منابع مشابه
Weak Convergence in the Prokhorov Metric of Methods for Stochastic Differential Equations
We consider the weak convergence of numerical methods for stochastic differential equations (SDEs). Weak convergence is usually expressed in terms of the convergence of expected values of test functions of the trajectories. Here we present an alternative formulation of weak convergence in terms of the well-known Prokhorov metric on spaces of random variables. For a general class of methods, we ...
متن کاملWeak Convergence and Weak* Convergence1
In this article, we deal with weak convergence on sequences in real normed spaces, and weak* convergence on sequences in dual spaces of real normed spaces. In the first section, we proved some topological properties of dual spaces of real normed spaces. We used these theorems for proofs of Section 3. In Section 2, we defined weak convergence and weak* convergence, and proved some properties. By...
متن کاملMultiple Decorrelation and Rate of Convergence in Multidimensional Limit Theorems for the Prokhorov Metric
The motivation of this work is the study of the error term et (x,ω) in the averaging method for differential equations perturbed by a dynamical system. Results of convergence in distribution for ( e t (x,·) √ ε )ε>0 have been established in Khas’minskii [Theory Probab. Appl. 11 (1966) 211–228], Kifer [Ergodic Theory Dynamical Systems 15 (1995) 1143– 1172] and Pène [ESAIM Probab. Statist. 6 (200...
متن کاملthe investigation of research articles in applied linguistics: convergence and divergence in iranian elt context
چکیده ندارد.
Positive Dependence and Weak Convergence
A more general definition of MTP2 (multivariate total positivity of order 2) probability measure is given, without assuming the existence of a density. Under this definition the class of MTP2 measures is proved to be closed under weak convergence. Characterizations of the MTP2 property are proved under this more general definition. Then a precise definition of conditionally increasing measure i...
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: Journal of Mathematical Analysis and Applications
سال: 1992
ISSN: 0022-247X
DOI: 10.1016/0022-247x(92)90266-g