Results 71 to 80 of about 166,082,168 (134)
Generalized Divergence Measures and Weak Convergence for the Sets of Probability Measures
This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these generalized divergences, including a duality formula and a Pinsker-type inequality.
Li, Xinpeng, Yu, Miao
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Weak convergence of probability measures on product spaces with applications to sums of random vectors [PDF]
, 1968 Weak convergence of probability measures on product spaces with applications to sums of random ...
Iglehart, D. L.
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, 2018 This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and ...
Bogachev, Vladimir I
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Skorohod Representation Theorem Via Disintegrations [PDF]
Let (µn : n >= 0) be Borel probabilities on a metric space S such that µn -> µ0 weakly. Say that Skorohod representation holds if, on some probability space, there are S-valued random variables Xn satisfying Xn - µn for all n and Xn -> X0 in probability.
Pietro Rigo +2 more
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General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]
AMS classifications: 60F05, 62G09; 62G20.Bootstrap sample mean;weak law of large numbers;convergence in probability;almost certain ...
Einmahl, J.H.J., Rosalsky, A.
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CONVERGENCE OF PROBABILITY MEASURES REVISITED *
, 2005 . The hypo-convergence of upper semicontinuous functions provides a natural framework for the study of the convergence of probability measures.
Gabriella Salinetti
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Hierarchical equilibria of branching populations [PDF]
In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without a unknown mean parameter. We show that they can be approximated in probability by the analogous processes which are obtained from the ...
Hao Yu
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Maximal uniform convergence rates in parametric estimation problems [PDF]
This paper considers parametric estimation problems with i.i.d. data. It focusses on rate-effciency, in the sense of maximal possible convergence rates of stochastically bounded estimators, as an optimality criterion, largely unexplored in parametric ...
Daniel McFadden, Walter Beckert
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Approximation of Jump Diffusions in Finance and Economics [PDF]
In finance and economics the key dynamics are often specified via stochastic differential equations (SDEs) of jump-diffusion type. The class of jump-diffusion SDEs that admits explicit solutions is rather limited.
Nicola Bruti-Liberati, Eckhard Platen
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