Results 1 to 10 of about 2,259,132 (287)

Dynamic Analysis of Stochastic Reaction-Diffusion Cohen-Grossberg Neural Networks with Delays

Advances in Difference Equations, 2009
Stochastic effects on convergence dynamics of reaction-diffusion Cohen-Grossberg neural networks (CGNNs) with delays are studied. By utilizing Poincaré inequality, constructing suitable Lyapunov functionals, and employing the method of stochastic ...
Pan Jie, Zhong Shouming
doaj   +2 more sources

On Quasi-Monotone Stochastic Variational Inequalities with Applications

Axioms
This paper studies an efficient method for solving stochastic optimization problems formulated as stochastic variational inequalities with a quasi-monotone operator, where the cost function extends the classical monotone and pseudomonotone operators. Our
Mohammad Dilshad, Ibrahim Al-Dayel, Francis O. Nwawuru, Jeremiah N. Ezeora   +3 more
doaj   +1 more source

Applications of Complex Uncertain Sequences via Lacunary Almost Statistical Convergence

Axioms
We explore the realm of uncertainty theory by investigating diverse notions of convergence and statistical convergence concerning complex uncertain sequences.
Xiu-Liang Qiu, Kuldip Raj, Sanjeev Verma, Samrati Gorka, Shixiao Xiao, Qing-Bo Cai   +5 more
doaj   +1 more source

A Note on a Class of Estimates for the Regression Function

Sultan Qaboos University Journal for Science
In this paper we study the rate of convergence for a kernel general estimate of the regression function when the observed process is ρ ̃-mixing. The uniform almost sure convergence is obtained over a sequence of compact sets which increases to Rd as n →∞.
Mounir Arfi
doaj   +1 more source

Convergence rate of principal component analysis with local-linear smoother for functional data under a unified weighing scheme

Statistical Theory and Related Fields, 2020
The unified weighing scheme for the local-linear smoother in analysing functional data can deal with data that are dense, sparse or of neither type. In this paper, we focus on the convergence rate of functional principal component analysis using this ...
Xingyu Yan, Xiaolong Pu, Yingchun Zhou, Xiaolei Xun   +3 more
doaj   +1 more source

Maximal Inequalities for Dependent Random Variables and Applications

Journal of Inequalities and Applications, 2008
For a sequence {Xn,n≥1} of dependent square integrable random variables and a sequence {bn,n≥1} of positive numbers, we establish a maximal inequality for weighted sums of dependent random variables.
Soo Hak Sung
doaj   +1 more source

On Almost Sure Convergence of Quadratic Brownian Variation

The Annals of Probability, 1974
We prove that Dudley's condition for a.s. convergence of quadratic Brownian variation on a sequence of partitions of $\lbrack 0, 1 \rbrack$ is best possible for the case in which these partitions are restricted to consist of intervals.
openaire   +3 more sources

The Almost Sure Convergence for Weighted Sums of Linear Negatively Dependent Random Variables [PDF]

Journal of Sciences, Islamic Republic of Iran, 2009
In this paper, we generalize a theorem of Shao [12] by assuming that is a sequence of linear negatively dependent random variables. Also, we extend some theorems of Chao [6] and Thrum [14]. It is shown by an elementary method that for linear negatively
doaj  

Strong laws of large numbers for arrays of rowwise independent random elements

International Journal of Mathematics and Mathematical Sciences, 1987
Let {Xnk} be an array of rowwise independent random elements in a separable Banach space of type p+δ with EXnk=0 for all k, n.
Robert Lee Taylor, Tien-Chung Hu
doaj   +1 more source

General Convergence Rates by the Delayed Sums Method

Axioms
In this study, we propose a delayed sums method to investigate the convergence rates of partial sums. This approach enables general and systematic treatment of the convergence behavior of partial sums, encompassing and extending classical results such as
Cheng Hu, Shangshang Yang, Tonghui Wang
doaj   +1 more source