共查询到20条相似文献,搜索用时 9 毫秒
1.
假定F是一个由函数组成的集合.在这篇文章中,我们研究了指标集F上2阶的随机加权U-过程的条件弱收敛性质,导出了U-过程的随机加权逼近. 相似文献
2.
In this paper, we prove that two-parameter Volterra multifractional process can be approximated in law in the topology of the anisotropic Besov spaces by the family of processes{B_n(s,t)},n∈N defined by B_n(s,t)=∫_0~s ∫_0~tk_(a(s))(s,u)K_(β(t))(t,u)θ_(n(u,v))dudv,here {θ_n(u, v)}n∈N is a family of processes, converging in law to a Brownian sheet as n→∞,based on the well known Donsker's theorem. 相似文献
3.
Li-Xin Zhang 《Journal of multivariate analysis》2001,78(2):27
Let {Xn, n1} be a sequence of stationary negatively associated random variables, Sj(l)=∑li=1 Xj+i, Sn=∑ni=1 Xi. Suppose that f(x) is a real function. Under some suitable conditions, the central limit theorem and the weak convergence for sums
are investigated. Applications to limiting distributions of estimators of Var Sn are also discussed. 相似文献
4.
Based on the asymptotically almost negatively associated(AANA) random vari-ables, we investigate the complete moment convergence for a moving average process under the moment condition E[Y log(1+Y )] < ∞. As an application, Marcinkiewicz-Zygmund-type strong law of large numbers for this moving average process is presented in this paper. 相似文献
5.
6.
讨论了B-值随机变量序列加权和的弱大数定律及Lr收敛性,同时获得了稳定P型Banach空间性质的刻画. 相似文献
7.
Weak and Strong Convergence of Solutions to Accretive Operator Inclusions and Applications 总被引:7,自引:0,他引:7
Our purpose in this paper is to approximate solutions of accretive operators in Banach spaces. Motivated by Halpern's iteration and Mann's iteration, we prove weak and strong convergence theorems for resolvents of accretive operators. Using these results, we consider the convex minimization problem of finding a minimizer of a proper lower semicontinuous convex function and the variational problem of finding a solution of a variational inequality. 相似文献
8.
We study the problem of the approximation in law of the Rosenblatt sheet. We prove the convergence in law of two families of process to the Rosenblatt sheet: the first one is constructed from a Poisson process in the plane and the second one is based on random walks. 相似文献
9.
《随机分析与应用》2013,31(2):315-332
Abstract In this paper, we introduce and research the vague convergence of semimartingale random measures in distribution. The conditions are provided for the vague convergence of semimartingale random measures and the convergence of stochastic integrals with respect to semimartingale random measures in distribution. 相似文献
10.
11.
This paper presents a set of sufficient conditions for a sequence of semimartingales to converge weakly to a solution of a stochastic differential equation (SDE) with discontinuous drift and diffusion coefficients. This result is closely related to a well-known weak-convergence theorem due to Liptser and Shiryayev (see [27]) which proves the weak convergence to a solution of a SDE with continuous drift and diffusion coefficients in the Skorokhod–Lindvall J
1-topology.The goal of this paper is to obtain a stronger result in order to solve outstanding problems in the area of large-scale queueing networks – in which the weak convergence of normalized queueing length is a solution of a SDE with discontinuous coefficients. To do this we need to make the stronger assumptions: (1) replacing the convergence in probability of the triplets of a sequence of semimartingales in the original Liptser and Shiryayev's theorem by stronger convergence in L
2, (2) assuming the diffusion coefficient is coercive, and (3) assuming the discontinuity sets of the coefficients of the limit diffusion processs are of Lebesgue measure zero. 相似文献
12.
Let {Y
i
;−∞<i<∞} be a doubly infinite sequence of independent random elements taking values in a separable real Banach space and stochastically
dominated by a random variable X. Let {a
i
;−∞<i<∞} be an absolutely summable sequence of real numbers and set V
i
=∑
k=−∞∞
a
i+k
Y
i
,i≥1. In this paper, we derive that if
and E|X|
μ
log
ρ
|X|<0, for some μ (0<μ<2, μ≠1) and ρ>0 then
for all ε>0.
This work was partially supported by the Korean Research Foundation Grant funded by the Korean Government (KRF-2006-353-C00006,
KRF-2006-251-C00026). 相似文献
13.
Luděk Nechvátal 《Applications of Mathematics》2004,49(2):97-110
Two-scale convergence is a special weak convergence used in homogenization theory. Besides the original definition by Nguetseng and Allaire two alternative definitions are introduced and compared. They enable us to weaken requirements on the admissibility of test functions (x, y). Properties and examples are added. 相似文献
14.
In this paper, we investigate the convergence rate to the normal law of the distribution of the logarithm of the degree of the splitting field of a random polynomial over a finite field F
q. The exact convergence rate is obtained. A similar result is proved for the distribution of the order of a random permutation. 相似文献
15.
利用随机的Bernstein多项式研究随机逼近问题具有一定的意义.借助弱收敛的概念,从分布函数的角度,讨论了随机Bernstein多项式依分布收敛问题.同时,与依概率收敛结果相比较,以此说明Bernstein多项式序列依分布收敛适用的范围更广. 相似文献
16.
17.
Necessary and sufficient conditions for convergence in distribution of products of i.i.d. d× d random circulant matrices are established here. The important role played by matrices in SO(d) is pointed out, and the validity of this result is shown to also hold for a class of Toeplitz matrices. 相似文献
18.
Christophe Cuny 《Journal of Theoretical Probability》2003,16(4):923-933
Let G be a locally compact -compact group with right Haar measure m and a regular probability measure on G. We say that is weakly mixing if for all gL
(G) and all fL
1(G) with fdm=0 we have n
–1
n
k=1|
k
*f,g|0. We show that is weakly mixing if and only if is ergodic and strictly aperiodic. To prove this we use and prove some results about unimodular eigenvalues for general Markov operators. 相似文献
19.
行为NA的随机变量阵列的完全收敛性 总被引:2,自引:0,他引:2
根据 NA序列的一个矩不等式 ,研究了行为 NA的随机变量阵列的完全收敛性和依概率收敛性 ,所得结果 ,推广了行独立随机变量阵列相应的结果 相似文献
20.
We suggest sufficient conditions for the existence of weak limits of solutions of the Liouville equation as time increases indefinitely. The presence of the weak limit of the probability distribution density leads to a new interpretation of the second law of thermodynamics for entropy increase. 相似文献