搜索结果: 1-9 共查到“数学 weak convergence”相关记录9条 . 查询时间(0.496 秒)
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions
Archimedean copula Brownian bridge empirical copula empirical process
2011/1/20
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hy...
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Weak convergence the function-indexed integrated periodogram
2010/11/24
In this paper, we study the weak convergence of the integrated periodogram indexed by classes of functions for linear processes with symmetric $\alpha$-stable innovations. Under suitable summability ...
Large deviation properties of weakly interacting processes via weak convergence methods
Large deviation properties weakly interacting processes weak convergence methods
2010/12/14
We study large deviation properties of systems of weakly interacting particles modeled by Itô stochastic differential equations (SDEs).It is known under certain conditions that the corresponding...
Weak convergence of random walks conditioned to stay away
Weak convergence walks conditioned
2010/11/29
Let {Xn}n∈N be a sequence of i.i.d. randomvariables in Zd. Let Sk = X1 + ...+ Xk and Yn(t) be the continuous process on [0, 1] for which Yn(k/n) = Sk/√n k = 1, ..., n and which is linearly interpolate...
Weak convergence theorems of three-step Noor iterative scheme for I-quasi-nonexpansive mappings in Banach spaces
The three-step Noor iterative scheme Opial’s condition
2010/9/14
We establish the weak convergence of three-step Noor iterative scheme for an I-nonexpansive mappping in a Banach space which satisfies Opial’s condition. The presented results in this paper, is connec...
Weak convergence theorems for asymptotically nonexpansive mappings
Asymptotically nonexpansive Iterative scheme Fixed point
2010/9/16
Weak convergence theorems for asymptotically nonexpansive mappings
Inequalities of Maximum of Partial Sums and Weak Convergence for a Class Weak Dependent Random Variables
$\rho^{-}$-mixing $\rho^{*}$-mixing NA rosenthal type inequalities weak convergence
2007/12/12
In this paper, we establish a Rosenthal-type inequality of the maximum of partial sums for $\rho^{-}$-mixing random fields. As its applications we get the H\'{a}jeck--R\`{e}nyi inequality and weak con...
A Property of Weak Convergence of Positive Contractions of Von Neumann Algebras
Positive contraction mixing completely mixing von Neumann algebra
2010/2/26
In the present paper we prove that the mixing property of positive L1-contraction of finite von Neumann algebras implies the property of complete mixing.