Results 51 to 60 of about 166,082,168 (134)

Weak convergence of the sequential empirical processes of residuals in ARMA models [PDF]

This paper studies the weak convergence of the sequential empirical process $\hat{K}_n$ of the estimated residuals in ARMA(p,q) models when the errors are independent and identically distributed.
Bai, Jushan
core  

A Skorohod Representation Theorem for Uniform Distance [PDF]

Let µn be a probability measure on the Borel sigma-field on D[0, 1] with respect to Skorohod distance, n = 0. Necessary and sufficient conditions for the following statement are provided.
Pietro Rigo, Luca Pratelli, Patrizia Berti   +2 more
core  

On Equivalents of the Riemann Hypothesis Connected to the Approximation Properties of the Zeta Function

Axioms
The famous Riemann hypothesis (RH) asserts that all non-trivial zeros of the Riemann zeta function ζ(s) (zeros different from s=−2m, m∈N) lie on the critical line σ=1/2.
Antanas Laurinčikas
doaj   +1 more source

Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes [PDF]

This paper considers the asymptotic distribution of the covariance of a nonstationary fractionally integrated process with the stationary increments of another such process - possibly, itself.
James Davidson, Nigar Hashimzade
core  

Weak convergence in applied probability [PDF]

, 1974
Weak convergence of probability measures on function spaces has been active area of research in recent years. While the theory has a somewhat abstract base, it is extremely useful in a wide variety of problems and we believe has much to offer to applied ...
Iglehart, Donald L.
core   +1 more source

The Approximation of Analytic Functions Using Shifts of the Lerch Zeta-Function in Short Intervals

Axioms
In this paper, we obtain approximation theorems of classes of analytic functions by shifts L(λ,α,s+iτ) of the Lerch zeta-function for τ∈[T,T+H] where H∈[T27/82,T1/2]. The cases of all parameters, λ,α∈(0,1], are considered.
Antanas Laurinčikas
doaj   +1 more source

Uniform Convergence of Probability Measures: Topological Criteria

, 1994
Uniform convergence of probability measures is analyzed by topologizing the space of events.
Lucchetti, R., Salinetti, G., Wets, R.J.B.   +2 more
core   +1 more source

On weak convergence of long-range-dependent traffic processes

, 1999
A possible model for communication traffic is that the amount of work arriving in successive time intervals is jointly Gaussian. This model seems to fly in the face of certain obvious and characteristic features of real traffic, such as the fact that it ...
Addie, R. G.
core   +1 more source

Relative Entropy and Variational Properties of Generalized Gibbsian Measures [PDF]

, 2004
We study the relative entropy density for generalized Gibbs measures. We first show its existence and obtain a familiar expression in terms of entropy and relative energy for a class of “almost Gibbsian measures” (almost sure continuity of conditional ...
Ny, Arnaud Le,, Külske, Christof, Redig, F.H.J., Le Ny, Arnaud, Redig, Frank,, Redig, FHJ Frank, Le Ny, A., Redig, Frank, Külske, C., Külske, Christof,, Le Ny, A, Külske, C, Ny, Arnaud Le   +12 more
core   +2 more sources

Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces [PDF]

Illinois Journal of Mathematics, 1966
It is known that under certain mild set-theoretic assumptions, a finite, countably additive measure defined on all Borel sets of a metric space is concentrated in a separable subspace (Marczewski and Sikorski [8]). However, there are interesting probability measures on metric spaces not concentrated in separable subspaces.
openaire   +3 more sources