The search session has expired. Please query the service again.
Displaying 1261 –
1280 of
10055
We study different types of asymptotic behaviour in the set of (infinite dimensional) nonhomogeneous chains of stochastic operators acting on L¹(μ) spaces. In order to examine its structure we consider different norm and strong operator topologies. To describe the nature of the set of nonhomogeneous chains of Markov operators with a particular limit behaviour we use the category theorem of Baire. We show that the geometric structure of the set of those stochastic operators which have asymptotically...
The BIPF algorithm is a Markovian algorithm with the purpose of simulating certain probability distributions supported by contingency tables belonging to hierarchical log-linear models. The updating steps of the algorithm depend only on the required expected marginal tables over the maximal terms of the hierarchical model. Usually these tables are marginals of a positive joint table, in which case it is well known that the algorithm is a blocking Gibbs Sampler. But the algorithm makes sense even...
We study the asymptotic behaviour, as n → ∞, of the Lebesgue measure of the set for a random k-dimensional subspace E ⊂ ℝⁿ and an isotropic convex body K ⊂ ℝⁿ. For k growing slowly to infinity, we prove it to be close to the suitably normalised Gaussian measure in of a t-dilate of the Euclidean unit ball. Some of the results hold for a wider class of probabilities on ℝⁿ.
Asymptotic convergence theorems for semigroups of nonnegative operators on a Banach lattice, on C(X) and on (1 ≤ p ≤ ∞) are proved. The general results are applied to a class of semigroups generated by some differential equations.
We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.
We prove uniqueness of the invariant measure and the exponential convergence to equilibrium
for a stochastic dissipative system whose drift is perturbed by a bounded function.
The problem to be treated in this note is concerned with the asymptotic behaviour of stochastic semigroups, as the time becomes very large. The subject is largely motived by the Theory of Markov processes. Stochastic semigroups usually arise from pure probabilistic problems such as random walks stochastic differential equations and many others.An outline of the paper is as follows. Section one deals with the basic definitions relative to K-positivity and stochastic semigroups. Asymptotic behaviour...
A new class of CED systems, providing insight into behaviour of physical disordered materials, is introduced. It includes systems in which the conditionally exponential decay property can be attached to each entity. A limit theorem for the normalized minimum of a CED system is proved. Employing different stable schemes the universal characteristics of the behaviour of such systems are derived.
The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation results...
The P.O.T. (Peaks-Over-Threshold) approach
consists of using the Generalized Pareto Distribution (GPD)
to approximate the distribution of excesses over a threshold.
We use the probability-weighted moments
to estimate the parameters of the approximating distribution.
We study the asymptotic behaviour of
these estimators (in particular their asymptotic bias) and also the
functional bias of the GPD as an estimate of the
distribution function of the excesses. We adapt penultimate
approximation results...
We prove asymptotic equipartition properties for simple hierarchical structures (modelled as multitype Galton-Watson trees) and networked structures (modelled as randomly coloured random graphs). For example, for large n, a networked data structure consisting of n units connected by an average number of links of order n / log n can be coded by about H × n bits, where H is an explicitly defined entropy. The main technique in our proofs are large deviation principles for suitably defined empirical...
We prove asymptotic equipartition properties for simple hierarchical structures (modelled as multitype Galton-Watson trees) and networked structures (modelled as randomly coloured random graphs). For example, for large n, a networked data structure consisting of n units connected by an average number of links of order n / log n can be coded by about H × n bits, where H is an explicitly defined entropy. The main technique in our proofs are large deviation principles for suitably defined empirical...
Currently displaying 1261 –
1280 of
10055