Results 11 to 20 of about 166,352,380 (305)
Convergence rate of numerical solutions to SFDEs with jumps [PDF]
, 2011 In this paper, we are interested in numerical solutions of stochastic functional differential equations with jumps. Under a global Lipschitz condition, we show that the pth-moment convergence of Euler–Maruyama numerical solutions to stochastic functional
Yuan, Chenggui +3 more
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Rate of convergence of Wong-Zakai approximations for SDEs and SPDEs [PDF]
, 2006 In the work we estimate the rate of convergence of the Wong-Zakai type of approximations for SDEs and SPDEs. Two cases are studied: SDEs in finite dimensional settings and evolution stochastic systems (SDEs in the infinite dimensional case).
Shmatkov, Anton
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Rate of Convergence for Ibragimov-Gadjiev-Durrmeyer Operators
Demonstratio Mathematica, 2017 The present paper deals with the rate of convergence of the general class of Durrmeyer operators, which are generalization of Ibragimov-Gadjiev operators. The special cases of the operators include somewell known operators as particular cases viz.
Acar Tuncer
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Geometrizing Rates of Convergence, III
The Annals of Statistics, 1991 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Donoho, David L., Liu, Richard C.
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Convergence Rates for Projective Splitting [PDF]
SIAM Journal on Optimization, 2019 This version adds references to the extragradient ...
Patrick R. Johnstone, Jonathan Eckstein
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On the rate of convergence of degenerate U-statistics
Lietuvos Matematikos Rinkinys, 2005 Let X, X1, X2, ... be independent identically distributed random variables taking values in a measurable space (Ω, ℜ). Let h(x, y) be real valued measurable symmetric function of the arguments x, y ∈ ℜ. Assume that Eh(x, X)= 0, for all x.
Olga Januškevičienė
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On The Complete Convergence Of Randomly Weighted Sums Of Random Fields
Demonstratio Mathematica, 2014 Let {Xn̲, n̲ ∊ V ⊆ℕd } be a d-dimensional random field indexed by some subset V of lattice ℕd, which are stochastically dominated by a random variable X.
Gdula Agnieszka M., Krajka Andrzej
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Convergence in Total Variation of Random Sums
Mathematics, 2021 Let (Xn) be a sequence of real random variables, (Tn) a sequence of random indices, and (τn) a sequence of constants such that τn→∞. The asymptotic behavior of Ln=(1/τn)∑i=1TnXi, as n→∞, is investigated when (Xn) is exchangeable and independent of (Tn ...
Luca Pratelli, Pietro Rigo
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Rate of Convergence of the Bundle Method [PDF]
Journal of Optimization Theory and Applications, 2017 We prove that the bundle method for nonsmooth optimization achieves solution accuracy $\varepsilon$ in at most $\mathcal{O}\big(\ln(1/\varepsilon)/\varepsilon\big)$ iterations, if the function is strongly convex. The result is true for the versions of the method with multiple cuts and with cut aggregation.
Yu Du 0003, Andrzej Ruszczynski
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The Sinkhorn-Knopp algorithm : convergence and applications [PDF]
, 2008 As long as a square nonnegative matrix A contains sufficient nonzero elements, then the Sinkhorn-Knopp algorithm can be used to balance the matrix, that is, to find a diagonal scaling of A that is doubly stochastic.
Knight, P.A.
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