Search results
Results from the WOW.Com Content Network
In probability theory, Lévy’s continuity theorem, or Lévy's convergence theorem, [1] named after the French mathematician Paul Lévy, connects convergence in distribution of the sequence of random variables with pointwise convergence of their characteristic functions.
Lévy’s continuity theorem: A sequence X j of n-variate random variables converges in distribution to random variable X if and only if the sequence φ X j converges pointwise to a function φ which is continuous at the origin.
In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a non-negative random variable.In spectroscopy, this distribution, with frequency as the dependent variable, is known as a van der Waals profile.
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical ...
When X n converges in r-th mean to X for r = 2, we say that X n converges in mean square (or in quadratic mean) to X. Convergence in the r-th mean, for r ≥ 1, implies convergence in probability (by Markov's inequality). Furthermore, if r > s ≥ 1, convergence in r-th mean implies convergence in s-th mean. Hence, convergence in mean square ...
In mathematics and statistics, the continuity theorem may refer to one of the following results: the Lévy continuity theorem on random variables; the Kolmogorov continuity theorem on stochastic processes.
Lévy was born in Paris to a Jewish family which already included several mathematicians. [3] His father Lucien Lévy was an examiner at the École Polytechnique.Lévy attended the École Polytechnique and published his first paper in 1905, at the age of nineteen, while still an undergraduate, in which he introduced the Lévy–Steinitz theorem.
Lévy's modulus of continuity theorem is a theorem that gives a result about an almost sure behaviour of an estimate of the modulus of continuity for Wiener process, that is used to model what's known as Brownian motion. Lévy's modulus of continuity theorem is named after the French mathematician Paul Lévy.