Results 21 to 30 of about 2,259,132 (287)

Several Different Types of Convergence for ND Random Variables under Sublinear Expectations

Discrete Dynamics in Nature and Society, 2021
The goal of this paper is to build average convergence and almost sure convergence for ND (negatively dependent) sequences of random variables under sublinear expectation space.
Ziwei Liang, Qunying Wu
doaj   +1 more source

Almost sure convergence of randomised‐difference descent algorithm for stochastic convex optimisation

IET Control Theory & Applications, 2021
Stochastic gradient descent algorithm is a classical and useful method for stochastic optimisation. While stochastic gradient descent has been theoretically investigated for decades and successfully applied in machine learning such as training of deep ...
Xiaoxue Geng, Gao Huang, Wenxiao Zhao
doaj   +1 more source

Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations [PDF]

, 2007
Relatively little is known about the ability of numerical methods for stochastic differential equations (SDEs) to reproduce almost sure and small-moment stability.
Yuan, C., Mao, X., Higham, D.J.
core   +4 more sources

Convergence and Stability of Modified Random SP-Iteration for A Generalized Asymptotically Quasi-Nonexpansive Mappings [PDF]

Mathematics Interdisciplinary Research, 2017
The purpose of this paper is to study the convergence and the almost sure T-stability of the modified SP-type random iterative algorithm in a separable Banach spaces.
Rashwan, Hasanen Hammad
doaj   +1 more source

Almost Sure Convergence for the Maximum and Minimum of Normal Vector Sequences

Mathematics, 2020
In this paper, we prove the almost sure convergences for the maximum and minimum of nonstationary and stationary standardized normal vector sequences under some suitable conditions.
Zhicheng Chen, Hongyun Zhang, Xinsheng Liu   +2 more
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Necessary and Sufficient Conditions for Stochastic Convergence of the Kernel Estimation of the Intensity Function of Non-Homogeneous Poisson Process in R² [PDF]

The Egyptian Statistical Journal, 2002
The intensity function of the non-homogeneous Poisson process, that is defined on R² will be estimated by using kernel method, and it will be searched for necessary and sufficient conditions to have a uniform convergence in probability, almost sure, and ...
Zakia Kalantan, Anga Elsayigh, Tarek Amira   +2 more
doaj   +1 more source

Rate of convergence of uniform transport processes to a Brownian sheet

Open Mathematics, 2020
We give the rate of convergence to a Brownian sheet from a family of processes constructed starting from a set of independent standard Poisson processes.
Rovira Carles
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Inexact and Stochastic Generalized Conditional Gradient with Augmented Lagrangian and Proximal Step [PDF]

Journal of Nonsmooth Analysis and Optimization, 2021
In this paper we propose and analyze inexact and stochastic versions of the CGALP algorithm developed in [25], which we denote ICGALP , that allow for errors in the computation of several important quantities.
Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili   +2 more
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Some Convergence Properties of the Sum of Gaussian Functionals

Demonstratio Mathematica, 2016
In the paper, some aspects of the convergence of series of dependent Gaussian sequences problem are solved. The necessary and sufficient conditions for the convergence of series of centered dependent indicators are obtained.
Wałachowska Agnieszka
doaj   +1 more source

Almost Sure Exponential Stability of Numerical Solutions for Stochastic Pantograph Differential Equations with Poisson Jumps

Mathematics, 2022
The stability analysis of the numerical solutions of stochastic models has gained great interest, but there is not much research about the stability of stochastic pantograph differential equations.
Amr Abou-Senna, Boping Tian
doaj   +1 more source