deface 发表于 2025-3-23 12:05:03

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Deadpan 发表于 2025-3-23 14:10:00

Central Limit Theorem on the Wiener Space,erms of a rather small number of ‘universal’ distributions. Central limit theorem, which proves convergence to the Gaussian law, is the best known among this type of results. However, for practical purposes, it is much more important to know how accurate such an approximation is, and this is of cour

opalescence 发表于 2025-3-23 19:32:26

Non-Commutative Fractional Brownian Motion,heorem (Theorem 7.3). Here, motivated by the fact that there is often a close correspondence between classical probability and free probability, we want to investigate whether similar non-central results hold in the free probability setting. This leads to the definition of the non-commutative fracti

Instrumental 发表于 2025-3-24 00:37:13

Central Limit Theorem on the Wiener Space,se a more difficult question to answer. For instance, central limit theorem was known already around 1715 (and in full generality by 1900), whereas the corresponding approximation theorem of Berry and Esseen was only proved in 1941. Stein’s method, introduced in 1972 in [.], offers a general means of solving such problems.

追踪 发表于 2025-3-24 03:02:41

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使绝缘 发表于 2025-3-24 09:44:52

Book 2012 used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory property which is in sharp contrast with martingales and Markov processes. FBm has become a popular choice for applications where classical processes ca

vascular 发表于 2025-3-24 14:03:17

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伦理学 发表于 2025-3-24 17:52:02

Supremum of the Fractional Brownian Motion,For all . > 0, one has

渐强 发表于 2025-3-24 22:59:24

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COM 发表于 2025-3-25 02:02:11

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查看完整版本: Titlebook: Selected Aspects of Fractional Brownian Motion; Ivan Nourdin Book 2012 Springer-Verlag Italia 2012 Fractional Brownian motion.Integration.