Nonconventional limit theorems in averaging
نویسندگان
چکیده
منابع مشابه
Nonconventional Limit Theorems in Averaging
We consider ”nonconventional” averaging setup in the form dX(t) dt = ǫB ` X(t), ξ(q1(t)), ξ(q2(t)), ..., ξ(ql(t)) ́ where ξ(t), t ≥ 0 is either a stochastic process or a dynamical system (i.e. then ξ(t) = F x) with sufficiently fast mixing while qj(t) = αjt, α1 < α2 < ... < αk and qj , j = k+1, ..., l grow faster than linearly. We show that the properly normalized error term in the ”nonconventio...
متن کاملNonconventional Limit Theorems
The polynomial ergodic theorem (PET) which appeared in [1] and attracted substantial attention in ergodic theory studies the limits of expressions having the form 1/N ∑n=1 T q1(n) f1 · · ·T ql(n) fl where T is a weakly mixing measure preserving transformation, fi’s are bounded measurable functions and qi’s are polynomials taking on integer values on the integers. Motivated partially by this res...
متن کاملNonconventional Limit Theorems in Discrete and Continuous Time via Martingales
We obtain functional central limit theorems for both discrete time expressions of the form 1/ √ N [Nt] n=1 `
متن کاملAveraging theorems in ®nite deformation plasticity
The transition from microto macro-variables of a representative volume element (RVE) of a ®nitely deformed aggregate (e.g., a composite or a polycrystal) is explored. A number of exact fundamental results on averaging techniques, valid at ®nite deformations and rotations of any arbitrary heterogeneous continuum, are obtained. These results depend on the choice of suitable kinematical and dynami...
متن کاملCentral Limit Theorems for Truncating and Averaging Stochastic Algorithms: a functional approach
This article is devoted to the study of the convergence rate of stochastic algorithms using Chen’s procedure throughout a functional Central Limit Theorem. We establish the convergence in the Skorokhod space of a well defined interpolation of the renormalised iterates to a stationary Ornstein Uhlenbeck process. This new result enables us to derive a CLT for the moving window averaging version o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2014
ISSN: 0246-0203
DOI: 10.1214/12-aihp514