Spelling suggestions: "subject:"limit theorems (probability 1heory)"" "subject:"limit theorems (probability btheory)""
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Bootstrapping functional M-estimators /Zhan, Yihui, January 1996 (has links)
Thesis (Ph. D.)--University of Washington, 1996. / Vita. Includes bibliographical references (p. [180]-188).
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A generalization of the Fatou-Naïm Doob limit theorem /Singman, David January 1976 (has links)
No description available.
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Proofs of Some Limit Theorems in ProbabilityHwang, E-Bin 12 1900 (has links)
This study gives detailed proofs of some limit theorems in probability which are important in theoretical and applied probability,
The general introduction contains definitions and theorems that are basic tools of the later development. Included in this first chapter is material concerning normal distributions and characteristic functions, The second chapter introduces lower and upper bounds of the ratio of the binomial distribution to the normal distribution., Then these bound are used to prove the local Deioivre-Laplace limit theorem. The third chapter includes proofs of the central limit theorems for identically distributed and non-identically distributed random variables,
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Limit theorems beyond sums of I.I.D observationsAustern, Morgane January 2019 (has links)
We consider second and third order limit theorems--namely central-limit theorems, Berry-Esseen bounds and concentration inequalities-- and extend them for "symmetric" random objects, and general estimators of exchangeable structures.
At first, we consider random processes whose distribution satisfies a symmetry property. Examples include exchangeability, stationarity, and various others. We show that, under a suitable mixing condition, estimates computed as ergodic averages of such processes satisfy a central limit theorem, a Berry-Esseen bound, and a concentration inequality. These are generalized further to triangular arrays, to a class of generalized U-statistics, and to a form of random censoring. As applications, we obtain new results on exchangeability, and on estimation in random fields and certain network model; extend results on graphon models; give a simpler proof of a recent central limit theorem for marked point processes; and establish asymptotic normality of the empirical entropy of a large class of processes. In certain special cases, we recover well-known properties, which can hence be interpreted as a direct consequence of symmetry. The proofs adapt Stein's method.
Subsequently, we consider a sequence of-potentially random-functions evaluated along a sequence of exchangeable structures. We show that, under general stability conditions, those values are asymptotically normal. Those conditions are vaguely reminiscent of those familiar from concentration results, however not identical. We require that the output of the functions does not vary significantly when an entry is disturbed; and the size of this variation should not depend markedly on the other entries.
Our result generalizes a number of known results, and as corollaries, we obtain new results for several applications: For randomly sub-sampled subgraphs; for risk estimates obtained by K-fold cross validation; and for the empirical risk of double bagging algorithms. The proof adapts the martingale central-limit theorem.
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Partial exchangeability and related topics.North, Delia Elizabeth. January 1991 (has links)
Partial exchangeability is the fundamental building block in the subjective
approach to the probability of multi-type sequences which replaces the independence
concept of the objective theory.
The aim of this thesis is to present some theory for partially exchangeable
sequences of random variables based on well-known results for exchangeable
sequences.
The reader is introduced to the concepts of partially exchangeable events,
partially exchangeable sequences of random variables and partially exchangeable
o-fields, followed by some properties of partially exchangeable
sequences of random variables.
Extending de Finetti's representation theorem for exchangeable random
variables to hold for multi-type sequences, we obtain the following result
to be used throughout the thesis:
There exists a o-field, conditional upon which, an infinite partially exchangeable
sequence of random variables behaves like an independent sequence
of random variables, identically distributed within types.
Posing (i) a stronger requirement (spherical symmetry) and (ii) a weaker
requirement (the selection property) than partial exchangeability on the
infinite multi-type sequence of random variables, we obtain results related
to de Finetti's representation theorem for partially exchangeable sequences
of random variables.
Regarding partially exchangeable sequences as mixtures of independent and
identically distributed (within types) sequences, we (i) give three possible
expressions for the directed random measures of the partially exchangeable
sequence and (ii) look at three possible expressions for the o-field mentioned
in de Finetti's representation theorem.
By manipulating random measures and using de Finetti's representation
theorem, we point out some concrete ways of constructing partially exchangeable
sequences.
The main result of this thesis follows by extending de Finetti's represen.
tation theorem in conjunction with the Chatterji principle to obtain the
following result:
Given any a.s. limit theorem for multi-type sequences of independent random
variables, identically distributed within types, there exists an analogous
theorem satisfied by all partially exchangeable sequences and by all
sub-subsequences of some subsequence of an arbitrary dependent infinite
multi-type sequence of random variables, tightly distributed within types.
We finally give some limit theorems for partially exchangeable sequences of
random variables, some of which follow from the above mentioned result. / Thesis (Ph.D.)-University of Natal, Durban, 1991.
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Limit theory for overfit modelsCalhoun, Grayson Ford. January 2009 (has links)
Thesis (Ph. D.)--University of California, San Diego, 2009. / Title from first page of PDF file (viewed July 23, 2009). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 104-109).
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Measurable functions and Lebesgue integrationBrooks, Hannalie Helena 11 1900 (has links)
In this thesis we shall examine the role of measurerability in the theory
of Lebesgue Integration. This shall be done in the context of
the real line where we define the notion of an integral of a bounded
real-valued function over a set of bounded outer measure without a prior assumption of measurability concerning the function and the domain of integration. / Mathematical Sciences / M. Sc. (Mathematics)
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Limit theorems for a one-dimensional system with random switchingsHurth, Tobias 15 November 2010 (has links)
We consider a simple one-dimensional random dynamical system with two driving vector fields and random switchings between them. We show that this system satisfies a one force - one solution principle and compute its unique invariant density explicitly. We study the limiting behavior of the invariant density as the switching rate approaches zero and infinity and derive analogues of classical probabilistic results such as the central limit theorem and large deviations principle.
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Measurable functions and Lebesgue integrationBrooks, Hannalie Helena 11 1900 (has links)
In this thesis we shall examine the role of measurerability in the theory
of Lebesgue Integration. This shall be done in the context of
the real line where we define the notion of an integral of a bounded
real-valued function over a set of bounded outer measure without a prior assumption of measurability concerning the function and the domain of integration. / Mathematical Sciences / M. Sc. (Mathematics)
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