منابع مشابه
Convergence of Stochastic Processes
Often the best way to adumbrate a dark and dense assemblage of material is to describe the background in contrast to which the edges of the nebulosity may be clearly discerned. Hence, perhaps the most appropriate way to introduce this paper is to describe what it is not. It is not a comprehensive study of stochastic processes, nor an in-depth treatment of convergence. In fact, on the surface, t...
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where £iX) is the distribution function of the random variable X,f( ) is a real-valued function 5 continuous almost everywhere (p), and the limit is in the sense of the usual weak convergence of distributions. Equation (2) is usually the real center of interest, for many " limit-distribution theorems" are implicit in it. It is clear that for given {pn} and p, the better theorem of this kind wou...
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We are grateful to the referees and Benedikt Pötscher for their helpful and constructive comments+ The research of the first author was partially supported by OTKA grants T37668 and T43037 and NSF-OTKA grant INT0223262+ The research of the second author was partially supported by NATO grant PST+EAP+CLG 980599 and NSF-OTKA grant INT-0223262+ Address correspondence to István Berkes, Graz Universi...
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We present a general technique for obtaining bounds on the deviation of the optimal value of some stochastic combinatorial problems from their mean. As a particular application, we prove an exponential rate of convergence for the length of a shortest path through n random points in the unit square. This strengthens a previous result of Steele [St (1981b)].
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We study the asymptotic behavior of multiscale stochastic gene networks using weak limits of Markov jump processes. Depending on the time and concentration scales of the system we distinguish four types of limits: continuous piecewise deterministic processes (PDP) with switching, PDP with jumps in the continuous variables, averaged PDP, and PDP with singular switching. We justify rigorously the...
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ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1961
ISSN: 0002-9904
DOI: 10.1090/s0002-9904-1961-10584-3