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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorBERCU, Bernard
hal.structure.identifierMathématiques Appliquées Paris 5 [MAP5 - UMR 8145]
dc.contributor.authorCÉNAC, Peggy
hal.structure.identifierProbability, modelling and evaluation of information processing systems [PREVAL]
dc.contributor.authorFAYOLLE, Guy
dc.date.accessioned2024-04-04T03:17:45Z
dc.date.available2024-04-04T03:17:45Z
dc.date.created2006
dc.date.issued2006
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/194336
dc.description.abstractEnIn this report, new almost sure convergence properties for vectorial martingale transforms are established. Assuming some regularity conditions both on the increasing process and on the moments of the martingale, one can show that normalized moments of any even order do also converge in the almost sure cental limit theorem for martingales. Firm conjectures are proposed to relax some of the hypotheses, the goal being to cover a much wider class of processes. Cases studies are proposed, including linear models and some branching processes, where new asymptotic estimation and prediction errors are obtained.
dc.language.isofr
dc.subject.envectorial martingale
dc.subject.enAlmost sure cental limit theorem
dc.subject.enmoment
dc.subject.enregression
dc.subject.envectorial martingale.
dc.titleConvergence des moments dans le théorème de la limite centrale presque sûr pour les martingales vectorielles
dc.typeRapport
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.page21
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.type.institutionINRIA
bordeaux.type.reportrr
hal.identifierinria-00118982
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//inria-00118982v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.title=Convergence%20des%20moments%20dans%20le%20th%C3%A9or%C3%A8me%20de%20la%20limite%20centrale%20presque%20s%C3%BBr%20pour%20les%20martingales%20vectorielles&rft.atitle=Convergence%20des%20moments%20dans%20le%20th%C3%A9or%C3%A8me%20de%20la%20limite%20centrale%20presque%20s%C3%BBr%20pour%20les%20martingales%20vectorielles&rft.date=2006&rft.spage=21&rft.epage=21&rft.au=BERCU,%20Bernard&C%C3%89NAC,%20Peggy&FAYOLLE,%20Guy&rft.genre=unknown


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