Sökning: "Central limit theorem"
Visar resultat 1 - 5 av 17 avhandlingar innehållade orden Central limit theorem.
1. Limit theorems for generalizations of GUE random matrices
Sammanfattning : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). LÄS MER
2. Gaussian structures and orthogonal polynomials
Sammanfattning : This thesis consists of four papers on the following topics in analysis and probability: analysis on Wiener space, asymptotic properties of orthogonal polynomials, and convergence rates in the central limit theorem. The first paper gives lower bounds on the constants in the Meyer inequality from the Malliavin calculus. LÄS MER
3. Random iteration of isometries
Sammanfattning : This thesis consists of four papers, all concerning random iteration of isometries. The papers are:I. Ambroladze A, Ådahl M, Random iteration of isometries in unbounded metric spaces. Nonlinearity 16 (2003) 1107-1117. LÄS MER
4. Limit Theorems for Lattices and L-functions
Sammanfattning : This PhD thesis investigates distributional questions related to three types of objects: Unimodular lattices, symplectic lattices, and Hecke L-functions of imaginary quadratic number fields of class number 1. In Paper I, we follow Södergren and examine the asymptotic joint distribution of a collection of random variables arising as geometric attributes of the N = N(n) shortest non-zero lattice vectors (up to sign) in a random unimodular lattice in n-dimensional Euclidean space, as the dimension n tends to infinity: Normalizations of the lengths of these vectors, and normalizations of the angles between them. LÄS MER
5. Limit Theorems for Ergodic Group Actions and Random Walks
Sammanfattning : This thesis consists of an introduction, a summary and 7 papers. The papers are devoted to problems in ergodic theory, equidistribution on compact manifolds and random walks on groups. In Papers A and B, we generalize two classical ergodic theorems for actions of abelian groups. LÄS MER