The Levy sections theorem revisited

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

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...

متن کامل

The 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 کامل

The Separatrix Theorem Revisited

We present a simple proof of Camacho-Sad’s Theorem on the existence of invariant analytic curves for singular holomorphic foliations in (C2, 0), avoiding the combinatorial arguments on the residues by means of a ramification.

متن کامل

The PCF Theorem Revisited

i<κ λi/I, where κ < mini<κ λi. Here we prove this theorem under weaker assumptions such as wsat(I) < mini<κ λi, where wsat(I) is the minimal θ such that κ cannot be delivered to θ sets / ∈ I (or even slightly weaker condition). We also look at the existence of exact upper bounds relative to <I (<I −eub) as well as cardinalities of reduced products and the cardinals TD(λ). Finally we apply this ...

متن کامل

The folk theorem revisited !

This paper develops a simple “instant-response” model of strategic behavior where players can react instantly to changing circumstances, but at the same time face some inertia after changing action. The framework is used to reconsider the folk theorem and, in particular, the role of the key condition of dimensionality. In contrast to the discounted case in discrete time, here low dimensionality...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Physics A: Mathematical and Theoretical

سال: 2007

ISSN: 1751-8113,1751-8121

DOI: 10.1088/1751-8113/40/22/002