Gnedenko–Raikov's theorem, central limit theory, and the weak law of large numbers

2006 ◽  
Vol 76 (17) ◽  
pp. 1935-1939 ◽  
Author(s):  
Allan Gut
Keyword(s):  
Central Limit ◽  
Law Of Large Numbers ◽  
Limit Theory ◽  
Large Numbers ◽  
Central Limit Theory

Stochastic Limit Theory

2021 ◽  
Author(s):  
James Davidson
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Law Of Large Numbers ◽  
Limit Theory ◽  
Nonparametric Approach ◽  
The Central Limit Theorem ◽  
Large Numbers ◽  
Almost All ◽  
Functional Central Limit

This book aims to introduce modern asymptotic theory to students and practitioners of econometrics. It falls broadly into two parts. The first provides a handbook and reference for the underlying mathematics (Part I, Chapters 1–6), statistical theory (Part II, Chapters 7–11), and stochastic process theory (Part III, Chapters 12–18). The second half provides a treatment of the main convergence theorems used in analysing the large sample behaviour of econometric estimators and tests. These are the law of large numbers (Part IV, Chapters 19–22), the central limit theorem (Part V, Chapters 23–26), and the functional central limit theorem (Part VI, Chapters 27–32). The focus in this treatment is on the nonparametric approach to time series properties, covering topics such as nonstationarity, mixing, martingales, and near‐epoch dependence. While the approach is not elementary, care is taken to keep the treatment self‐contained. Proofs are provided for almost all the results.

scholarly journals The time to absorption in Λ-coalescents

2018 ◽  
Vol 50 (A) ◽  
pp. 177-190
Author(s):  
Götz Kersting ◽  
Anton Wakolbinger
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Counting Process ◽  
Law Of Large Numbers ◽  
Large Numbers

Abstract We present a law of large numbers and a central limit theorem for the time to absorption of Λ-coalescents with dust started from n blocks, as n→∞. The proofs rely on an approximation of the logarithm of the block-counting process by means of a drifted subordinator.

scholarly journals Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps

2014 ◽  
Vol 51 (03) ◽  
pp. 699-712 ◽  
Author(s):  
Lingjiong Zhu
Keyword(s):  
Stochastic Process ◽  
Large Deviations ◽  
Central Limit ◽  
Limit Theorems ◽  
Point Processes ◽  
Law Of Large Numbers ◽  
Laplace Transforms ◽  
Hawkes Process ◽  
Large Numbers ◽  
Special Case

In this paper we propose a stochastic process, which is a Cox-Ingersoll-Ross process with Hawkes jumps. It can be seen as a generalization of the classical Cox-Ingersoll-Ross process and the classical Hawkes process with exponential exciting function. Our model is a special case of the affine point processes. We obtain Laplace transforms and limit theorems, including the law of large numbers, central limit theorems, and large deviations.

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