scholarly journals How to describe measurement errors: A natural generalization of the Central Limit Theorem beyond normal (and other infinitely divisible) distributions

2022 ◽  
pp. 418-428
Author(s):  
J. C. Urenda ◽  
O. Kosheleva ◽  
V. Kreinovich
2021 ◽  
Vol 36 (2) ◽  
pp. 243-255
Author(s):  
Wei Liu ◽  
Yong Zhang

AbstractIn this paper, we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng [19]. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov’s central limit theorem and invariance principle to the case where probability measures are no longer additive.


Author(s):  
Felix Herold ◽  
Daniel Hug ◽  
Christoph Thäle

AbstractPoisson processes in the space of $$(d-1)$$ ( d - 1 ) -dimensional totally geodesic subspaces (hyperplanes) in a d-dimensional hyperbolic space of constant curvature $$-1$$ - 1 are studied. The k-dimensional Hausdorff measure of their k-skeleton is considered. Explicit formulas for first- and second-order quantities restricted to bounded observation windows are obtained. The central limit problem for the k-dimensional Hausdorff measure of the k-skeleton is approached in two different set-ups: (i) for a fixed window and growing intensities, and (ii) for fixed intensity and growing spherical windows. While in case (i) the central limit theorem is valid for all $$d\ge 2$$ d ≥ 2 , it is shown that in case (ii) the central limit theorem holds for $$d\in \{2,3\}$$ d ∈ { 2 , 3 } and fails if $$d\ge 4$$ d ≥ 4 and $$k=d-1$$ k = d - 1 or if $$d\ge 7$$ d ≥ 7 and for general k. Also rates of convergence are studied and multivariate central limit theorems are obtained. Moreover, the situation in which the intensity and the spherical window are growing simultaneously is discussed. In the background are the Malliavin–Stein method for normal approximation and the combinatorial moment structure of Poisson U-statistics as well as tools from hyperbolic integral geometry.


2011 ◽  
Vol 26 (24) ◽  
pp. 1771-1782 ◽  
Author(s):  
H. C. EGGERS ◽  
M. B. DE KOCK ◽  
J. SCHMIEGEL

Lowest-order cumulants provide important information on the shape of the emission source in femtoscopy. For the simple case of noninteracting identical particles, we show how the fourth-order source cumulant can be determined from measured cumulants in momentum space. The textbook Gram–Charlier series is found to be highly inaccurate, while the related Edgeworth series provides increasingly accurate estimates. Ordering of terms compatible with the Central Limit Theorem appears to play a crucial role even for non-Gaussian distributions.


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