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Strong tightness as a condition of weak and almost sure convergence

Grzegorz Krupa, Wiesław Zieba (1996)

Commentationes Mathematicae Universitatis Carolinae

A sequence of random elements { X j , j J } is called strongly tight if for an arbitrary ϵ > 0 there exists a compact set K such that P j J [ X j K ] > 1 - ϵ . For the Polish space valued sequences of random elements we show that almost sure convergence of { X n } as well as weak convergence of randomly indexed sequence { X τ } assure strong tightness of { X n , n } . For L 1 bounded Banach space valued asymptotic martingales strong tightness also turns out to the sufficient condition of convergence. A sequence of r.e. { X n , n } is said to converge essentially with...

Sufficient conditions for the continuity of stationary gaussian processes and applications to random series of functions

Naresh C. Jain, Michael B. Marcus (1974)

Annales de l'institut Fourier

Let { X ( t ) , t [ 0 , 1 ] n } be a stochastically continuous, separable, Gaussian process with E [ X ( t + h ) - X ( t ) ] 2 = σ 2 ( | h | ) . A sufficient condition, in terms of the monotone rearrangement of σ , is obtained for X ( t ) to have continuous sample paths almost surely. This result is applied to a wide class of random series of functions, in particular, to random Fourier series.

Sul problema del ritorno all’equilibrio

Kai Lai Chung (1999)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Si considera, sul gruppo degli interi, una passeggiata aleatoria uscente dall’origine, i cui passi ammettano due soli possibili valori: uno strettamente negativo, l’altro strettamente positivo. Nel caso particolare in cui il primo di questi valori sia - 1 , si dà un’espressione esplicita per la legge del primo istante di ritorno nell’origine.

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