Zobrazeno 1 - 10
of 348
pro vyhledávání: '"60f25"'
Autor:
Thành, Lê Vǎn
This paper presents an exposition of Rio's proof of the strong law of large numbers and extends his method to random fields. In addition to considering the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers, we go a step fu
Externí odkaz:
http://arxiv.org/abs/2412.14016
We develop two novel couplings between general pure-jump L\'evy processes in $\R^d$ and apply them to obtain upper bounds on the rate of convergence in an appropriate Wasserstein distance on the path space for a wide class of L\'evy processes attract
Externí odkaz:
http://arxiv.org/abs/2411.03609
We study a Volterra Gaussian process of the form $X(t)=\int^t_0K(t,s)d{W(s)},$ where $W$ is a Wiener process and $K$ is a continuous kernel. In dimension one, we prove a law of the iterated logarithm, discuss the existence of local times and verify a
Externí odkaz:
http://arxiv.org/abs/2409.04377
Autor:
Gantert, Nina, Vilkas, Timo
We consider the averaging process on an infinite connected graph with bounded degree and independent, identically distributed starting values or initial opinions. Assuming that the law of the initial opinion of a vertex has a finite second moment, we
Externí odkaz:
http://arxiv.org/abs/2408.06859
We obtain new bounds for the optimal matching cost for empirical measures with unbounded support. For a large class of radially symmetric and rapidly decaying probability laws, we prove for the first time the asymptotic rate of convergence for the wh
Externí odkaz:
http://arxiv.org/abs/2407.06352
Autor:
Szulga, Jerzy
``Orderly divergence'' deals with limit theorems for weighted stochastic Gamma integrals of otherwise nonintegrable functions. Although for monotonic functions this category usually coincides with the classical notion of weighted limit theorems for s
Externí odkaz:
http://arxiv.org/abs/2405.20417
Autor:
Kroll, Marius
We prove the claim in the title under mild conditions which are usually satisfied when trying to establish asymptotic normality. We assume strictly stationary and absolutely regular data.
Externí odkaz:
http://arxiv.org/abs/2405.06477
Autor:
Karlsen, Kenneth H., Pang, Peter H. C.
Convergence of stochastic integrals driven by Wiener processes $W_n$, with $W_n \to W$ almost surely in $C_t$, is crucial in analyzing SPDEs. Our focus is on the convergence of the form $\int_0^T V_n\, \mathrm{d} W_n \to \int_0^T V\, \mathrm{d} W$, w
Externí odkaz:
http://arxiv.org/abs/2404.16157
Let $X=\sum_{k=1}^\infty X_k \beta^{-k}$ be the base-$\beta$ expansion of a continuous random variable $X$ on the unit interval where $\beta$ is the positive solution to $\beta^n = 1 + \beta + \cdots + \beta^{n-1}$ for an integer $n\ge 2$ (i.e., $\be
Externí odkaz:
http://arxiv.org/abs/2404.08387
Autor:
Perrone, Paolo, Van Belle, Ruben
We provide a categorical proof of convergence for martingales and backward martingales in mean, using enriched category theory. The enrichment we use is in topological spaces, with their canonical closed monoidal structure, which encodes a version of
Externí odkaz:
http://arxiv.org/abs/2404.15191