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来源类型 | Monograph (IIASA Working Paper) |
规范类型 | 论文 |
Central Limit Theory for Lipschitz Mappings. | |
King AJ | |
发表日期 | 1987 |
出版者 | IIASA, Laxenburg, Austria: WP-87-127 |
出版年 | 1987 |
语种 | 英语 |
摘要 | Central limit theorems are derived for mappings that are Lipschitzian at a given point. This theory results from a new perspective on first-order behavior -- the upper pseudo-derivative, the graph of which is the contingent cone to the graph of the mapping at a given point. We adopt the general setting of the convergence in distribution of measures induced by mappings that may be multi-valued on sets of measure zero. By requiring the upper pseudo-derivative to be single-valued a.s., we obtain a central limit theorem under distinctively weaker conditions than classical Frechet differentiability. |
主题 | Adaption and Optimization (ADO) |
URL | http://pure.iiasa.ac.at/id/eprint/2925/ |
来源智库 | International Institute for Applied Systems Analysis (Austria) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/123380 |
推荐引用方式 GB/T 7714 | King AJ. Central Limit Theory for Lipschitz Mappings.. 1987. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
WP-87-127.pdf(768KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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