Results 71 to 80 of about 333,390 (187)

Partial norms and the convergence of general products of matrices

open access: yes, 1997
Motivated by the theory of inhomogeneous Markov chains, we determine a sufficient condition for the convergence to 0 of a general product formed from a sequence of real or complex matrices.
Neumann, Michael, Schneider, Hans
core   +1 more source

Approximation of the invariant measure with an Euler scheme for Stochastic PDE's driven by Space-Time White Noise [PDF]

open access: yes, 2012
In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme.
Bréhier, Charles-Edouard
core   +1 more source

Nonlinear self-stabilizing processes – II: Convergence to invariant probability

open access: yesStochastic Processes and their Applications, 1998
[For part I see above.] Let us consider nonlinear stochastic differential equations \[ X_{t} = X_{0} + B_{t} - \frac 12\int ^{t}_{0} b(s, X_{s}) \roman ds, \quad b(s,x) = \mathbf E\beta (x-X_{s}),\tag{1} \] where \(B\) is a standard Brownian motion and \(\beta :\mathbb{R}\to \mathbb{R}\) is an odd, increasing, locally Lipschitz continuous function of a
Benachour, S., Roynette, B., Vallois, P.
openaire   +1 more source

Multiresolution Expansion and Approximation Order of Generalized Tempered Distributions

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2013
Let be the generalized tempered distributions of -growth with restricted order , where the function grows faster than any linear functions as . We show the convergence of multiresolution expansions of in the test function space of .
Byung Keun Sohn
doaj   +1 more source

Are the U.S. farm wages equalizing? Markov chain approach [PDF]

open access: yes
This study investigates convergence in hired farm wages in U.S. counties over the period 1978-92. The time-invariant distribution of wages is characterized using Markov chains.
Temel, Tugrul
core   +1 more source

COMBINED ADJUSTED STEP SIZE LMS ALGORITHM AND ACTIVE TAP DETECTION TECHNIQUE FOR ADAPTIVE NOISE CANCELLATION

open access: yesJournal of Engineering, 2010
In this paper ,a new idea to combine Adjusted Step Size Least Mean Square (ASSLMS) algorithm with standard LMS active tap detection technique is presented .Then the combined method is used for estimating unknown time-invariant (stationary) and time ...
Thamer M. Jamel
doaj   +1 more source

Affine processes: invariant measures and convergence

open access: yes, 2013
Affine processes have been of great interest to researchers and financial practitioners for many years due to their flexibility and the analytic tractability of the models incorporating them. The canonical setting expounded by Duffie, Filipović, and Schachermayer (2003) provides a rich theoretical framework in which to develop practical applications ...
openaire   +2 more sources

On a System of Difference Equations of an Economic Model

open access: yesDiscrete Dynamics in Nature and Society, 2013
We study some qualitative properties of the solutions of a system of difference equations, which describes an economic model. The study of the local stability of the equilibrium points is carried out.
M. F. Elettreby, H. El-Metwally
doaj   +1 more source

Home - About - Disclaimer - Privacy