Displaying 101 – 120 of 148

Showing per page

Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case

George Anastassiou, Tomasz Rychlik (1999)

Applicationes Mathematicae

Using tools of approximation theory, we evaluate rates of bias convergence for sequences of generalized L-statistics based on i.i.d. samples under mild smoothness conditions on the weight function and simple moment conditions on the score function. Apart from standard methods of weighting, we introduce and analyze L-statistics with possibly random coefficients defined by means of positive linear functionals acting on the weight function.

Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator

Antonio Attalienti, Ioan Rasa (2008)

Czechoslovak Mathematical Journal

The paper is devoted to a careful analysis of the shape-preserving properties of the strongly continuous semigroup generated by a particular second-order differential operator, with particular emphasis on the preservation of higher order convexity and Lipschitz classes. In addition, the asymptotic behaviour of the semigroup is investigated as well. The operator considered is of interest, since it is a unidimensional Black-Scholes operator so that our results provide qualitative information on the...

Shift invariant operators and a saturation theorem

Karol Dziedziul (2003)

Applicationes Mathematicae

The properties of shift invariant operators Q h are proved: It is shown that Q has polynomial order r iff r is the rate of convergence of Q h . A weak saturation theorem is given. If f is replaced by Q f h in the weak saturation formula the asymptotics of the expression is calculated. Moreover, bootstrap approximation is introduced.

Some Applications of new Modified q-Szász–Mirakyan Operators

Ramesh P. PATHAK, Shiv Kumar SAHOO (2015)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

This paper we introducing a new sequence of positive q-integral new Modified q-Szász-Mirakyan Operators. We show that it is a weighted approximation process in the polynomial space of continuous functions defined on [ 0 , ) . Weighted statistical approximation theorem, Korovkin-type theorems for fuzzy continuous functions, an estimate for the rate of convergence and some properties are also obtained for these operators.

Currently displaying 101 – 120 of 148