搜索结果: 1-15 共查到“概率论 Convergence”相关记录16条 . 查询时间(0.215 秒)
The Hausdorff distance between a compact convex set K CRd and random sets
K c lRd iS studied. Basic inequalities are derived for the case of K being a convex
subset of K. If applied to special seq...
Critical Gaussian Multiplicative Chaos: Convergence of the Derivative Martingale
Critical Gaussian Multiplicative Chaos Convergence of the Derivative Martingale Probability
2012/6/29
In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching rand...
A Gamma-convergence approach to large deviations
Gamma-convergence large deviations Probability
2012/4/18
A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable map...
Consensus and Products of Random Stochastic Matrices: Exact Rate for Convergence in Probability
Consensus consensus+innovations performance analysis random network convergence in probability exponential rate
2012/3/1
Distributed consensus and other linear systems with system stochastic matrices $W_k$ emerge in various settings, like opinion formation in social networks, rendezvous of robots, and distributed infere...
Exponential convergence rates of second quantization semigroups and applications
Convergence rate tail norm entropy second quantization
2011/11/4
Exponentialconvergence rates in the L2-tail norm and entropy are characterized forthe second quantization semigroups by using the corresponding baseDirichlet form. This supplements the well known resu...
Mod-$φ$ convergence
Local limit theorem convergence to stable laws mod-gaussian convergence plane Brownian motion
2011/9/22
Abstract: Using Fourier analysis, we study local limit theorems in weak-convergence problems. Among many applications, we discuss random matrix theory, some probabilistic models in number theory, the ...
Convergence of Wigner integrals to the tetilla law
Contractions Free Brownian motion Free cumulants Free probability Non-central limit theorems Wigner chaos
2011/9/14
Abstract: If x and y are two free semicircular random variables in a non-commutative probability space (A,E) and have variance one, we call the law of 2^{-1/2}(xy+yx) the tetilla law (and we denote it...
Convergence in law for the branching random walk seen from its tip
branching random walk Convergence its tip Probability
2011/9/5
Abstract: Considering a critical branching random walk on the real line. In a recent paper, Aidekon [3] developed a powerful method to obtain the convergence in law of its minimum after a log-factor n...
On the convergence of Le Page series in Skohorod space
stable distribution Le Page series Skohorod space Probability
2011/9/2
Abstract: We consider the problem of the convergence of the so-called Le Page series in the Skohorod space $\bbD^d=\bbD([0,1],\bbR^d)$ and provide a simple criterion based on the moments of the increm...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Stochastic Shear Thickening Fluids:Strong Convergence of the Galerkin Approximation and the Energy Equality
Stochastic Shear Thickening Fluids:Strong Convergence Galerkin Approximation Energy Equality
2010/12/3
We consider a SPDE (stochastic partial differential equation) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force.Here, the extra stress tenso...
Self-Similarity and Lamperti Convergence for Families of Stochastic Processes
fractional Hougaard motion Hougaard L´ evy process Lamperti Lamperti
2010/11/26
We define a new type of self-similarity for one-parameter families of stochastic processes,
which applies to a number of important families of processes that are not self-similar in the
conventional...
Weak convergence of random walks conditioned to stay away
Weak convergence walks conditioned
2010/11/29
Let {Xn}n∈N be a sequence of i.i.d. randomvariables in Zd. Let Sk = X1 + ...+ Xk and Yn(t) be the continuous process on [0, 1] for which Yn(k/n) = Sk/√n k = 1, ..., n and which is linearly interpolate...
The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation
Berry–Esseen inequalities central limit theorem
2010/12/8
In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009)186–201] it is proved that the total variation distance between the solution f(·, t) of Kac’s equation and the Gaussian density (0,2) has...
EXPONENTIAL CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC MATHEMATICAL PROGRAMS WITH OMPLEMENTARITY CONSTRAINTS
Stochastic mathematical programs with complementarity constraints Sample average approximation Weak stationary points Exponential convergence
2007/12/11
In this paper, we propose a Sample Average Approximation (SAA) method
for a class of Stochastic Mathematical Programs with Complementarity
Constraints (SMPCC) recently considered by Birbil, G\"{u}rk...