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There is a page named "Martingale central limit theorem" on Wikipedia
- standard normal distribution. The martingale central limit theorem generalizes this result for random variables to martingales, which are stochastic processes...4 KB (666 words) - 02:16, 16 November 2022
In probability theory, the central limit theorem (CLT) states that, under appropriate conditions, the distribution of a normalized version of the sample...65 KB (8,859 words) - 17:29, 18 August 2024
Martingale (betting system) Martingale central limit theorem Martingale difference sequence Martingale representation theorem Normal number Semimartingale...20 KB (2,883 words) - 16:28, 28 July 2024- limit theorem Misconceptions about the normal distribution Martingale central limit theorem Infinite divisibility (probability) Method of moments (probability...11 KB (1,000 words) - 14:07, 2 May 2024
- Outline of probability (section Martingales)autoregressive processes Correlation function and autocorrelation Martingale central limit theorem Azuma's inequality Catalog of articles in probability theory...8 KB (556 words) - 00:09, 23 June 2024
Kaplan–Meier estimator (redirect from Product-limit estimator){Var} \left(\log {\widehat {S}}(t)\right)\end{aligned}}} using martingale central limit theorem, it can be shown that the variance of the sum in the following...27 KB (4,455 words) - 11:43, 18 April 2024
Itô calculus (section Martingale integrators)It can be shown that this limit converges in probability. For some applications, such as martingale representation theorems and local times, the integral...30 KB (4,461 words) - 17:33, 31 March 2024- theorem Central limit theorem for directional statistics Lyapunov's central limit theorem Martingale central limit theorem Central moment Central tendency Census...87 KB (8,280 words) - 14:50, 5 July 2024
- characteristic functions. This theorem is the basis for one approach to prove the central limit theorem and is one of the major theorems concerning characteristic...3 KB (357 words) - 16:43, 1 May 2023
- Markus−Yamabe theorem (dynamical systems) Martingale representation theorem (probability theory) Mason–Stothers theorem (polynomials) Master theorem (analysis...73 KB (6,015 words) - 12:17, 2 August 2024
- mathematical theory of probability, a Doob martingale (named after Joseph L. Doob, also known as a Levy martingale) is a stochastic process that approximates...6 KB (1,320 words) - 04:47, 1 January 2024
- \sum _{i=1}^{N-1}x_{i}x_{i+1}} , which can be proven by a martingale central limit theorem. Runs tests can be used to test: the randomness of a distribution...6 KB (1,061 words) - 00:44, 6 April 2024
- continuity theorem / anl (L:R) Lévy's convergence theorem / (S:R) Martingale central limit theorem / (S:R) Method of moments / mnt (L:R) Slutsky's theorem / anl...35 KB (3,026 words) - 12:15, 30 October 2023
Wiener process (category Martingale theory)case of a general theorem stating that all Brownian martingales are continuous. A Brownian martingale is, by definition, a martingale adapted to the Brownian...35 KB (5,899 words) - 19:42, 30 July 2024
Random walk (redirect from Drunk bird theorem)approximation theorem. The convergence of a random walk toward the Wiener process is controlled by the central limit theorem, and by Donsker's theorem. For a...55 KB (7,633 words) - 12:22, 17 August 2024- Convergence of random variables (redirect from Probability limit)forms of convergence are important in other useful theorems, including the central limit theorem. Throughout the following, we assume that (Xn) is a...40 KB (5,158 words) - 18:21, 7 May 2024
- Uniform integrability (redirect from Dunford-Pettis theorem)analysis and measure theory, and plays a vital role in the theory of martingales. Uniform integrability is an extension to the notion of a family of functions...13 KB (2,160 words) - 15:57, 9 July 2024
- \dots ,X_{i-1}\right]L^{k-2}k!\end{aligned}}} Central limit theorem Independence of random variables Martingale (probability theory) Doukhan, Paul; Louhichi...7 KB (976 words) - 14:52, 22 August 2023
years of his career Bolthausen did research on martingale convergence theorems, combinatorial limit theorems, and the large deviations theory. Later in his...10 KB (1,072 words) - 22:41, 13 June 2024- Probability theory (section Central limit theorem)describing such behaviour are the law of large numbers and the central limit theorem. As a mathematical foundation for statistics, probability theory...26 KB (3,611 words) - 14:58, 26 March 2024
- Combinations. 14, 15. Remarks of Laplace on this subject. 16. Bernoulli's Theorem; 17, 18. Its inapplicability to social phenomena. 19. Summation of preceding
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