Results 31 to 40 of about 1,376,788 (142)
Discretizing the Heston Model: An Analysis of the Weak Convergence Rate
, 2016 In this manuscript we analyze the weak convergence rate of a discretization scheme for the Heston model. Under mild assumptions on the smoothness of the payoff and on the Feller index of the volatility process, respectively, we establish a weak ...
Altmayer, Martin, Neuenkirch, Andreas
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Convergence Rates for Regularized Solutions [PDF]
Mathematics of Computation, 1988 Given a first-kind integral equation \[ K u ( x ) = ∫ 0 1 K ( x , t ) u ( t ) d t = f ( x )
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On the Convergence Rate of Vanishing Viscosity Approximations
, 2003 Given a strictly hyperbolic, genuinely nonlinear system of conservation laws, we prove the a priori bound $\big\|u(t,\cdot)-u^\ve(t,\cdot)\big\|_{\L^1}= \O(1)(1+t)\cdot \sqrt\ve|\ln\ve|$ on the distance between an exact BV solution $u$ and a viscous ...
Bianchini +13 more
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Convergence rates of posterior distributions
The Annals of Statistics, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ghosal, Subhashis +2 more
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Trotter-Kato product formulae in Dixmier ideal
, 2018 It is shown that for a certain class of the Kato functions the Trotter-Kato product formulae converge in Dixmier ideal C 1,$\infty$ in topology, which is defined by the $\times$ 1,$\infty$-norm. Moreover, the rate of convergence in this topology inherits
A Connes +18 more
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Convergence rate of Krasulina estimator [PDF]
Statistics & Probability Letters, 2019 Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. Consider the points $X_1, X_2,..., X_n$ are vectors drawn i.i.d. from a distribution with mean zero and covariance $ $, where $ $ is unknown. Let $A_n = X_nX_n^T$, then $E[A_n] = $. This paper consider the problem of finding
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On Convergence Rate of Scalar Hegselmann-Krause Dynamics
, 2012 In this work, we derive a new upper bound on the termination time of the Hegselmann-Krause model for opinion dynamics. Using a novel method, we show that the termination rate of this dynamics happens no longer than $O(n^3)$ which improves the best known ...
Mohajer, Soheil, Touri, Behrouz
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On the Rate of Convergence for the Pseudospectral Optimal Control of Feedback Linearizable Systems [PDF]
, 2009 In this paper, we prove a theorem on the rate of convergence for the optimal cost computed using PS methods. It is a first proved convergence rate in the literature of PS optimal control.
Kang, Wei
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Convergence Rate of Nonlinear Switched Systems
, 2015 This paper is concerned with the convergence rate of the solutions of nonlinear switched systems. We first consider a switched system which is asymptotically stable for a class of inputs but not for all inputs.
Jouan, Philippe, Naciri, Saïd
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On the Sublinear Convergence Rate of Multi-Block ADMM
, 2015 The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence properties of the standard ADMM for minimizing the sum of $N$ $(N\geq 3)$ convex
Lin, Tianyi +2 more
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