Sections, selections and Prohorov's theorem
نویسندگان
چکیده
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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It was not until the sixteenth century that dead bodies were submitted to medico-legal investigation. The horror which human dissections inspired in the ancients, and the religious awe with which they beheld the mortal wreck of their fellows, not only retarded the progress of anatomy and physiology, but excluded the light of medicine from the researches of the forum. The Jewish law, indeed, con...
متن کاملThe Levy sections theorem: an application to econophysics
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.
متن کاملApplications of a Theorem concerning Sets with Connected Sections
As the reader can notice, the title of the present paper differs from that of [3] only because the term connected replaces the term convex. This is not casual. Indeed, it remains our aim to show, by means of a series of further applications, the usefulness of our recent Theorem 2.3 of [6] which, in a certain sense, can be regarded as a “connected” version of the famous Theorems 1′ and 2 of [3]....
متن کاملSelections Reprinted
MR1631259 (2000d:11019) 11B25; 11N13 Gowers, W. T. A new proof of Szemerédi’s theorem for arithmetic progressions of length four. Geometric and Functional Analysis 8 (1998), no. 3, 529–551. This remarkable paper gives a new proof that every subset of the integers with positive density must contain arithmetic progressions of length four. This was conjectured by P. Erdős and P. Turán [J. London M...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2009
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2009.06.063