scholarly journals A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs

2019 ◽  
Vol 23 ◽  
pp. 112-135
Author(s):  
Xīlíng Zhāng
Keyword(s):  
Central Limit ◽  
Order Approximation ◽  
Multidimensional Case ◽  
Moment Condition ◽  
Euler Approximation ◽  
Normal Distributions ◽  
One Dimensional ◽  
The Central Limit Theorem ◽  
Cramér’S Condition ◽  
The One

In the one-dimensional case Rio (Ann. Inst. Henri Poincaré Probab. Stat. 45 (2009) 802–817) gave a concise bound for the central limit theorem in the Vaserstein distances, which is a ratio between some higher moments and some powers of the variance. As a corollary, it gives an estimate for the normal approximation of the small jumps of Lévy processes, and Fournier (ESAIM: PS 15 (2011) 233–248) applied that to the Euler approximation of stochastic differential equations driven by the Lévy noise. It will be shown in this article that following Davie’s idea in (Polynomial Perturbations of Normal Distributions. Available at: www.maths.ed.ac.uk/~sandy/polg.pdf (2016)), one can generalise Rio’s result to the multidimensional case, and have higher-order approximation via the perturbed normal distributions, if Cramér’s condition and a slightly stronger moment condition are assumed. Fournier’s result can then be partially recovered.

BOSONIC CENTRAL LIMIT THEOREM FOR THE ONE-DIMENSIONAL XY MODEL

2002 ◽  
Vol 14 (07n08) ◽  
pp. 675-700 ◽  
Author(s):  
TAKU MATSUI
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Ground States ◽  
Integer Lattice ◽  
Gibbs States ◽  
Xy Model ◽  
One Dimensional ◽  
The Central Limit Theorem ◽  
The One

We prove the central limit theorem for Gibbs states and ground states of quasifree Fermions (bilinear Hamiltonians) and those of the off critical XY model on a one-dimensional integer lattice.

Random Walk in Random Scenery

2019 ◽  
pp. 382-404
Author(s):  
Florence Merlevède ◽  
Magda Peligrad ◽  
Sergey Utev
Keyword(s):  
Random Walk ◽  
Central Limit ◽  
Functional Form ◽  
Stationary Sequence ◽  
Limit Behavior ◽  
Partial Sums ◽  
Determinantal Process ◽  
One Dimensional ◽  
The Central Limit Theorem ◽  
Random Scenery

In this chapter we investigate the question of central limit behavior and its functional form for the partial sums associated with a centered L2-stationary sequence of real-valued random variables (usually called the random scenery) sampled by a recurrent one-dimensional strongly aperiodic random walk. This question is handled under various conditions dependent on the random scenery. In particular, we assume that the random scenery either satisfies an asymptotic negative dependence condition, or is a function of a determinantal process and a Gaussian sequence, or satisfies a mild projective criterion. We first show that study of central limit behavior for such random walks in random scenery can be handled with results related to linear statistics developed in Chapter 12, provided the random walk has good properties. We then look extensively at the properties of a recurrent one-dimensional strongly aperiodic random walk. The functional form of the central limit theorem is also investigated.

The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment

2004 ◽  
Vol 41 (01) ◽  
pp. 83-92 ◽  
Author(s):  
Jean Bérard
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Random Walks ◽  
Central Limit ◽  
Random Environment ◽  
Space Time ◽  
Nearest Neighbour ◽  
One Dimensional ◽  
The Central Limit Theorem ◽  
Almost All

The central limit theorem for random walks on ℤ in an i.i.d. space-time random environment was proved by Bernabeiet al.for almost all realization of the environment, under a small randomness assumption. In this paper, we prove that, in the nearest-neighbour case, when the averaged random walk is symmetric, the almost sure central limit theorem holds for anarbitrarylevel of randomness.

scholarly journals FULLY DISCRETE SCHEMES FOR THE SCHRÖDINGER EQUATION: DISPERSIVE PROPERTIES

2007 ◽  
Vol 17 (04) ◽  
pp. 567-591 ◽  
Author(s):  
LIVIU I. IGNAT
Keyword(s):  
Schrödinger Equation ◽  
Schrodinger Equation ◽  
Numerical Solutions ◽  
Continuous Model ◽  
Local Smoothing ◽  
Euler Approximation ◽  
One Dimensional ◽  
Fully Discrete ◽  
Backward Euler ◽  
The One

We consider fully discrete schemes for the one-dimensional linear Schrödinger equation and analyze whether the classical dispersive properties of the continuous model are presented in these approximations. In particular, Strichartz estimates and the local smoothing of the numerical solutions are analyzed. Using a backward Euler approximation of the linear semigroup we introduce a convergent scheme for the nonlinear Schrödinger equation with nonlinearities which cannot be treated by energy methods.

Unimodality of Wave Amplitude in the Northern Hemisphere

2008 ◽  
Vol 65 (3) ◽  
pp. 1077-1086 ◽  
Author(s):  
Maarten H. P. Ambaum
Keyword(s):  
Distribution Function ◽  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Wave Amplitude ◽  
Empirical Distribution Function ◽  
Empirical Distribution ◽  
Normal Distributions ◽  
The Central Limit Theorem ◽  
Local Wave

Abstract A novel statistic for local wave amplitude of the 500-hPa geopotential height field is introduced. The statistic uses a Hilbert transform to define a longitudinal wave envelope and dynamical latitude weighting to define the latitudes of interest. Here it is used to detect the existence, or otherwise, of multimodality in its distribution function. The empirical distribution function for the 1960–2000 period is close to a Weibull distribution with shape parameters between 2 and 3. There is substantial interdecadal variability but no apparent local multimodality or bimodality. The zonally averaged wave amplitude, akin to the more usual wave amplitude index, is close to being normally distributed. This is consistent with the central limit theorem, which applies to the construction of the wave amplitude index. For the period 1960–70 it is found that there is apparent bimodality in this index. However, the different amplitudes are realized at different longitudes, so there is no bimodality at any single longitude. As a corollary, it is found that many commonly used statistics to detect multimodality in atmospheric fields potentially satisfy the assumptions underlying the central limit theorem and therefore can only show approximately normal distributions. The author concludes that these techniques may therefore be suboptimal to detect any multimodality.

Multidimensional age-dependent branching processes allowing immigration: The limiting distribution

1974 ◽  
Vol 11 (2) ◽  
pp. 225-236 ◽  
Author(s):  
Norman Kaplan
Keyword(s):  
Continuous Time ◽  
Branching Processes ◽  
Limiting Distribution ◽  
Multidimensional Case ◽  
Continuous Time Model ◽  
Time Model ◽  
One Dimensional ◽  
Age Dependent ◽  
The One ◽  
Discrete Theory

This paper continues the author's study of age-dependent branching processes allowing immigration. In this paper the multidimensional case is considered. A sufficient condition is obtained for the existence of a legitimate limiting distribution. Several corollaries are obtained, which generalize many of the results of the discrete theory and those of the one-dimensional continuous time model.

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