排序方式: 共有4条查询结果,搜索用时 93 毫秒
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1.
Harry A. Guess 《Stochastic Processes and their Applications》1973,1(3):287-306
We prove that the sequence of stochastic processes obtained from Wright-Fisher models by transforming the time scales and state spaces in the usual way converges weakly to a diffusion process on the time interval [0,∞). Convergence of fixation probabilities and fixation time distributions are obtained as corollaries. These results extend a theorem of Watterson, who proved convergence in distribution to a diffusion at any given single time point for these processes. 相似文献
2.
Donald L. Iglehart 《Stochastic Processes and their Applications》1973,1(1):11-31
Compound stochastic processes are constructed by taking the superpositive of independent copies of secondary processes, each of which is initiated at an epoch of a renewal process called the primary process. Suppose there are M possible k-dimensional secondary processes {ξv(t):t?0}, v=1,2,…,M. At each epoch of the renewal process {A(t):t?0} we initiate a random number of each of the M types. Let ml:l?1} be a sequence of M-dimensional random vectors whose components specify the number of secondary processes of each type initiated at the various epochs. The compound process we study is , where the ξvlj() are independent copies of ξv,mlv is the vth component of m and {τl:l?1} are the epochs of the renewal process. Our interest in this paper is to obtain functional central limit theorems for {Y(t):t?0} after appropriately scaling the time parameter and state space. A variety of applications are discussed. 相似文献
3.
Timothy J. Killeen 《Annals of the Institute of Statistical Mathematics》1979,31(1):315-317
Suppose thatX
1,X
2, ... is a sequence of absolutely continuous or integer valued random variables with corresponding probability density functionsf
n
(x). Let {φ
n
}
n=1
∞
be a sequence of real numbers, then necessary and sufficient conditions are given forn
−1 logf
n
(φ
n
)-n
−1 log P (X
n
>φ
n
)=0(1) asn→∞. 相似文献
4.
J Kuelbs 《Journal of multivariate analysis》1973,3(2):161-172
We extend the invariance principle to triangular arrays of Banach space valued random variables, and as an application derive the invariance principle for lattices of random variables. We also point out how the q-dimensional time parameter Yeh-Wiener process is naturally related to a one dimensional time Wiener process with an infinite dimensional Banach space as a state space. 相似文献
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