A Computational Model of Maxwell’s Distribution for Undergraduates

In this paper we employ a numerical approach to perform simulations of Maxwell distribution for several dimensionalities, based on the Central Limit Theorem. We show that by increasing the number of molecules of the gas N, the simulated distributions tend toward the respective theoretical distributions. Also, we observed that by increasing the model temperature n, the distribution shifted toward higher speeds, in agreement with theoretical results. The numerical simulations provide a physical definition of the concept of temperature. The codes used to perform the simulations are quite easy to construct and implement, while the results strikingly satisfy theoretical expectations. Furthermore, the actual approach makes it possible to skip the mathematical details and explain the distribution by just following the algorithm of simulations. We recommend such approach as a demonstrative tool that can be shown in a lecture class thus enriching the teaching quality and improving students’ understanding.

Calculate central limit theorem for the number of empty cells after allocation of particles

This work belongs to the field of limit theorems for separable statistics. In particular, this paper considers the number of empty cells after placing particles in a finite number of cells, where each particle is placed in a polynomial scheme. The statistics under consideration belong to the class of separable statistics, which were previously considered in (Mirakhmedov: 1985), where necessary statements for the layout of particles in a countable number of cells were proved. The same scheme was considered in (Asimov: 1982), in which the conditions for the asymptotic normality of random variables were established. In this paper, the asymptotic normality of the statistics in question is proved and an estimate of the remainder term in the central limit theorem is obtained. In summary, the demand for separable statistics systems is growing day by day to address large-scale databases or to facilitate user access to data management. Because such systems are not only used for data entry and storage, they also describe their structure: file collection supports logical consistency; provides data processing language; restores data after various interruptions; database management systems allow multiple users.

A Berry-Esseen Bound for Nonlinear Statistics with Bounded Differences

In this paper, we obtain an explicit Berry-Esseen bound in the central limit theorem for nonlinear statistics with bounded differences. Some examples are provided as well.

Nonmetric ANOVA: a generic framework for analysis of variance on dissimilarity measures

Classic analysis of variance (ANOVA; cA) tests the explanatory power of a partitioning on a set of objects. Nonparametric ANOVA (npA) extends to a case where instead of the object values themselves, their mutual distances are available. While considerably widening the applicability of the cA, the npA does not provide a statistical framework for the cases where the mutual dissimilarity measurements between objects are nonmetric. Based on the central limit theorem (CLT), we introduce nonmetric ANOVA (nmA) as an extension of the cA and npA models where metric properties (identity, symmetry, and subadditivity) are relaxed. Our model allows any dissimilarity measures to be defined between objects where a distinctiveness of a specific partitioning imposed on those are of interest. This derivation accommodates an ANOVA-like framework of judgment, indicative of significant dispersion of the partitioned outputs in nonmetric space. We present a statistic which under the null hypothesis of no differences between the mean of the imposed partitioning, follows an exact F-distribution allowing to obtain the consequential p-value. Three biological examples are provided and the performance of our method in relation to the cA and npA is discussed.

On the weak invariance principle for non-adapted stationary random fields under projective criteria

In this paper, we study the central limit theorem (CLT) and its weak invariance principle (WIP) for sums of stationary random fields non-necessarily adapted, under different normalizations. To do so, we first state sufficient conditions for the validity of a suitable ortho-martingale approximation. Then, with the help of this approximation, we derive projective criteria under which the CLT as well as the WIP hold. These projective criteria are in the spirit of Hannan’s condition and are well adapted to linear random fields with ortho-martingale innovations and which exhibit long memory.

Asymptotic Properties of a Supercritical Branching Process with Immigration in a Random Environment

This is a short survey about asymptotic properties of a supercritical branching process ( Z n ) (Z_{n}) with immigration in a stationary and ergodic or independent and identically distributed random environment. We first present basic properties of the fundamental submartingale ( W n ) (W_{n}) , about the a.s. convergence, the non-degeneracy of its limit 𝑊, the convergence in L p L^{p} for p ≥ 1 p\geq 1 , and the boundedness of the harmonic moments E ⁢ W n - a \mathbb{E}W_{n}^{-a} , a > 0 a>0 . We then present limit theorems and large deviation results on log ⁡ Z n \log Z_{n} , including the law of large numbers, large and moderate deviation principles, the central limit theorem with Berry–Esseen’s bound, and Cramér’s large deviation expansion. Some key ideas of the proofs are also presented.