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Convergence Rates For The Central Limit Theorem For Random Sums, Christopher E. Olson

Mathematics & Statistics ETDs

Let (X_i} be a sequence of independent, identically-distributed random variables with EX²_i < ꝏ and E(X_i - EX_i)² = 1.

Random Evolutions On Diffusion Processes, Donald Quiring

Mathematics & Statistics ETDs

Let {V(t,ω), t ≥ O, ω ε Ω} be a diffusion process on the real line with infinitesimal operator 1/2σ²(⋅)D² + m(⋅)D. Markov processes {V_n, n = 1,2,....} on the real line are constructed in such a way that the paths of V_n are step functions with jump size n^-1/2 and

P_O [lim sup |V_n(s)-V(s)| = 0] =1

n∞ 0≤s≤t,

where P_O assigns probability one to paths starting at the origin at t = 0.

Let {T_V(t), t≥0, vε R} be a family of linear contraction operators …