysis, and simulation
2013
A sparse multipath channel is characterized by a small number of randomly distributed scatterers. This study proposes a methodology for the modelling of sparse multipath channels. The new methodology is then used to develop a sparse narrowband multipath channel model by applying the sum-of-cisoids (SOC) principle. The statistical properties of the presented sparse SOC multipath channel model are studied. Analytical expressions are derived for the mean value, variance, autocorrelation function (ACF) and cross-correlation function (CCF) of the complex channel gain, as well as for the probability density function (PDF) of the envelope. Our study shows that mobile radio channels behave in spars…
Random walks in dynamic random environments and ancestry under local population regulation
2015
We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in space-time regions where the medium is typical, we obtain a law of large numbers and an averaged central limit theorem for the walk via a regeneration construction under suitable coarse-graining. Such random walks occur naturally as spatial embeddings of ancestral lineages in spatial population models with local regulation. We verify that our assumptions hold for logistic branching random walks when the population density is sufficiently high.
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC
1985
Abstract. In this paper the asymptotic behaviour of Bartlett's Up-statistic for a goodness-of-fit test for stationary processes, is considered. The asymptotic distribution of the test process is given under the assumption that a central limit theorem for the empirical spectral distribution function holds. It is shown that the Up-statistic tends to the supremum of a tied down Brownian motion. By a counterexample we refute the conjecture that this distribution is in general of the Kolmogorov-Smirnov type. The validity of the central limit theorem for the spectral distribution function is then discussed. Finally a goodness-of-fit test for ARMA-processes based on the estimated innovation sequen…
Directed random walk on the backbone of an oriented percolation cluster
2012
We consider a directed random walk on the backbone of the infinite cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the ``ancestral lineage'' of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) using a regeneration approach. Furthermore, we obtain a quenched central limit theorem (i.e.\ for almost any realisation of the cluster) via an analysis of joint renewals of two independent walks on the same cluster.
Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data
2013
When collections of functional data are too large to be exhaustively observed, survey sampling techniques provide an effective way to estimate global quantities such as the population mean function. Assuming functional data are collected from a finite population according to a probabilistic sampling scheme, with the measurements being discrete in time and noisy, we propose to first smooth the sampled trajectories with local polynomials and then estimate the mean function with a Horvitz-Thompson estimator. Under mild conditions on the population size, observation times, regularity of the trajectories, sampling scheme, and smoothing bandwidth, we prove a Central Limit theorem in the space of …