Central limit theorems for multivariate Bessel processes in the freezing regime II: The covariance matrices.
Sergio AndrausMichael VoitPublished in: J. Approx. Theory (2019)
Keyphrases
- covariance matrices
- multivariate normal
- covariance matrix
- limit theorems
- maximum likelihood
- heavy traffic
- gaussian distribution
- distance measure
- vector space
- gaussian mixture model
- confidence intervals
- steady state
- principal component analysis
- sample size
- feature vectors
- decision trees
- gaussian mixture
- queue length
- optimal policy
- active learning