Asymptotic results for empirical measures of weighted sums of independent random variables
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| hal.structure.identifier | Laboratoire de Statistique et Probabilités [LSP] | |
| dc.contributor.author | BERCU, Bernard | |
| hal.structure.identifier | Department of Mathematical Sciences [Cincinnati] | |
| dc.contributor.author | BRYC, Wlodzimierz | |
| dc.date.accessioned | 2024-04-04T02:44:34Z | |
| dc.date.available | 2024-04-04T02:44:34Z | |
| dc.date.created | 2006-07-26 | |
| dc.date.issued | 2006 | |
| dc.identifier.issn | 1083-589X | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191418 | |
| dc.description.abstractEn | We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting partial sums converges to the normal CDF with probability one. This implies almost sure convergence of empirical periodograms, almost sure convergence of spectra of circulant and reverse circulant matrices, and almost sure convergence of the CDF's generated from independent random variables by independent random orthogonal matrices. For special trigonometric matrices, the speed of the almost sure convergence is described by the normal approximation and by the large deviation principle. | |
| dc.language.iso | en | |
| dc.publisher | Institute of Mathematical Statistics (IMS) | |
| dc.title.en | Asymptotic results for empirical measures of weighted sums of independent random variables | |
| dc.type | Article de revue | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | math/0607687 | |
| bordeaux.journal | Electronic Communications in Probability | |
| bordeaux.page | 184-199 | |
| bordeaux.volume | 12 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00339764 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00339764v1 | |
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