Limit theorems in Probability Theory
Limit theorems in Probaility Theory
Many models in applied probability theory and statistical physics are too complicated to derive explicit formulas for important model variables. Weak and strong limit theorems allow such models to be approximated by “continuous” models, which are often easier to analyze. We study limit theorems for stochastic processes, for example for martingales, branching processes and shot noise processes with deterministic or random response function as well as for the test statistics in a problem of asymptotic test theory.