Results 21 to 30 of about 731,255 (322)

Weak convergence of CD kernels and applications [PDF]

, 2007
We prove a general result on equality of the weak limits of the zero counting measure, $d\nu_n$, of orthogonal polynomials (defined by a measure $d\mu$) and $\frac{1}{n} K_n(x,x) d\mu(x)$.
Simon, Barry
core   +5 more sources

Weak convergence of the complex fractional Brownian motion

Advances in Difference Equations, 2018
In this paper, we obtain two approximations in law of the complex fractional Brownian motion by processes constructed from a Poisson process and a Lévy process, respectively.
Liheng Sang, Guangjun Shen, Qingbo Wang
doaj   +1 more source

Lw∗wc and Rw∗wc and weak amenability of banach algebras [PDF]

Journal of Hyperstructures, 2012
We introduce some new concepts as lef t − weak∗ − weak convergence property [Lw∗wc−property] and right−weak∗− weak convergence property [Rw∗wc−property] for Banach algebra A. Suppose that A ∗ and A ∗∗, respectively, have Rw∗wc−property and Lw∗wc−property,
K. Haghnejad Azar, Z. Ranjbar
doaj   +1 more source

Improving Convergence Analysis of the Newton–Kurchatov Method under Weak Conditions

Computation, 2020
The technique of using the restricted convergence region is applied to study a semilocal convergence of the Newton−Kurchatov method. The analysis is provided under weak conditions for the derivatives and the first order divided differences ...
Ioannis K. Argyros, Stepan Shakhno, Halyna Yarmola   +2 more
doaj   +1 more source

The strong weak convergence of the quasi-EA [PDF]

, 2013
In this paper, we investigate the convergence of a novel simulation scheme to the target diffusion process. This scheme, the Quasi-EA, is closely related to the Exact Algorithm (EA) for diffusion processes, as it is obtained by neglecting the rejection ...
A Beskos, A Beskos, Bruno Casella, Gareth O. Roberts, H Thorisson, J Jacod, LCG Rogers, SD Jacka, Stefano Peluchetti   +8 more
core   +1 more source

Weak order in averaging principle for stochastic differential equations with jumps

Advances in Difference Equations, 2018
In this paper, we deal with the averaging principle for a two-time-scale system of jump-diffusion stochastic differential equations. Under suitable conditions, we expand the weak error in powers of timescale parameter.
Bengong Zhang, Hongbo Fu, Li Wan, Jicheng Liu   +3 more
doaj   +1 more source

Kinetic equations with Maxwell boundary conditions [PDF]

, 2010
We prove global stability results of {\sl DiPerna-Lions} renormalized solutions for the initial boundary value problem associated to some kinetic equations, from which existence results classically follow. The (possibly nonlinear) boundary conditions are
Mischler, Stéphane
core   +5 more sources

Optical Satellite Image Geo-Positioning with Weak Convergence Geometry

ISPRS International Journal of Geo-Information, 2018
High-resolution optical satellites are widely used in environmental monitoring. With the aim to observe the largest possible coverage, the overlapping areas and intersection angles of respective optical satellite images are usually small.
Yang Wu, Yongsheng Zhang, Donghong Wang, Delin Mo   +3 more
doaj   +1 more source

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
core   +1 more source

ON \(\lambda\)-WEAK CONVERGENCE OF SEQUENCES DEFINED BY AN ORLICZ FUNCTION

Ural Mathematical Journal
In this article, we introduce and rigorously analyze the concept of difference \(\lambda\)-weak convergence for sequences defined by an Orlicz function.
Ömer Kişi, Mehmet Gürdal
doaj   +1 more source