共查询到20条相似文献,搜索用时 15 毫秒
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本文引入任意随机变量序列随机极限对数似然比概念,作为任意相依随机序列联合分布与其边缘乘积分布“不相似”性的一种度量,利用构造新的密度函数方法来建立几乎处处收敛的上鞅,在适当的条件下,给出了任意受控随机序列的一类随机偏差定理. 相似文献
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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
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Signed permutations form a group known as the hyperoctahedral group. We bound the rate of convergence to uniformity for a
certain random walk on the hyperoctahedral group that is generated by random reversals. Specifically, we determine that O(n log n) steps are both necessary and sufficient for total variation distance and ℓ2 distance to become small. This random walk arose as the result of an effort in molecular biology to model certain types of
genome rearrangements. 相似文献
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Strong convergence results are obtained for vector-valued random fields. Substantial development of Banach-valued random fields and summability results is needed to provide the framework for the major results since many plausible extensions fail for multi-indexed Banach-valued random variables. This development yields general convergence results for random fields in Banach spaces, including an Ito-Nisio theorem and strong laws of large numbers. 相似文献
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The purpose of this paper is to introduce a class of new random completely generalized set-valued implicit quasi-variational inequalities, to construct new random iterative algorithms, and to give some existence theorems of random solutions for this class of random completely generalized set-valued implicit quasi-variational inequalities. We also prove the convergence of random iterative sequences generated by the algorithms. Our results extend and improve the earlier and recent results. 相似文献
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关于投影算子随机乘积序列的收敛性 总被引:1,自引:0,他引:1
投影算子随机乘积的收敛性奠定广泛应用数学方法的理论基础,本文将在某些宽松条件下研究并肯定回答有关投影算子随机乘积序列收敛性的两个问题. 相似文献
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假定环境是平稳遍历的,对具有有限跳幅的随机环境中的随机游动,该文给出了其常返性暂留性的另一证明.Bremont(2002)的文章中,通过计算逃逸概率的方法给出了证明,而该文的证明采用了鞅收敛定理的方法. 相似文献
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K. Wlodarczyk D. Klim E. Gontarek 《Proceedings of the American Mathematical Society》2000,128(12):3475-3482
Conditions guaranteeing the uniform convergence to constant maps of random iterations of holomorphic contractions on unbounded domains in complex Banach spaces are established.
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New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given. 相似文献
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We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidean space. We find the asymptotics for the exit time from the cone and study weak convergence of the process conditioned on not leaving the cone. We get quasistationarity of its limiting distribution. Finally we construct a version of the random walk conditioned to never leave the cone. 相似文献
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《随机分析与应用》2013,31(4):1067-1083
Abstract The strong laws of large numbers with the convergence in the sense of the uniform Hausdorff metric for stationary sequences of random upper semicontinuous functions is established. This approach allows us to deduce many results on the convergence in uniform Hausdorff metric of random upper semicontinuous functions from the relevant results on real-valued random variables that appear as their support functions. 相似文献
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Carlos G. Pacheco-González 《随机分析与应用》2013,31(6):1191-1200
Abstract We approximate the normal inverse Gaussian (NIG) process with random summations. The random sum we introduce is a random walk subordinated to the first passage time of another independent random walk; the model is interpreted as an internal mechanism at small scale that generates the NIG process. The main result is a functional limit theorem of weak convergence in the Skorohod topology. 相似文献
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B值随机元阵列的完全收敛性及大数定律 总被引:6,自引:1,他引:5
该文在随机元阵列随机有界于某非负随机变量的条件下,得到了B值随机元阵列完全收敛性的一般性结论,并讨论了随机元阵列加权和的收敛性,使[5][6]中的结果得到了改进和推广.同时讨论了完全收敛性与Banach空间p型(1<P≤2)性质的等价性,使[14],[15]中的结果得到进一步的改进. 相似文献
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A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator
by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and technically
less demanding than other existing ones. In a large part of the theory one has a.s. uniform convergence on compacts. In particular,
the method gives a.s. convergence for the stochastic integral of a finite variation function of the integrator, which is not
càdlàg in general.
Research of T. Szabados was supported by a Hungarian National Research Foundation (OTKA) grant No. T42496.
Research of B. Székely was supported by the HSN laboratory of BUTE. 相似文献
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Yuncheng You 《Journal of Applied Analysis & Computation》2016,6(4):1000-1022
Asymptotic pullback dynamics of a typical stochastic reaction-diffusion system, the reversible Schnackenberg equations, with multiplicative white noise is investigated. The robustness of random attractor with respect to the reverse reaction rate as it tends to zero is proved through the uniform pullback absorbing property and the uniform convergence of reversible to non-reversible cocycles. This result means that, even if the reverse reactions would be neglected, the dynamics of this class of stochastic reversible reaction-diffusion systems can still be captured by the random attractor of the non-reversible stochastic raction-diffusion system in a long run. 相似文献