getdoc9202. 166KB Jun 04 2011 12:04:41 AM
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In Section 2, in terms of partial absolute deleted row sums and column sums, new results are provided to estimate eigenvalues. Some sufficient and necessary conditions for
Hence, we can define the marked Gromov-weak topology based on weak convergence of marked distance matrix distributions, which turns ▼ I into a Polish space (Theorem
The purpose of this note is to prove a central limit theorem for the third integrated moment of the Brownian local time increments using techniques of stochastic analysis.. This
Theorem 1 On the set W of all suitable weak solutions u of equation (1), let µ be a probability measure, invariant for the time-shift, with finite mean dissipation rate.. In a sense,
Now, since the vectorial domain is stable by regular functions, we introduce a notion of convergence that extends to error structures the notion of weak convergence of random
Applying known results on weak convergence of random tree walks to Brownian excursion, we give a conceptually simpler rederivation of the Aldous-Pitman (1994) result on convergence
backward stochastic differential equation (BSDE), stability of BSDEs, weak convergence of filtrations,
Key words: Weak convergence, Bernoulli random walks, Brownian meander, bridge, ex- cursion, peaks.... } be the set of
