Concrete representation of martingales.
Montgomery-Smith, Stephen (1998)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Convergence theorems for partial sums of arbitrary stochastic sequences.”
Concrete representation of martingales.
Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions.
Arcones, Miguel A. (1999)
Electronic Journal of Probability [electronic only]
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A backward particle interpretation of Feynman-Kac formulae
Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the...
On unisolvent systems
Howard B. Lambert (1971)
Czechoslovak Mathematical Journal
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On a weak form of uniform convergence
Jaroslav Fuka, Petr Holický (2005)
Commentationes Mathematicae Universitatis Carolinae
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The notion of -convergence of a sequence of functions is stronger than pointwise convergence and weaker than uniform convergence. It is inspired by the investigation of ill-posed problems done by A.N. Tichonov. We answer a question posed by M. Katětov around 1970 by showing that the only analytic metric spaces for which pointwise convergence of a sequence of continuous real valued functions to a (continuous) limit function on implies -convergence are -compact spaces. We show that...