Page 1 Next

Displaying 1 – 20 of 24

Showing per page

On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums

Tran Loc Hung, Phan Tri Kien, Nguyen Tan Nhut (2019)

Kybernetika

Geometric random sums arise in various applied problems like physics, biology, economics, risk processes, stochastic finance, queuing theory, reliability models, regenerative models, etc. Their asymptotic behaviors with convergence rates become a big subject of interest. The main purpose of this paper is to study the asymptotic behaviors of normalized geometric random sums of independent and identically distributed random variables via Gnedenko's Transfer Theorem. Moreover, using the Zolotarev probability...

On the bounded laws of iterated logarithm in Banach space

Dianliang Deng (2010)

ESAIM: Probability and Statistics

In the present paper, by using the inequality due to Talagrand's isoperimetric method, several versions of the bounded law of iterated logarithm for a sequence of independent Banach space valued random variables are developed and the upper limits for the non-random constant are given.

On the bounded laws of iterated logarithm in Banach space

Dianliang Deng (2005)

ESAIM: Probability and Statistics

In the present paper, by using the inequality due to Talagrand’s isoperimetric method, several versions of the bounded law of iterated logarithm for a sequence of independent Banach space valued random variables are developed and the upper limits for the non-random constant are given.

On the discretization in time of parabolic stochastic partial differential equations

Jacques Printems (2001)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker notion...

On the discretization in time of parabolic stochastic partial differential equations

Jacques Printems (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation. In this part, all the coefficients are globally Lipchitz. The case when the nonlinearity is only locally Lipchitz is then treated. For the sake of simplicity, we restrict our attention to the Burgers equation. We are not able in this case to compute a pathwise order of the approximation, we introduce the weaker notion...

Currently displaying 1 – 20 of 24

Page 1 Next