scholarly journals Some Nondegenerate Limit Laws for the Selection Differential

1982 ◽  
Vol 10 (4) ◽  
pp. 1306-1310 ◽  
Author(s):  
H. N. Nagaraja
Keyword(s):  
Selection Differential ◽  
Limit Laws

Some asymptotic results for the induced selection differential

1982 ◽  
Vol 19 (02) ◽  
pp. 253-261 ◽  
Author(s):  
H. N. Nagaraja
Keyword(s):  
Linear Regression ◽  
Linear Regression Model ◽  
Joint Distribution ◽  
Genetic Selection ◽  
Selection Differential ◽  
Asymptotic Results ◽  
Limit Laws ◽  
Asymptotic Distribution Theory ◽  
Model Set ◽  
Set Up

We define induced selection differential and discuss asymptotic distribution theory for this quantity. We also obtain the asymptotic joint distribution of the selection differential and the induced selection differential. These are used as measures of improvement in genetic selection programs. We consider the linear regression model set up in detail to obtain various possible limit laws for the induced selection differential.

Some asymptotic results for the induced selection differential

1982 ◽  
Vol 19 (2) ◽  
pp. 253-261 ◽  
Author(s):  
H. N. Nagaraja
Keyword(s):  
Linear Regression ◽  
Linear Regression Model ◽  
Joint Distribution ◽  
Genetic Selection ◽  
Selection Differential ◽  
Asymptotic Results ◽  
Limit Laws ◽  
Asymptotic Distribution Theory ◽  
Model Set ◽  
Set Up

We define induced selection differential and discuss asymptotic distribution theory for this quantity. We also obtain the asymptotic joint distribution of the selection differential and the induced selection differential. These are used as measures of improvement in genetic selection programs. We consider the linear regression model set up in detail to obtain various possible limit laws for the induced selection differential.

Some Contributions to the Theory of Near-Critical Bisexual Branching Processes

2007 ◽  
Vol 44 (02) ◽  
pp. 492-505
Author(s):  
M. Molina ◽  
M. Mota ◽  
A. Ramos
Keyword(s):  
Branching Process ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Positive Probability ◽  
Limit Laws ◽  
Bisexual Branching Processes ◽  
Probabilistic Evolution

We investigate the probabilistic evolution of a near-critical bisexual branching process with mating depending on the number of couples in the population. We determine sufficient conditions which guarantee either the almost sure extinction of such a process or its survival with positive probability. We also establish some limiting results concerning the sequences of couples, females, and males, suitably normalized. In particular, gamma, normal, and degenerate distributions are proved to be limit laws. The results also hold for bisexual Bienaymé–Galton–Watson processes, and can be adapted to other classes of near-critical bisexual branching processes.

scholarly journals On Sinaĭ Billiards on Flat Surfaces with Horns

2021 ◽  
Vol 183 (2) ◽  
Author(s):  
Henk Bruin
Keyword(s):  
Exponential Decay ◽  
Height Function ◽  
Suspension Flow ◽  
Limit Laws ◽  
Suspension Flows ◽  
Flat Surfaces ◽  
Exponential Tails ◽  
Exponential Decay Of Correlations ◽  
Sinai Billiards ◽  
Young Towers

AbstractWe show that certain billiard flows on planar billiard tables with horns can be modeled as suspension flows over Young towers (Ann. Math. 147:585–650, 1998) with exponential tails. This implies exponential decay of correlations for the billiard map. Because the height function of the suspension flow itself is polynomial when the horns are Torricelli-like trumpets, one can derive Limit Laws for the billiard flow, including Stable Limits if the parameter of the Torricelli trumpet is chosen in (1, 2).

scholarly journals Second-order limit laws for occupation times of fractional Brownian motion

2017 ◽  
Vol 54 (2) ◽  
pp. 444-461 ◽  
Author(s):  
Fangjun Xu
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Method Of Moments ◽  
Second Order ◽  
Hurst Index ◽  
Occupation Times ◽  
Limit Laws ◽  
Additive Functionals ◽  
Finite Dimensional ◽  
Functional Version

Abstract We prove a second-order limit law for additive functionals of a d-dimensional fractional Brownian motion with Hurst index H = 1 / d, using the method of moments and extending the Kallianpur–Robbins law, and then give a functional version of this result. That is, we generalize it to the convergence of the finite-dimensional distributions for corresponding stochastic processes.

scholarly journals EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS

2019 ◽  
Vol 22 (02) ◽  
pp. 1850063 ◽  
Author(s):  
DILIP B. MADAN ◽  
WIM SCHOUTENS
Keyword(s):  
Financial Markets ◽  
Fixed Points ◽  
Asset Prices ◽  
Asset Returns ◽  
Expected Returns ◽  
Response Functions ◽  
Limit Laws ◽  
Return Distributions ◽  
Equilibrium Distributions ◽  
The Cost

Return distributions in the class of pure jump limit laws are observed to reflect numerous asymmetries between the upward and downward motions of asset prices. The return distributions are modeled by self-decomposable parametric laws with all parameters continuously responding to each other. Fixed points of the response functions define equilibrium distributions. The equilibrium distributions that can arise in practice are constrained by the level of return acceptability they may attain. As a consequence, expected returns are equated to risk measured by the cost of purchasing the negative of the centered return. The asymmetries studied include differences in scale, speed, power variation, excitation and cross-excitation.

Splitting intervals II: Limit laws for lengths

1987 ◽  
Vol 75 (1) ◽  
pp. 109-127 ◽  
Author(s):  
Michael D. Brennan ◽  
Richard Durrett
Keyword(s):  
Limit Laws
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