Convergence issues in the theory and practice of iterative aggregation/disaggregation methods.
Convergence model of interest rates of CKLS type
This paper deals with convergence model of interest rates, which explains the evolution of interest rate in connection with the adoption of Euro currency. Its dynamics is described by two stochastic differential equations – the domestic and the European short rate. Bond prices are then solutions to partial differential equations. For the special case with constant volatilities closed form solutions for bond prices are known. Substituting its constant volatilities by instantaneous volatilities we...
Convergence of a branching type recursion
Convergence of a Branching Type Recursion with Non-Stationary Immigration.
Convergence of a “Gibbs-Boltzmann” random measure for a typed branching diffusion
Convergence of Banach lattice valued stochastic processes without the Radon-Nikodym property.
Convergence of coalescing nonsimple random walks to the Brownian web.
Convergence of compound probability measures on topological spaces
Convergence of conditional expectations
Convergence of conditional expectations for unbounded closed convex random sets
We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form where is a decreasing sequence of sub-σ-algebras and is a sequence of closed convex random sets in a separable Banach space.
Convergence of critical oriented percolation to super-brownian motion above dimensions
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet” condition and apply it to a class of transition operators. This gives the convergence of the series , , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet" condition and apply it to a class of transition operators. This gives the convergence of the series ∑k≥0krPkƒ, , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.
Convergence of iterates of Lasota-Mackey-Tyrcha operators
We provide sufficient and necessary conditions for asymptotic periodicity of iterates of strong Feller stochastic operators.
Convergence of iterative algorithms to common random fixed points of random operators.
Convergence of lattice trees to super-Brownian motion above the critical dimension.
Convergence of local type Dirichlet forms to a non-local type one
Convergence of martingales on manifolds of negative curvature
Convergence of randomly oscillating point patterns to the Poisson point process
Oscillating point patterns are point processes derived from a locally finite set in a finite dimensional space by i.i.d. random oscillation of individual points. An upper and lower bound for the variation distance of the oscillating point pattern from the limit stationary Poisson process is established. As a consequence, the true order of the convergence rate in variation norm for the special case of isotropic Gaussian oscillations applied to the regular cubic net is found. To illustrate these theoretical...
Convergence of sequences of iterates of random-valued vector functions
Given a probability space (Ω,, P) and a closed subset X of a Banach lattice, we consider functions f: X × Ω → X and their iterates defined by f¹(x,ω) = f(x,ω₁), , and obtain theorems on the convergence (a.s. and in L¹) of the sequence (fⁿ(x,·)).