Donsker's theorem — In probability theory, Donsker s theorem, named after M. D. Donsker, identifies a certain stochastic process as a limit of empirical processes. It is sometimes called the functional central limit theorem. A centered and scaled version of… … Wikipedia
M. D. Donsker — Monroe David Donsker (1925 à Burlington 1991 à New York) est un mathématicien américain. Ses sujets de recherche étaient concentrés dans le domaine de la théorie des probabilités[1]. Sommaire 1 Biographie 2 Contributions … Wikipédia en Français
Théorème de Donsker — simulations de Xn de n=100 à n=800 avec U de loi uniforme sur l ensemble { 1,1} En Théorie des probabilités, le Théorème de Donsker établie la convergence en loi d une marche aléatoire vers un Processus stochastique gaussien. Il est parfois… … Wikipédia en Français
Empirical process — The study of empirical processes is a branch of mathematical statistics and a sub area of probability theory. It is a generalization of the central limit theorem for empirical measures. DefinitionIt is known that under certain conditions… … Wikipedia
Wiener sausage — For the food sometimes called a Wiener (sausage), see hot dog or Vienna sausage. In the mathematical field of probability, the Wiener sausage is a neighborhood of the trace of a Brownian motion up to a time t , given by taking all points within a … Wikipedia
Mouvement brownien — d une particule. Le mouvement brownien, ou processus de Wiener, est une description mathématique du mouvement aléatoire d une « grosse » particule immergée dans un fluide et qui n est soumise à aucune autre interaction que des chocs… … Wikipédia en Français
Brownian motion — This article is about the physical phenomenon; for the stochastic process, see Wiener process. For the sports team, see Brownian Motion (Ultimate). For the mobility model, see Random walk. Brownian motion (named after the botanist Robert Brown)… … Wikipedia
Kolmogorov-Smirnov test — In statistics, the Kolmogorov ndash;Smirnov test (also called the K S test for brevity) is a form of minimum distance estimation used as a nonparametric test of equality of one dimensional probability distributions used to compare a sample with a … Wikipedia
Polaron — A polaron is a quasiparticle composed of a charge and its accompanying polarization field. A slow moving electron in a dielectric crystal, interacting with lattice ions through long range forces will permanently be surrounded by a region of… … Wikipedia
S. R. Srinivasa Varadhan — Infobox Scientist name = Srinivasa Varadhan box width = image width = 200px caption = Srinivasa Varadhan in May 2007 birth date = birth date and age|1940|01|02 birth place = Madras (Chennai), India death date = death place = residence = U.S.… … Wikipedia
