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math.PR2017
Lacunary series and stable distributions
I. Berkes, R. Tichy
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the…
math.PR2017
On permutation-invariance of limit theorems
I. Berkes, R. Tichy
By a classical principle of probability theory, sufficiently thin subsequences of general sequences of random variables behave like i.i.d.\ sequences. This observation not only exp…
math.PR2017
Integral equations, quasi-Monte Carlo methods and risk modelling
Michael Preischl, Stefan Thonhauser, Robert F. Tichy
We survey a QMC approach to integral equations and develop some new applications to risk modeling. In particular, a rigorous error bound derived from Koksma-Hlawka type inequalitie…