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Keywords = central limit theorem (CLT)

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25 pages, 380 KiB  
Article
Limit Theorems for the Non-Convex Multispecies Curie–Weiss Model
by Francesco Camilli, Emanuele Mingione and Godwin Osabutey
Mathematics 2025, 13(8), 1343; https://doi.org/10.3390/math13081343 - 19 Apr 2025
Viewed by 415
Abstract
We study the thermodynamic properties of the generalized non-convex multispecies Curie–Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior distribution, we compute the thermodynamic limit of the generating [...] Read more.
We study the thermodynamic properties of the generalized non-convex multispecies Curie–Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior distribution, we compute the thermodynamic limit of the generating functional for the moments of the Boltzmann–Gibbs measure using simple interpolation techniques. For Ising spins, we further analyze the fluctuations of the magnetization in the thermodynamic limit under the Boltzmann–Gibbs measure. It is shown that a central limit theorem (CLT) holds for a rescaled and centered vector of species magnetizations, which converges to either a centered or non-centered multivariate normal distribution, depending on the rate of convergence of the relative sizes of the species. Full article
(This article belongs to the Section E4: Mathematical Physics)
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66 pages, 8492 KiB  
Review
An Overview of Underwater Optical Wireless Communication Channel Simulations with a Focus on the Monte Carlo Method
by Intesar Ramley, Hamdah M. Alzayed, Yas Al-Hadeethi, Mingguang Chen and Abeer Z. Barasheed
Mathematics 2024, 12(24), 3904; https://doi.org/10.3390/math12243904 - 11 Dec 2024
Cited by 5 | Viewed by 2427
Abstract
Building a reliable and optimum underwater optical wireless communication (UOWC) system requires identifying all potential factors that cause the attenuation and dispersion of the optical signal. The radiative transfer equation (RTE) solution can be utilised to conclude these essential design parameters to build [...] Read more.
Building a reliable and optimum underwater optical wireless communication (UOWC) system requires identifying all potential factors that cause the attenuation and dispersion of the optical signal. The radiative transfer equation (RTE) solution can be utilised to conclude these essential design parameters to build an optimum UOWC system. RTE has various numerical and simplified analytical solutions with varying reliability and capability scope. Many scientists consider the Monte Carlo simulation (MCS) method to be a consistent and widely accepted approach to formulating an RTE solution, which models the propagation of photons through various underwater channel environments. MCS recently attracted attention because we can build a reliable model for underwater environments. Based on such a model, this report demonstrates the resulting received optical power distribution as an output for an array of emulation inputs, including transmitted light’s spatial and temporal distribution, channel link regimes, and associated impairments. This study includes a survey component, which presents the required framework’s foundation to establish a valid RTE model, which leads to solutions with different scopes and depths that can be drawn for practical UOWC use cases. Hence, this work shows how underlying modelling elements can influence a solution technique, including inherent optical properties (IOPs), apparent optical properties (AOPs), and the potential limitations of various photon scattering function formats. The work introduces a novel derivation of mathematical equations for single- and multiple-light-pulse propagation in homogeneous and inhomogeneous channels, forming the basis for MCS-based UOWC studies. The reliability of MCS implementation is assessed using compliance with the Central Limit Theorem (CLT) and leveraging the Henyey–Greenstein phase function with full-scale random selection. As part of the tutorial component in this work, the MCS inner working is manifested using an object-oriented design method. Therefore, this work targets researchers interested in using MCS for UOWC research in general and UOWC photon propagation in seawater channel modelling in general. Full article
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16 pages, 303 KiB  
Article
Asymptotic Properties of a Statistical Estimator of the Jeffreys Divergence: The Case of Discrete Distributions
by Vladimir Glinskiy, Artem Logachov, Olga Logachova, Helder Rojas, Lyudmila Serga and Anatoly Yambartsev
Mathematics 2024, 12(21), 3319; https://doi.org/10.3390/math12213319 - 23 Oct 2024
Viewed by 984
Abstract
We investigate the asymptotic properties of the plug-in estimator for the Jeffreys divergence, the symmetric variant of the Kullback–Leibler (KL) divergence. This study focuses specifically on the divergence between discrete distributions. Traditionally, estimators rely on two independent samples corresponding to two distinct conditions. [...] Read more.
We investigate the asymptotic properties of the plug-in estimator for the Jeffreys divergence, the symmetric variant of the Kullback–Leibler (KL) divergence. This study focuses specifically on the divergence between discrete distributions. Traditionally, estimators rely on two independent samples corresponding to two distinct conditions. However, we propose a one-sample estimator where the condition results from a random event. We establish the estimator’s asymptotic unbiasedness (law of large numbers) and asymptotic normality (central limit theorem). Although the results are expected, the proofs require additional technical work due to the randomness of the conditions. Full article
(This article belongs to the Special Issue Mathematical Modeling and Applications in Industrial Organization)
22 pages, 11909 KiB  
Article
Performance Analysis of UAV-IRS Relay Multi-Hop FSO/THz Link
by Yawei Wang, Rongpeng Liu, Jia Yuan, Jingwei Lu, Ziyang Wang, Ruihuan Wu, Zhongchao Wei and Hongzhan Liu
Electronics 2024, 13(16), 3247; https://doi.org/10.3390/electronics13163247 - 15 Aug 2024
Viewed by 1701
Abstract
As the era of sixth-generation (6G) communications approaches, there will be an unprecedented increase in the number of wireless internet-connected devices and a sharp rise in mobile data traffic. Faced with the scarcity of spectrum resources in traditional communication networks and challenges such [...] Read more.
As the era of sixth-generation (6G) communications approaches, there will be an unprecedented increase in the number of wireless internet-connected devices and a sharp rise in mobile data traffic. Faced with the scarcity of spectrum resources in traditional communication networks and challenges such as rapidly establishing communications after disasters, this study leverages unmanned aerial vehicles (UAVs) to promote an integrated multi-hop communication system combining free-space optical (FSO) communication, terahertz (THz) technology, and intelligent reflecting surface (IRS). This innovative amalgamation capitalizes on the flexibility of UAVs, the deployability of IRS, and the complementary strengths of FSO and THz communications. We have developed a comprehensive channel model that includes the effects of atmospheric turbulence, attenuation, pointing errors, and angle-of-arrival (AOA) fluctuations. Furthermore, we have derived probability density functions (PDFs) and cumulative distribution functions (CDFs) for various switching techniques. Employing advanced methods such as Gaussian–Laguerre quadrature and the central limit theorem (CLT), we have calculated key performance indicators including the average outage probability, bit error rate (BER), and channel capacity. The numerical results demonstrate that IRS significantly enhances the performance of the UAV-based hybrid FSO/THz system. The research indicates that optimizing the number of IRS elements can substantially increase throughput and reliability while minimizing switching costs. Additionally, the multi-hop approach specifically addresses the line-of-sight (LoS) dependency limitations inherent in FSO and THz systems by utilizing UAVs as dynamic relay points. This strategy effectively bridges longer distances, overcoming physical and atmospheric obstacles, and ensures stable communication links even under adverse conditions. This study underscores that the enhanced multi-hop FSO/THz link is highly effective for emergency communications after disasters, addressing the challenge of scarce spectrum resources. By strategically deploying UAVs as relay points in a multi-hop configuration, the system achieves greater flexibility and resilience, making it highly suitable for critical communication scenarios where traditional networks might fail. Full article
(This article belongs to the Special Issue Advanced Optical Wireless Communication Systems)
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17 pages, 522 KiB  
Review
From Classical to Modern Nonlinear Central Limit Theorems
by Vladimir V. Ulyanov
Mathematics 2024, 12(14), 2276; https://doi.org/10.3390/math12142276 - 21 Jul 2024
Cited by 4 | Viewed by 2110
Abstract
In 1733, de Moivre, investigating the limit distribution of the binomial distribution, was the first to discover the existence of the normal distribution and the central limit theorem (CLT). In this review article, we briefly recall the history of classical CLT and martingale [...] Read more.
In 1733, de Moivre, investigating the limit distribution of the binomial distribution, was the first to discover the existence of the normal distribution and the central limit theorem (CLT). In this review article, we briefly recall the history of classical CLT and martingale CLT, and introduce new directions of CLT, namely Peng’s nonlinear CLT and Chen–Epstein’s nonlinear CLT, as well as Chen–Epstein’s nonlinear normal distribution function. Full article
(This article belongs to the Special Issue New Trends in Stochastic Processes, Probability and Statistics)
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20 pages, 2552 KiB  
Article
Identifying the Effect of Cognitive Motivation with the Method Based on Temporal Association Rule Mining Concept
by Tustanah Phukhachee, Suthathip Maneewongvatana, Chayapol Chaiyanan, Keiji Iramina and Boonserm Kaewkamnerdpong
Sensors 2024, 24(9), 2857; https://doi.org/10.3390/s24092857 - 30 Apr 2024
Cited by 2 | Viewed by 1544
Abstract
Being motivated has positive influences on task performance. However, motivation could result from various motives that affect different parts of the brain. Analyzing the motivation effect from all affected areas requires a high number of EEG electrodes, resulting in high cost, inflexibility, and [...] Read more.
Being motivated has positive influences on task performance. However, motivation could result from various motives that affect different parts of the brain. Analyzing the motivation effect from all affected areas requires a high number of EEG electrodes, resulting in high cost, inflexibility, and burden to users. In various real-world applications, only the motivation effect is required for performance evaluation regardless of the motive. Analyzing the relationships between the motivation-affected brain areas associated with the task’s performance could limit the required electrodes. This study introduced a method to identify the cognitive motivation effect with a reduced number of EEG electrodes. The temporal association rule mining (TARM) concept was used to analyze the relationships between attention and memorization brain areas under the effect of motivation from the cognitive motivation task. For accuracy improvement, the artificial bee colony (ABC) algorithm was applied with the central limit theorem (CLT) concept to optimize the TARM parameters. From the results, our method can identify the motivation effect with only FCz and P3 electrodes, with 74.5% classification accuracy on average with individual tests. Full article
(This article belongs to the Special Issue EEG Signal Processing Techniques and Applications—2nd Edition)
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27 pages, 491 KiB  
Article
Performance Analysis of Centralized Cooperative Schemes for Compressed Sensing
by Luca Rugini and Paolo Banelli
Sensors 2024, 24(2), 661; https://doi.org/10.3390/s24020661 - 20 Jan 2024
Cited by 2 | Viewed by 1459
Abstract
This paper presents a performance analysis of centralized spectrum sensing based on compressed measurements. We assume cooperative sensing, where unlicensed users individually perform compressed sensing and send their results to a fusion center, which makes the final decision about the presence or absence [...] Read more.
This paper presents a performance analysis of centralized spectrum sensing based on compressed measurements. We assume cooperative sensing, where unlicensed users individually perform compressed sensing and send their results to a fusion center, which makes the final decision about the presence or absence of a licensed user signal. Several cooperation schemes are considered, such as and-rule, or-rule, majority voting, soft equal-gain combining (EGC). The proposed analysis provides simplified closed-form expressions that calculate the required number of sensors, the required number of samples, the required compression ratio, and the required signal-to-noise ratio (SNR) as a function of the probability of detection and the probability of the false alarm of the fusion center and of the sensors. The resulting expressions are derived by exploiting some accurate approximations of the test statistics of the fusion center and of the sensors, equipped with energy detectors. The obtained results are useful, especially for a low number of sensors and low sample sizes, where conventional closed-form expressions based on the central limit theorem (CLT) fail to provide accurate approximations. The proposed analysis also allows the self-computation of the performance of each sensor and of the fusion center with reduced complexity. Full article
(This article belongs to the Special Issue Cognitive Radio Networks: Technologies, Challenges and Applications)
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5 pages, 251 KiB  
Proceeding Paper
On Estimation of the Remainder Term in New Asymptotic Expansions in the Central Limit Theorem
by Vitaly Sobolev and Sergey Ramodanov
Comput. Sci. Math. Forum 2023, 7(1), 60; https://doi.org/10.3390/IOCMA2023-14423 - 28 Apr 2023
Viewed by 804
Abstract
We offer a new asymptotic expansion with an explicit remainder estimate in the central limit theorem. The results obtained are essentially based on new forms of asymptotic expansions in the central limit theorem. We also present a more accurate estimation of the CLT-expansions [...] Read more.
We offer a new asymptotic expansion with an explicit remainder estimate in the central limit theorem. The results obtained are essentially based on new forms of asymptotic expansions in the central limit theorem. We also present a more accurate estimation of the CLT-expansions remainder which is rigorously proved and backed up numerically. It is shown that our approach can be used for further refinement of allied asymptotic expansions. Full article
20 pages, 356 KiB  
Article
A Moment Approach for a Conditional Central Limit Theorem of Infinite-Server Queue: A Case of M/MX/ Queue
by Ayane Nakamura  and Tuan Phung-Duc 
Mathematics 2023, 11(9), 2088; https://doi.org/10.3390/math11092088 - 27 Apr 2023
Cited by 3 | Viewed by 2365
Abstract
Several studies have been conducted on scaling limits for Markov-modulated infinite-server queues. To the best of our knowledge, most of these studies adopt an approach to prove the convergence of the moment-generating function (or characteristic function) of the random variable that represents a [...] Read more.
Several studies have been conducted on scaling limits for Markov-modulated infinite-server queues. To the best of our knowledge, most of these studies adopt an approach to prove the convergence of the moment-generating function (or characteristic function) of the random variable that represents a scaled version of the number of busy servers and show the weak law of large numbers and the central limit theorem (CLT). In these studies, an essential assumption is the finiteness of the phase process and, in most of them, the CLT for the number of busy servers conditional on the phase (or the joint states) has not been considered. This paper proposes a new method called the moment approach to address these two limitations in an infinite-server batch service queue, which is called the M/MX/ queue. We derive the conditional weak law of large numbers and a recursive formula that suggests the conditional CLT. We derive series expansion of the conditional raw moments, which are used to confirm the conditional CLT by a symbolic algorithm. Full article
(This article belongs to the Special Issue Queue and Stochastic Models for Operations Research II)
18 pages, 5473 KiB  
Article
Accuracy and Precision Improvement of Temperature Measurement Using Statistical Analysis/Central Limit Theorem
by Francisco Antônio Belo, Manoel Brasileiro Soares, Abel Cavalcante Lima Filho, Thyago Leite de Vasconcelos Lima and Marceu Oliveira Adissi
Sensors 2023, 23(6), 3210; https://doi.org/10.3390/s23063210 - 17 Mar 2023
Cited by 5 | Viewed by 5909
Abstract
This paper describes a method for increasing the accuracy and precision of temperature measurements of a liquid based on the central limit theorem. A thermometer immersed in a liquid exhibits a response with determined accuracy and precision. This measurement is integrated with an [...] Read more.
This paper describes a method for increasing the accuracy and precision of temperature measurements of a liquid based on the central limit theorem. A thermometer immersed in a liquid exhibits a response with determined accuracy and precision. This measurement is integrated with an instrumentation and control system that imposes the behavioral conditions of the central limit theorem (CLT). The oversampling method exhibited an increasing measurement resolution. Through periodic sampling of large groups, an increase in the accuracy and formula of the increase in precision is developed. A measurement group sequencing algorithm and experimental system were developed to obtain the results of this system. Hundreds of thousands of experimental results are obtained and seem to demonstrate the proposed idea’s validity. Full article
(This article belongs to the Section Electronic Sensors)
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27 pages, 1392 KiB  
Article
Enhanced Firefly-K-Means Clustering with Adaptive Mutation and Central Limit Theorem for Automatic Clustering of High-Dimensional Datasets
by Abiodun M. Ikotun and Absalom E. Ezugwu
Appl. Sci. 2022, 12(23), 12275; https://doi.org/10.3390/app122312275 - 30 Nov 2022
Cited by 11 | Viewed by 3020
Abstract
Metaheuristic algorithms have been hybridized with the standard K-means to address the latter’s challenges in finding a solution to automatic clustering problems. However, the distance calculations required in the standard K-means phase of the hybrid clustering algorithms increase as the number of clusters [...] Read more.
Metaheuristic algorithms have been hybridized with the standard K-means to address the latter’s challenges in finding a solution to automatic clustering problems. However, the distance calculations required in the standard K-means phase of the hybrid clustering algorithms increase as the number of clusters increases, and the associated computational cost rises in proportion to the dataset dimensionality. The use of the standard K-means algorithm in the metaheuristic-based K-means hybrid algorithm for the automatic clustering of high-dimensional real-world datasets poses a great challenge to the clustering performance of the resultant hybrid algorithms in terms of computational cost. Reducing the computation time required in the K-means phase of the hybrid algorithm for the automatic clustering of high-dimensional datasets will inevitably reduce the algorithm’s complexity. In this paper, a preprocessing phase is introduced into the K-means phase of an improved firefly-based K-means hybrid algorithm using the concept of the central limit theorem to partition the high-dimensional dataset into subgroups of randomly formed subsets on which the K-means algorithm is applied to obtain representative cluster centers for the final clustering procedure. The enhanced firefly algorithm (FA) is hybridized with the CLT-based K-means algorithm to automatically determine the optimum number of cluster centroids and generate corresponding optimum initial cluster centroids for the K-means algorithm to achieve optimal global convergence. Twenty high-dimensional datasets from the UCI machine learning repository are used to investigate the performance of the proposed algorithm. The empirical results indicate that the hybrid FA-K-means clustering method demonstrates statistically significant superiority in the employed performance measures and reducing computation time cost for clustering high-dimensional dataset problems, compared to other advanced hybrid search variants. Full article
(This article belongs to the Special Issue Evolutionary Algorithms and Large-Scale Real-World Applications)
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16 pages, 323 KiB  
Article
Law of Large Numbers, Central Limit Theorem, and Law of the Iterated Logarithm for Bernoulli Uncertain Sequence
by Ziyi Qu, Zhaojun Zong and Feng Hu
Symmetry 2022, 14(8), 1642; https://doi.org/10.3390/sym14081642 - 9 Aug 2022
Cited by 3 | Viewed by 2384
Abstract
In order to describe human uncertainty more precisely, Baoding Liu established uncertainty theory. Thus far, uncertainty theory has been successfully applied to uncertain finance, uncertain programming, uncertain control, etc. It is well known that the limit theorems represented by law of large numbers [...] Read more.
In order to describe human uncertainty more precisely, Baoding Liu established uncertainty theory. Thus far, uncertainty theory has been successfully applied to uncertain finance, uncertain programming, uncertain control, etc. It is well known that the limit theorems represented by law of large numbers (LLN), central limit theorem (CLT), and law of the iterated logarithm (LIL) play a critical role in probability theory. For uncertain variables, basic and important research is also to obtain the relevant limit theorems. However, up to now, there has been no research on these limit theorems for uncertain variables. The main results to emerge from this paper are a strong law of large numbers (SLLN), a weak law of large numbers (WLLN), a CLT, and an LIL for Bernoulli uncertain sequence. For studying these theorems, we first propose an assumption, which can be regarded as a generalization of the duality axiom for uncertain measure in the case that the uncertainty space can be finitely partitioned. Additionally, several new notions such as weakly dependent, Bernoulli uncertain sequence, and continuity from below or continuity from above of uncertain measure are introduced. As far as we know, this is the first study of the LLN, the CLT, and the LIL for uncertain variables. All the theorems proved in this paper can be applied to uncertain variables with symmetric or asymmetric distributions. In particular, the limit of uncertain variables is symmetric in (c) of the third theorem, and the asymptotic distribution of uncertain variables in the fifth theorem is symmetrical. Full article
(This article belongs to the Special Issue Fuzzy Set Theory and Uncertainty Theory)
12 pages, 266 KiB  
Article
Non-Markovian Inverse Hawkes Processes
by Youngsoo Seol
Mathematics 2022, 10(9), 1413; https://doi.org/10.3390/math10091413 - 22 Apr 2022
Cited by 2 | Viewed by 1827
Abstract
Hawkes processes are a class of self-exciting point processes with a clustering effect whose jump rate is determined by its past history. They are generally regarded as continuous-time processes and have been widely applied in a number of fields, such as insurance, finance, [...] Read more.
Hawkes processes are a class of self-exciting point processes with a clustering effect whose jump rate is determined by its past history. They are generally regarded as continuous-time processes and have been widely applied in a number of fields, such as insurance, finance, queueing, and statistics. The Hawkes model is generally non-Markovian because its future development depends on the timing of past events. However, it can be Markovian under certain circumstances. If the exciting function is an exponential function or a sum of exponential functions, the model can be Markovian with a generator of the model. In contrast to the general Hawkes processes, the inverse Hawkes process has some specific features and self-excitation indicates severity. Inverse Markovian Hawkes processes were introduced by Seol, who studied some asymptotic behaviors. An extended version of inverse Markovian Hawkes processes was also studied by Seol. With this paper, we propose a non-Markovian inverse Hawkes process, which is a more general inverse Hawkes process that features several existing models of self-exciting processes. In particular, we established both the law of large numbers (LLN) and Central limit theorems (CLT) for a newly considered non-Markovian inverse Hawkes process. Full article
(This article belongs to the Special Issue Probability, Statistics and Their Applications 2021)
24 pages, 910 KiB  
Article
Large Intelligent Surfaces Communicating Through Massive MIMO Rayleigh Fading Channels
by Ricardo Coelho Ferreira, Michelle S. P. Facina, Felipe A. P. de Figueiredo, Gustavo Fraidenraich and Eduardo Rodrigues de Lima
Sensors 2020, 20(22), 6679; https://doi.org/10.3390/s20226679 - 22 Nov 2020
Cited by 11 | Viewed by 3684
Abstract
Large intelligent surfaces (LIS) promises not only to improve the signal to noise ratio, and spectral efficiency but also to reduce the energy consumption during the transmission. We consider a base station equipped with an antenna array using the maximum ratio transmission (MRT), [...] Read more.
Large intelligent surfaces (LIS) promises not only to improve the signal to noise ratio, and spectral efficiency but also to reduce the energy consumption during the transmission. We consider a base station equipped with an antenna array using the maximum ratio transmission (MRT), and a large reflector array sending signals to a single user. Each subchannel is affected by the Rayleigh flat fading, and the reflecting elements perform non-perfect phase correction which introduces a Von Mises distributed phase error. Based on the central limit theorem (CLT), we conclude that the overall channel has an equivalent Gamma fading whose parameters are derived from the moments of the channel fading between the antenna array and LIS, and also from the LIS to the single user. Assuming that the equivalent channel can be modeled as a Gamma distribution, we propose very accurate closed-form expressions for the bit error probability and a very tight upper bound. For the case where the LIS is not able to perform perfect phase cancellation, that is, under phase errors, it is possible to analyze the system performance considering the analytical approximations and the simulated results obtained using the well known Monte Carlo method. The analytical expressions for the parameters of the Gamma distribution are very difficult to be obtained due to the complexity of the nonlinear transformations of random variables with non-zero mean and correlated terms. Even with perfect phase cancellation, all the fading coefficients are complex due to the link between the user and the base station that is not neglected in this paper. Full article
(This article belongs to the Section Intelligent Sensors)
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9 pages, 253 KiB  
Article
The Role of the Central Limit Theorem in the Heterogeneous Ensemble of Brownian Particles Approach
by Silvia Vitali, Iva Budimir, Claudio Runfola and Gastone Castellani
Mathematics 2019, 7(12), 1145; https://doi.org/10.3390/math7121145 - 23 Nov 2019
Cited by 5 | Viewed by 3497
Abstract
The central limit theorem (CLT) and its generalization to stable distributions have been widely described in literature. However, many variations of the theorem have been defined and often their applicability in practical situations is not straightforward. In particular, the applicability of the CLT [...] Read more.
The central limit theorem (CLT) and its generalization to stable distributions have been widely described in literature. However, many variations of the theorem have been defined and often their applicability in practical situations is not straightforward. In particular, the applicability of the CLT is essential for a derivation of heterogeneous ensemble of Brownian particles (HEBP). Here, we analyze the role of the CLT within the HEBP approach in more detail and derive the conditions under which the existing theorems are valid. Full article
(This article belongs to the Special Issue Advanced Mathematical Methods: Theory and Applications)
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