Stable Convergence and Stable Limit Theorems


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Johnson , Samworth : Central limit theorem and convergence to stable laws in Mallows distance

The CND property is useful for modeling cross-sectional dependence governed by a complex, large network. This paper provides two main results.

The first result is a stable central limit theorem for a sum of random variables with CND. The second result is a Donsker-type result of stable convergence of empirical processes indexed by a class of functions satisfying a certain bracketing entropy condition when the random variables satisfy CND. Stable limit theorems for empirical processes under conditional neighborhood dependence. N2 - This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence CND. AB - This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence CND.

Abstract This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence CND. Fingerprint Empirical Process. Limit Theorems. See all condition definitions - opens in a new window or tab Read more about the condition. About this product. Shipping and handling.


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8.2.4-PDEs: Convergence and Stability

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Subject to credit approval. See terms - opens in a new window or tab. Back to home page. Listed in category:. Naturally, these stronger limit theorems have new and stronger consequences which should not be missed by neglecting the notion of stable convergence. The presentation will be accessible to researchers and advanced students at the master's level with a solid knowledge of measure theoretic probability.

Abbreviations of Formulas. Notation Index.

Stable Convergence and Stable Limit Theorems Stable Convergence and Stable Limit Theorems
Stable Convergence and Stable Limit Theorems Stable Convergence and Stable Limit Theorems
Stable Convergence and Stable Limit Theorems Stable Convergence and Stable Limit Theorems
Stable Convergence and Stable Limit Theorems Stable Convergence and Stable Limit Theorems
Stable Convergence and Stable Limit Theorems Stable Convergence and Stable Limit Theorems

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