منابع مشابه
Levy sections theorem revisited
This paper revisits Levy sections theorem, which generalizes the central limit theorem to encompass autocorrelated variables. Levy sections theorem’s approach is extended to time series and applied to historical daily returns of selected dollar exchange rates. We explain the elevated kurtosis usually observed in such series by their volatilities. In particular, the high kurtosis of emerging mar...
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Extending the Levy-Steinitz rearrangement theorem in Rn, which in turn extended Riemann’s theorem, Banaszczyk proved in 1990/93 that a metrizable, locally convex space is nuclear if and only if the domain of sums of every convergent series (i.e. the set of all elements in the space which are sums of a convergent rearrangement of the series) is a translate of a closed subspace of a special form....
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We employ the Lévy sections theorem in the analysis of selected dollar exchange rate time series. The theorem is an extension of the classical central limit theorem and offers an alternative to the most usual analysis of the sum variable. We find that the presence of fat tails can be related to the local volatility pattern of the series.
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A variant of the Nielsen–Ninomiya no-go theorem is formulated. This theorem states that, under several assumptions, it is impossible to write down a doubler-free Euclidean lattice action of a single Majorana fermion in 8k and 8k + 1 dimensions. ∗) E-mail: [email protected] 1 typeset using PTPTEX.cls 〈Ver.0.9〉
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 1992
ISSN: 0022-1236
DOI: 10.1016/0022-1236(92)90045-k