Zobrazeno 1 - 10
of 1 479
pro vyhledávání: '"Veretennikov A"'
We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently introduced by the third author. Under certain structural conditions, w
Externí odkaz:
http://arxiv.org/abs/2409.14451
A new version of a sufficient condition of a Dobrushin type is proposed for non-homogeneous Markov chains for a certain class of such processes. The original Dobrushin's condition may fail, yet, the CLT is still valid
Comment: 18 pages, 13 refer
Comment: 18 pages, 13 refer
Externí odkaz:
http://arxiv.org/abs/2406.16156
Three versions of the Weak Law of Large Numbers are proposed for weakly dependent and generally speaking non-equally distributed random variables, with finite or possibly infinite expectations.
Comment: 13 pages, 15 references, in Russian
Comment: 13 pages, 15 references, in Russian
Externí odkaz:
http://arxiv.org/abs/2405.17850
Publikováno v:
Nuclear Energy and Technology, Vol 10, Iss 3, Pp 145-152 (2024)
For long-term and safe operation of the reactor, nuclear fuel is modified by doping with various homogeneous compounds and heterogeneous inclusions. Such modified fuel has demonstrated satisfactory performance when irradiated at elevated temperatures
Externí odkaz:
https://doaj.org/article/519ba5cd1ceb42ffb6053de0a9ec4189
Autor:
Veretennikov, Alexander
A new weak existence result for degenerate multi-dimensional stochastic McKean--Vlasov equation is established under relaxed regularity conditions.
Comment: 19 pages, 23 references
Comment: 19 pages, 23 references
Externí odkaz:
http://arxiv.org/abs/2301.01532
Autor:
Veretennikov, Alexander
Publikováno v:
Moscow Mathematical Journal, 2024, vol. 24, no. 1, 107-124
Second order recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities is established under suitable conditions. The approach is based
Externí odkaz:
http://arxiv.org/abs/2212.13921
A generalised one-dimensional Fisher-Wright diffusion process with mutations is considered. This is a well-known model in population genetics. An exponential recurrence is established for the process, which also implies an exponential rate of converg
Externí odkaz:
http://arxiv.org/abs/2211.06098
A new version of a Strong Law of Large Numbers is proposed in this note for pairwise independent random variables. The main goal is to relax the assumption on a finite expectation for each term.
Comment: 14 pages, 30 references
Comment: 14 pages, 30 references
Externí odkaz:
http://arxiv.org/abs/2211.04435
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of linear MC.
Externí odkaz:
http://arxiv.org/abs/2209.12834
Autor:
Nurieva, A. I., Veretennikov, A. Yu.
The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situation. The result may be useful in the reliability theory for models wit
Externí odkaz:
http://arxiv.org/abs/2204.13179