17 resultados para Moivre
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Pós-graduação em Matemática - IBILCE
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The classical central limit theorem states the uniform convergence of the distribution functions of the standardized sums of independent and identically distributed square integrable real-valued random variables to the standard normal distribution function. While first versions of the central limit theorem are already due to Moivre (1730) and Laplace (1812), a systematic study of this topic started at the beginning of the last century with the fundamental work of Lyapunov (1900, 1901). Meanwhile, extensions of the central limit theorem are available for a multitude of settings. This includes, e.g., Banach space valued random variables as well as substantial relaxations of the assumptions of independence and identical distributions. Furthermore, explicit error bounds are established and asymptotic expansions are employed to obtain better approximations. Classical error estimates like the famous bound of Berry and Esseen are stated in terms of absolute moments of the random summands and therefore do not reflect a potential closeness of the distributions of the single random summands to a normal distribution. Non-classical approaches take this issue into account by providing error estimates based on, e.g., pseudomoments. The latter field of investigation was initiated by work of Zolotarev in the 1960's and is still in its infancy compared to the development of the classical theory. For example, non-classical error bounds for asymptotic expansions seem not to be available up to now ...
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Exam questions and solutions in PDF
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Lecture notes in PDF
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Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files
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Lecture notes in LaTex
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Resumen tomado parcialmente de la propia publicación
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Resumen tomado parcialmente de la propia publicaci??n
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Resumen tomado parcialmente de la propia publicación
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Resumen tomado parcialmente de la propia publicación
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Resumen tomado parcialmente de la propia publicación
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Se expone el problema conocido como la ruina del jugador. Éste consiste en calcular la probabilidad de que un jugador arruine al contrario en un juego a un número indeterminado de partidas, cuando los jugadores inician el juego con unn cierto número de monedas cada uno. Se muestra la resolución del problema de Huygens al que se le atribuye el propio enunciado, la de Moivre de 1712, así como una más actual.
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Pós-graduação em Educação Matemática - IGCE
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)