Magda Peligrad
- Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
2010/12/29 by Magda Peligrad, Peligrad, Magda · 7 citations
Computer Science · Mathematics · #60F05 #60G48 #60J10 #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
2009/02/03 by Florence Merlevède, Merlevède, Florence, Magda Peligrad +3 · 6 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
- Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions
2022/11/02 by C. Cuny, Cuny, C, Jérôme Dedecker +5 · 4 citations
Mathematics · #Advanced Algebra and Geometry #Analytic Number Theory Research #FOS: Mathematics #Limits and Structures in Graph Theory #Probability (math.PR)
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on GLd(R)
2021/10/21 by C. Cuny, Jérôme Dedecker, Cuny, C +6 · 2 citations
Mathematics · #FOS: Mathematics #Geometry and complex manifolds #Probability (math.PR) #Random Matrices and Applications #Spectral Theory in Mathematical Physics #Stochastic processes and statistical mechanics
- Central limit theorem for Fourier transform and periodogram of random fields
2017/03/23 by Magda Peligrad, Peligrad, Magda, Na Zhang +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60G10 #60G12 #FOS: Mathematics #Financial Risk and Volatility Modeling #Geometry and complex manifolds #Primary: 60F05 #Probability (math.PR) #Secondary: 42B05 #Stochastic processes and financial applications