Limit theorems for basic states of the anderson model

1992 ◽  
Vol 26 (4) ◽  
pp. 305-307 ◽  
Author(s):  
A. Astrauskas ◽  
S. A. Molchanov
Keyword(s):  
Anderson Model ◽  
Limit Theorems ◽  
Basic States

Superconducting instability in the periodic Anderson model

1998 ◽  
Vol 78 (4) ◽  
pp. 365-374 ◽  
Author(s):  
A. N.Tahvildar-Zadeh, M. H. Hettler, M
Keyword(s):  
Anderson Model ◽  
Periodic Anderson Model

Limit theorems and price changes in financial markets

1998 ◽  
Vol 77 (5) ◽  
pp. 1353-1356
Author(s):  
Rosario N. Mantegna, H. Eugene Stanley
Keyword(s):  
Financial Markets ◽  
Limit Theorems ◽  
Price Changes

Limit theorems for long-memory flows on Wiener chaos

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 1473-1503 ◽  
Author(s):  
Shuyang Bai ◽  
Murad S. Taqqu
Keyword(s):  
Long Memory ◽  
Limit Theorems ◽  
Wiener Chaos

scholarly journals Central and Local Limit Theorems for Numbers of the Tribonacci Triangle

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 880
Author(s):  
Igoris Belovas
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Normal Distribution ◽  
Rate Of Convergence ◽  
Limit Theorems ◽  
Local Limit Theorem ◽  
Local Limit ◽  
Constructive Proof ◽  
The Central Limit Theorem ◽  
Local Limit Theorems

In this research, we continue studying limit theorems for combinatorial numbers satisfying a class of triangular arrays. Using the general results of Hwang and Bender, we obtain a constructive proof of the central limit theorem, specifying the rate of convergence to the limiting (normal) distribution, as well as a new proof of the local limit theorem for the numbers of the tribonacci triangle.

scholarly journals Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift

2021 ◽  
Vol 58 (1) ◽  
pp. 197-216 ◽  
Author(s):  
Jörn Sass ◽  
Dorothee Westphal ◽  
Ralf Wunderlich
Keyword(s):  
Stock Returns ◽  
Financial Market ◽  
Discrete Time ◽  
High Frequency ◽  
Utility Maximization ◽  
Limit Theorems ◽  
Approximate Solutions ◽  
Diffusion Approximations ◽  
Expert Opinions ◽  
Arrival Intensity

AbstractThis paper investigates a financial market where stock returns depend on an unobservable Gaussian mean reverting drift process. Information on the drift is obtained from returns and randomly arriving discrete-time expert opinions. Drift estimates are based on Kalman filter techniques. We study the asymptotic behavior of the filter for high-frequency experts with variances that grow linearly with the arrival intensity. The derived limit theorems state that the information provided by discrete-time expert opinions is asymptotically the same as that from observing a certain diffusion process. These diffusion approximations are extremely helpful for deriving simplified approximate solutions of utility maximization problems.

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