The purpose of this paper is to show that the empirical characteristic function, when suitably normalised, converges weakly to a stationary Gaussian process whose autocovariance function is the ...

The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and ...

The usual local central limit theorem provides an approximation for the probability for an iid sequence . The approximation is proportional to the lattice size of the underlying distribution of the ...

Higher values of this estimated probability are assumed to be associated with the event. A receiver operating characteristic (ROC) curve can be constructed by varying the cutpoint that determines ...