<ruby id="d9npn"></ruby>

      <sub id="d9npn"><progress id="d9npn"></progress></sub>

      <nobr id="d9npn"></nobr>

      <rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

      <th id="d9npn"><meter id="d9npn"></meter></th>

      Stack Exchange Network

      Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

      Visit Stack Exchange

      All Questions

      4
      votes
      0answers
      233 views

      Asymptotic behavior of row sums in 2-d array of random variables

      Set-up. Let $f : \mathbb{N} \to \mathbb{N}$ be increasing. For each $m \in [0,1]$, consider an infinite two-dimensional array of random variables, where row $n$ has $f(n)$ variables: $B^m_{1,1}$ $B^...
      3
      votes
      0answers
      70 views

      Convergence of SDEs

      Suppose that $\{a_n(x)\}_{n \in \mathbb{N}}$ is a sequence of real-valued Lipschitz functions with domain $\mathbb{R}^d$, which converges $m$-a.e. to a Lipschitz function $a$. Suppose that $b$ is a ...
      3
      votes
      1answer
      79 views

      Convergence of function of stochastic processes

      Let $X_t$ be a fixed cadlag semi-martingale and $J_n$ be a fixed sequence of functions from $\mathbb{R}^d$ to $\mathbb{R}$ which are twice continuously differentiable. If $J_n$ converge pointwise to ...
      3
      votes
      1answer
      169 views

      Superlinear Convergence of a Markov Chain

      Suppose that we have a Markov process $\{Z_t\}_{t=0}^\infty$, where $Z_t \geq 0$ for any $t$. Assume that, conditioning on $Z_t = z_t$, we have $ \mathbb{E}\{Z_{t+1}|Z_t = z_t\} \leq \kappa z_t^2 $. ...
      2
      votes
      2answers
      360 views

      Monotone convergence theorem for stochastic integrals

      I was wondering if there exists an equivalent of a monotone convergence theorem for stochastic integrals. I looked into plenty of books and papers, but I haven't found anything useful. I would expect ...
      0
      votes
      1answer
      178 views

      Convergence of an inhomogeneous markov chain

      A markov chain is defined as $X_t=F(X_{t-1})X_{t-1}$, where $X_t$ and $X_{t-1}$ are both vector. So the transition matrix depends on the current states. I want to show that for any given initial ...
      2
      votes
      0answers
      189 views

      markov processes and ergodic theory

      For an ergodic Markov Chain $$ \frac{1}{N}\sum_{i=1}^n f(X_i) \rightarrow E_\pi[f] $$ where $\pi$ is the invariant distribution. I am also dealing with a Markovian process (a state space model to ...
      12
      votes
      1answer
      243 views

      Convergence of an implicitly defined sequence of random variables

      Let $\{X_n\}_{n\ge 1}$ be a sequence of independent identically distributed Poisson random variables with mean $\lambda^*$. Consider a sequence of random variables $\{\hat{\lambda}_{n}\}_{n\ge 1}$ ...
      9
      votes
      1answer
      413 views

      Berry-Esseen bound for martingale sequence with varying and dependent variances

      Let $(X_{1},\ldots,X_{k},\ldots)$ be a martingale difference sequence, i.e. $$ E[X_{k}|\mathcal{F}_{k-1}] = 0 $$ where $\mathcal{F}_{k-1}$ is the $\sigma$-algebra filtration at $k-1$. Let $\sigma_{...
      6
      votes
      1answer
      239 views

      Large deviation for Brownian path on $[0,\infty)$

      It seems strange to me that all we can find about Schilder's theorem in the literature is on a finite interval of Brownian path. If we equip the space of continuous function starting from $0$, ...
      2
      votes
      0answers
      224 views

      Question about the characteristics of semimartingales

      Let $D=D([0,1,R)$ be the space of cadlag (right-continuous with left limits) functions defined on [0,1] and $X:=(X_t)_{t\in [0,1]}$ be the canonical process on $D$, i.e. $X_t(x)=x(t)$ for all $x\in D$....
      4
      votes
      1answer
      459 views

      Convergence of random variables with hypergeometric distribution

      This is a very interesting conjecture of large scale property of hypergeometric distribution. Let $a>1$ be a integer constant, $N\in\mathbb{N_+}$, for any $x<N-1$, consider $N+(a-1)x$ balls in ...
      2
      votes
      0answers
      161 views

      Speed of Approach to Invariant Measure

      Let $X_t$ represent a continuous-time Markov process on $\mathbb{R}^d$, say a diffusion with locally Lipschitz coefficients. Suppose that there exists a unique invariant measure $\mu$ on the space, ...
      1
      vote
      0answers
      145 views

      Eigenvalues of matrix products [closed]

      Hi my problem is with row stochastic matrices. Its known that if we keep multiplying this row stochastic matrices, we will get a rank one row stochastic matrix. Rank one means that all the rows has ...
      2
      votes
      1answer
      300 views

      Linear or quadratic combinations of i.i.d. random variables [closed]

      I already posted this question here https://math.stackexchange.com/questions/769920/law-of-large-numbers-for-linear-quadratic-combinations-of-i-i-d-random-variab but I received no answers. Let $(X_i)...

      15 30 50 per page
      特码生肖图
      <ruby id="d9npn"></ruby>

          <sub id="d9npn"><progress id="d9npn"></progress></sub>

          <nobr id="d9npn"></nobr>

          <rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

          <th id="d9npn"><meter id="d9npn"></meter></th>

          <ruby id="d9npn"></ruby>

              <sub id="d9npn"><progress id="d9npn"></progress></sub>

              <nobr id="d9npn"></nobr>

              <rp id="d9npn"><big id="d9npn"><th id="d9npn"></th></big></rp>

              <th id="d9npn"><meter id="d9npn"></meter></th>

              pp电子游戏技巧心得 莱斯特利文森觉醒 宝石女王登陆 云南巨人财富安全吗 韦斯卡vs埃瓦尔比赛结果 浦和红钻vs广岛三箭 pc蛋蛋计划数据 神秘的诱惑电子游戏 斗牛犬图片 云达不莱梅vs费莱堡