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On m-dimensional stochastic processes in Banach spaces.

Rodolfo De Dominicis, Elvira Mascolo (1981)

Stochastica

In the present paper the authors prove a weak law of large numbers for multidimensional processes of random elements by means of the random weighting. The results obtained generalize those of Padgett and Taylor.

On mean central limit theorems for stationary sequences

Jérôme Dedecker, Emmanuel Rio (2008)

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

In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.

On Multivalued Amarts

Dorota Dudek, Wiesław Zięba (2004)

Bulletin of the Polish Academy of Sciences. Mathematics

In recent years, convergence results for multivalued functions have been developed and used in several areas of applied mathematics: mathematical economics, optimal control, mechanics, etc. The aim of this note is to give a criterion of almost sure convergence for multivalued asymptotic martingales (amarts). For every separable Banach space B the fact that every L¹-bounded B-valued martingale converges a.s. in norm to an integrable B-valued random variable (r.v.) is equivalent to the Radon-Nikodym...

On non-ergodic versions of limit theorems

Dalibor Volný (1989)

Aplikace matematiky

The author investigates non ergodic versions of several well known limit theorems for strictly stationary processes. In some cases, the assumptions which are given with respect to general invariant measure, guarantee the validity of the theorem with respect to ergodic components of the measure. In other cases, the limit theorem can fail for all ergodic components, while for the original invariant measure it holds.

On Q-independence, limit theorems and q-Gaussian distribution

Marcin Marciniak (1998)

Studia Mathematica

We formulate the notion of Q-independence which generalizes the classical independence of random variables and free independence introduced by Voiculescu. Here Q stands for a family of polynomials indexed by tiny partitions of finite sets. The analogs of the central limit theorem and Poisson limit theorem are proved. Moreover, it is shown that in some special cases this kind of independence leads to the q-probability theory of Bożejko and Speicher.

On random split of the segment

Milena Bieniek, Dominik Szynal (2005)

Applicationes Mathematicae

We consider a partition of the interval [0,1] by two partition procedures. In the first a chosen piece of [0,1] is split into halves, in the second it is split by uniformly distributed points. Initially, the interval [0,1] is divided either into halves or by a uniformly distributed random variable. Next a piece to be split is chosen either with probability equal to its length or each piece is chosen with equal probability, and then the chosen piece is split by one of the above procedures. These...

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