A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments
نویسندگان
چکیده
منابع مشابه
A Multivariate Central Limit Theorem for Continuous Local Martingales
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale is proved. The time-change theorem used for this purpose allows for short and transparent arguments. 1991 Mathematics Subject Classification: 60F05, 60G44
متن کاملConstruction of Nested (nearly) Orthogonal Designs for Computer Experiments
We propose several methods for constructing nested (nearly) orthogonal designs intended for multi-fidelity computer experiments. Such designs are two (nearly) orthogonal designs with one nested within the other. Our methods exploit nesting in such discrete structures as fractional factorial designs, Hadamard matrices, and rotation matrices. Examples are given illustrating the proposed methods.
متن کاملCentral Limit Theorem in Multitype Branching Random Walk
A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.
متن کاملA Computer Proof of the Central Limit Theorem
It is uncommon to apply computer algebra software to proof, especially for topics which are rarely touched by computer algebra. In order to illustrate the efficacy of symbolic computation in these respects, DERIVE is used in a statistical context to prove the Central Limit Theorem and some advantages and disadvantages of using the techniques outlined here are assessed. The proof is illustrated ...
متن کاملMULTIVARIATE GENERALIZATIONS OF THE q–CENTRAL LIMIT THEOREM
We study multivariate generalizations of the q-central limit theorem, a generalization of the classical central limit theorem consistent with nonextensive statistical mechanics. Two types of generalizations are addressed, more precisely the direct and sequential q-central limit theorems are proved. Their relevance to the asymptotic scale invariance of some specially correlated systems is studie...
متن کاملذخیره 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: The Annals of Statistics
سال: 2008
ISSN: 0090-5364
DOI: 10.1214/07-aos530