Search for dissertations about: "central limit theorem"

Showing result 1 - 5 of 17 swedish dissertations containing the words central limit theorem.

  1. 1. Limit theorems for generalizations of GUE random matrices

    Author : Martin Bender; Kurt Johansson; Arno Kuijlaars; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Random matrices; Central limit theorem; Dyson s Brownian motion; Interacting diffusion; Point process; Non-Hermitian; Scaling limit; MATHEMATICS; MATEMATIK;

    Abstract : 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). READ MORE

  2. 2. Gaussian structures and orthogonal polynomials

    Author : Lars Larsson-Cohn; Kurt Johansson; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Meyer inequality; orthogonal polynomials; Lp-norms; information entropy; finite difference equations; central limit theorem; interpolation theory; Besov spaces; MATEMATIK; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

    Abstract : 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. READ MORE

  3. 3. Random iteration of isometries

    Author : Markus Ådahl; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; iterated function system; isometry; central limit theorem; weak invariance principle; law of the iterated logarithm; random walk; MATEMATIK; MATHEMATICS; MATEMATIK; Mathematics; matematik;

    Abstract : 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. READ MORE

  4. 4. Limit Theorems for Lattices and L-functions

    Author : Kristian Holm; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Lattices; L-functions;

    Abstract : 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. READ MORE

  5. 5. Limit Theorems for Ergodic Group Actions and Random Walks

    Author : Michael Björklund; Anders Karlsson; Yves Guivarc'h Irmar; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Abstract : 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. READ MORE