A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process [PDF]
, 2011 The purpose of this paper is to provide a sharp analysis on the asymptotic behavior of the Durbin-Watson statistic. We focus our attention on the first-order autoregressive process where the driven noise is also given by a first-order autoregressive ...
Bercu, Bernard, Proia, Frederic
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Almost sure convergence of the forward-backward-forward splitting algorithm [PDF]
, 2015 In this paper, we propose a stochastic forward-backward-forward splitting algorithm and prove its almost sure weak convergence in real separable Hilbert spaces.
Vũ, Bang Cong
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Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions [PDF]
, 2007 We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the classical condition on the noise terms.
Arouna +8 more
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations [PDF]
, 2010 Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
A. Rodkina +28 more
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On the almost sure convergence of adaptive allocation procedures [PDF]
, 2015 In this paper, we provide some general convergence results for adaptive designs for treatment comparison, both in the absence and presence of covariates. In particular, we demonstrate the almost sure convergence of the treatment allocation proportion for
Antognini, Alessandro Baldi +1 more
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Some particular self-interacting diffusions: Ergodic behaviour and almost sure convergence [PDF]
, 2011 This paper deals with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: \[\mathrm{d}X_t=\mathrm{d}B_t-g(t)\nabla V(X_t-\bar{\mu}_t)\,\mathrm{d}t,\] where $\bar{\
Chambeu, Sébastien, Kurtzmann, Aline
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A strong law of large numbers for branching processes: almost sure spine events [PDF]
, 2013 We demonstrate a novel strong law of large numbers for branching processes, with a simple proof via measure-theoretic manipulations and spine theory. Roughly speaking, any sequence of events that eventually occurs almost surely for the spine entails the ...
Harris, Simon C., Roberts, Matthew I.
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Asymptotic results for empirical measures of weighted sums of independent random variables
, 2006 We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting partial sums ...
Bercu, Bernard, Bryc, Wlodzimierz
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On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs [PDF]
, 2015 International audienceWe prove the almost-sure convergence of a class of sampling-based nested decomposition algorithms for multistage stochastic convex programs in which the stage costs are general convex functions of the decisions , and uncertainty is ...
Girardeau, Pierre +2 more
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Sectorial convergence of U-statistics [PDF]
, 2005 In this note we show that almost sure convergence to zero of symmetrized U-statistics indexed by a linear sector in Z^d_+ is equivalent to convergence along the diagonal of Z^d_+, as it is considered in Lata\la and Zinn [Ann. Probab. 28 (2000) 1908-1924].
Gadidov, Anda
core +5 more sources