Displaying similar documents to “Convergence theorems for partial sums of arbitrary stochastic sequences.”

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 a weak form of uniform convergence

Jaroslav Fuka, Petr Holický (2005)

Commentationes Mathematicae Universitatis Carolinae

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The notion of Δ -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 X for which pointwise convergence of a sequence of continuous real valued functions to a (continuous) limit function on X implies Δ -convergence are σ -compact spaces. We show that...