On the rate of convergence in the martingale central limit theorem
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A technique to measure in situ the behavior of the magnetic susceptibility vs. temperature, chi(T), for a cable-in-conduit-conductor (CICC) in the SULTAN test facility has been developed. The same kind of measurements are performed for the corresponding fr ...
Predicting the occurrence and spatial extent of extreme avalanches is a longstanding issue. Using field data pooled from various sites within the same mountain range, authors showed that the avalanche size distribution can be described using either an extr ...
Method for measuring a distribution of a physical variable in a region, comprising the step of: measuring an average value of the physical variable along each of a plurality of lines in said region; estimating the distribution of the physical variable in s ...
Knowledge of the actual Nb3Sn filaments' thermal strain, epsilon(th), in a cable-in-conduit conductor (CICC) is essential to predict the CICC performance in operation starting from the strand scaling laws for the critical current density J(c)(B, T, epsilon ...
We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at -∞ 1. We show that these processes do not have to have the distribution of st ...
When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has consequences for arbitrage ...
Max-stable processes are the natural analogues of the generalized extreme-value distribution when modelling extreme events in space and time. Under suitable conditions, these processes are asymptotically justified models for maxima of independent replicati ...
This Letter proposes a method to estimate phase derivatives of arbitrary order in digital holographic interferometry. Based on the desired order, the generalized complex-lag distribution is computed from the reconstructed interference field. Subsequently, ...
We calculate learning rates when agents are informed through public and private observation of other agents' actions. We characterize the evolution of the distribution of posterior beliefs. If the private learning channel is present, convergence of the dis ...
In this paper, we investigate the construction of compromise estimators of location and scale, by averaging over several models selected among a specified large set of possible models. The weight given to each distribution is based on the profile likelihoo ...