The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying 2061 – 2080 of 10055

Showing per page

Convergence of randomly oscillating point patterns to the Poisson point process

Jan Rataj, Ivan Saxl, Karol Pelikán (1993)

Applications of Mathematics

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

Rafał Kapica (2003)

Colloquium Mathematicae

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 f : X × Ω X defined by f¹(x,ω) = f(x,ω₁), f n + 1 ( x , ω ) = f ( f ( x , ω ) , ω n + 1 ) , and obtain theorems on the convergence (a.s. and in L¹) of the sequence (fⁿ(x,·)).

Convergence of simple random walks on random discrete trees to brownian motion on the continuum random tree

David Croydon (2008)

Annales de l'I.H.P. Probabilités et statistiques

In this article it is shown that the brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete n-vertex ordered graph trees whose search-depth functions converge to the brownian excursion as n→∞. We prove both a quenched version (for typical realisations of the trees) and an annealed version (averaged over all realisations of the trees) of our main result. The assumptions of the article cover the important example of simple random walks...

Convergence of the tail probability for weighted sums of negatively orthant dependent random variables

Haiwu Huang, Linyan Li, Xuewen Lu (2020)

Kybernetika

In this research, strong convergence properties of the tail probability for weighted sums of negatively orthant dependent random variables are discussed. Some sharp theorems for weighted sums of arrays of rowwise negatively orthant dependent random variables are established. These results not only extend the corresponding ones of Cai [4], Wang et al. [19] and Shen [13], but also improve them, respectively.

Currently displaying 2061 – 2080 of 10055