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Expert Systems With Applications, 2015 In this paper we present a new mean–variance customer portfolio optimization algorithm for a class of ergodic finite controllable Markov chains. In order to have a realistic result we propose an iterated two-step method for solving the given portfolio ...
Julio B Clempner
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Publicationes Mathematicae Debrecen, 2009
Summary: Given a probability space \((\Omega, {\mathcal A},P)\), a nonempty subset \(X\) of a separable Banach space \(Y\) and an random-valued function \(f: X\times\Omega\to X\), we assume that the sequence of iterates of \(f\) converges to a function \(\xi: X\times\Omega^{\infty}\to Y\).
Kapica, Rafał, Morawiec, Janusz
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Summary: Given a probability space \((\Omega, {\mathcal A},P)\), a nonempty subset \(X\) of a separable Banach space \(Y\) and an random-valued function \(f: X\times\Omega\to X\), we assume that the sequence of iterates of \(f\) converges to a function \(\xi: X\times\Omega^{\infty}\to Y\).
Kapica, Rafał, Morawiec, Janusz
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The Limit Law of the Iterated Logarithm
Journal of Theoretical Probability, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Constant Limit of a Sequence of Iterates
SIAM Journal on Mathematical Analysis, 1979Let N be the set of all points on the complex sphere $\sigma $ at which a sequence F of iterates of a meromorphic function f is normal. N is shown to be exactly those points in some neighborhood of which F breaks down uniformly into a finite number of fixed subsequences. Consider any domain $D \subseteq N$ together with all its images under $f:F(D) = \{
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Applied Numerical Mathematics, 1988
Let X be a complete metric space. For \(n=1,2,3,...\), let \(f_ n\) be a function \(X\to X\) having a unique fixed point \(\alpha_ n\). Write \(F_ n=f_ 1\circ f_ 2\circ...\circ f_ n\). Under suitable conditions, there is an \(\alpha\in X\) such that, for each \(x\in X\), we have \(F_ n(x)\to \alpha\) as \(n\to \alpha\).
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Let X be a complete metric space. For \(n=1,2,3,...\), let \(f_ n\) be a function \(X\to X\) having a unique fixed point \(\alpha_ n\). Write \(F_ n=f_ 1\circ f_ 2\circ...\circ f_ n\). Under suitable conditions, there is an \(\alpha\in X\) such that, for each \(x\in X\), we have \(F_ n(x)\to \alpha\) as \(n\to \alpha\).
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1983
Nach der Einleitung des Verf. handelt es sich um den von Pringsheim, London u.a. behandelten Problemkreis der Limesexistenz bei mehrfachen Folgen. Der Abschnitt II ist trivial. Abschnitt I bedarf erst einer Beseitigung sinnstörender Druckfehler und sonstiger Unklarheiten (S. 42 notwendig und hinreichend verwechselt; S. 42, Z. 1 und 2 unklar; S.
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Nach der Einleitung des Verf. handelt es sich um den von Pringsheim, London u.a. behandelten Problemkreis der Limesexistenz bei mehrfachen Folgen. Der Abschnitt II ist trivial. Abschnitt I bedarf erst einer Beseitigung sinnstörender Druckfehler und sonstiger Unklarheiten (S. 42 notwendig und hinreichend verwechselt; S. 42, Z. 1 und 2 unklar; S.
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Iterated Limiting Recursion and the Program Minimization Problem [PDF]
Journal of the ACM, 1974 The general problem of finding minimal programs realizing given “program descriptions” is considered, where program descriptions may be of finite or infinite length and may specify arbitrary program properties. The problem of finding minimal programs consistent with finite or infinite input-output lists is a special case (for infinite ...
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2002
AbstractThis chapter discusses the contradiction in the limits of iteration, one of the four limits of thought. This type of limit arises when there is some operation that is applied over and over again as far as possible. The most notable example is the mathematical (ordinal) infinite.
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AbstractThis chapter discusses the contradiction in the limits of iteration, one of the four limits of thought. This type of limit arises when there is some operation that is applied over and over again as far as possible. The most notable example is the mathematical (ordinal) infinite.
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Methods and limits of iterative multiuser decoding
Proceedings 2001 IEEE Information Theory Workshop (Cat. No.01EX494), 2002Previous work has identified iterative multiuser decoding techniques that are often only limited by theoretical channel capacity. These investigations usually dealt with the case where user waveforms are decorrelated to some degree. Investigations with identical waveforms indicate that the theoretical capacity limits are not always achieved ...
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The limit points of affine iterations
Numerical Functional Analysis and Optimization, 1990Suppose the mapping T has more then one fixed point. If the iteration converges, the limit will depend on the choice of the starting point. It is shown that for affine mappings this dependency can be described by solutions of certain linear equations.
Peter Kosmol, Xinlong Zhou
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