normal approximation
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Author(s):  
Swarnapratim Bhattacharyya ◽  
Alina Tania Neagu ◽  
Elena Firu

This paper presents a study of bin–bin correlation of the produced shower particles in the pseudo-rapidity space by the method of factorial correlator in [Formula: see text]O-AgBr and [Formula: see text]S-AgBr interactions at 4.5[Formula: see text][Formula: see text]GeV/[Formula: see text]. The correlated moments are found to increase with decreasing bin–bin separation D, following a power law. Strong bin–bin correlation is exhibited by the experimental data. Experimental data also supports the validity of log normal approximation. Experimental analysis has been compared with the results obtained from the analysis of events simulated by UrQMD model.


2021 ◽  
Vol 5 (4) ◽  
pp. 46
Author(s):  
Margaritis Kostoglou ◽  
Thodoris D. Karapantsios

The population balance is an indispensable tool for studying colloidal, aerosol, and, in general, particulate systems. The need to incorporate spatial variation (imposed by flow) to it invokes the reduction of its complexity and degrees of freedom. It has been shown in the past that the method of moments and, in particular, the log-normal approximation can serve this purpose for certain phenomena and mechanisms. However, it is not adequate to treat gravitational deposition. In the present work, the ability of the particular method to treat diffusional and convective diffusional depositions relevant to colloid systems is studied in detail.


2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Yoon Tae Kim ◽  
Hyun Suk Park

In this paper, we consider a quantitative fourth moment theorem for functions (random variables) defined on the Markov triple E , μ , Γ , where μ is a probability measure and Γ is the carré du champ operator. A new technique is developed to derive the fourth moment bound in a normal approximation on the random variable of a general Markov diffusion generator, not necessarily belonging to a fixed eigenspace, while previous works deal with only random variables to belong to a fixed eigenspace. As this technique will be applied to the works studied by Bourguin et al. (2019), we obtain the new result in the case where the chaos grade of an eigenfunction of Markov diffusion generator is greater than two. Also, we introduce the chaos grade of a new notion, called the lower chaos grade, to find a better estimate than the previous one.


Mathematics ◽  
2021 ◽  
Vol 9 (18) ◽  
pp. 2223
Author(s):  
Yoon-Tae Kim ◽  
Hyun-Suk Park

This paper is concerned with the rate of convergence of the distribution of the sequence {Fn/Gn}, where Fn and Gn are each functionals of infinite-dimensional Gaussian fields. This form very frequently appears in the estimation problem of parameters occurring in Stochastic Differential Equations (SDEs) and Stochastic Partial Differential Equations (SPDEs). We develop a new technique to compute the exact rate of convergence on the Kolmogorov distance for the normal approximation of Fn/Gn. As a tool for our work, an Edgeworth expansion for the distribution of Fn/Gn, with an explicitly expressed remainder, will be developed, and this remainder term will be controlled to obtain an optimal bound. As an application, we provide an optimal Berry–Esseen bound of the Maximum Likelihood Estimator (MLE) of an unknown parameter appearing in SDEs and SPDEs.


Author(s):  
Hamzeh Torabi ◽  
Shohreh Enami ◽  
STA Niaki

In this study, a multivariate gamma distribution is first introduced. Then, by defining a new statistic, three control charts called the MG charts, are proposed for this distribution. The first control chart is based on the exact distribution of this statistic, the second control chart is based on the Satterthwaite approximation, and the last is based on the normal approximation. Efficiency of the proposed control charts is evaluated by average run length (ARL) criterion.


Author(s):  
Florian Besau ◽  
Daniel Rosen ◽  
Christoph Thäle

AbstractWe establish central limit theorems for natural volumes of random inscribed polytopes in projective Riemannian or Finsler geometries. In addition, normal approximation of dual volumes and the mean width of random polyhedral sets are obtained. We deduce these results by proving a general central limit theorem for the weighted volume of the convex hull of random points chosen from the boundary of a smooth convex body according to a positive and continuous density in Euclidean space. In the background are geometric estimates for weighted surface bodies and a Berry–Esseen bound for functionals of independent random variables.


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