Concept

Donsker's theorem

Related publications (24)

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On the rate of convergence in the martingale central limit theorem

Jean-Christophe Mourrat

Consider a discrete-time martingale, and let V-2 be its normalized quadratic variation. As V-2 approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian distribution. For any ...

Int Statistical Inst2013

Limit Behaviour of the Voter Model, Exclusion Process and Regenerative Chains

Samuel Schöpfer

Though the following topics seem unlinked, most of the tools used in this thesis are related to random walks and renewal theory. After introducing the voter model, we consider the parabolic Anderson model with the voter model as catalyst. In GÄRTNER, DEN H ...

EPFL2012

A quantitative central limit theorem for the random walk among random conductances

Jean-Christophe Mourrat

We consider the random walk among random conductances on Z(d). We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit theorem for this r ...

Univ Washington, Dept Mathematics2012

The Bounded Confidence Model Of Opinion Dynamics

Jean-Yves Le Boudec, Javier Gomez Serrano

The bounded confidence model of opinion dynamics, introduced by Deffuant et al, is a stochastic model for the evolution of continuous-valued opinions within a finite group of peers. We prove that, as time goes to infinity, the opinions evolve globally into ...

World Scientific Publishing2012

Improvements on "Fast Space-Variant Elliptical Filtering Using Box Splines"

Kunal Narayan Chaudhury, Sebanti Sanyal

It is well-known that box filters can be efficiently computed using pre-integration and local finite-differences. By generalizing this idea and by combining it with a nonstandard variant of the central limit theorem, we had earlier proposed a constant-time ...

Ieee-Inst Electrical Electronics Engineers Inc2012

An Empirical Study on Human and Information Technology Aspects in Collaborative Enterprise Networks

Naoufel Cheikhrouhou, Michel Pouly

Small and Medium Enterprises (SMEs) face new challenges in the global market as customers require more complete and flexible solutions and continue to drastically reduce the number of suppliers. SMEs are trying to address these challenges through cooperati ...

2011

Polar coding schemes for the AWGN channel

Emmanuel Abbé

This paper investigates polar coding schemes achieving capacity for the AWGN channel. The approaches using a multiple access channel with a large number of binary-input users and a single-user channel with a large prime-cardinality input are compared with ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2011

Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles

Victor Panaretos, John Maddocks, David Kraus

Given two samples of continuous zero-mean iid Gaussian processes on [0,1], we consider the problem of testing whether they share the same covariance structure. Our study is motivated by the problem of determining whether the mechanical properties of short ...

2010

The Bounded Confidence Model Of Opinion Dynamics

Jean-Yves Le Boudec, Javier Gomez Serrano

2010

The statistical upper mantle assemblage

Anders Meibom

A fundamental challenge in modern mantle geochemistry is to link geochemical data with geological and geophysical observations. Most of the early geochemical models involved a layered mantle and the concept of geochemical reservoirs. Indeed, the two layer ...

2004