Another look at strong invariance on stratified domains

2014 ◽  
Author(s):  
P. R. Wolenski
Keyword(s):  
Strong Invariance

Strong invariance under a Bayesian point of view

2003 ◽  
Vol 61 (2) ◽  
pp. 155-162 ◽  
Author(s):  
Jesús Montanero ◽  
Agustı́n G. Nogales ◽  
José A. Oyola ◽  
Paloma Pérez
Keyword(s):  
Point Of View ◽  
Strong Invariance

scholarly journals Generalized flow invariance for differential inclusions

2006 ◽  
Vol 2006 ◽  
pp. 1-7
Author(s):  
T. Gnana Bhaskar ◽  
V. Lakshmikantham
Keyword(s):  
Differential Inclusions ◽  
Sufficient Conditions ◽  
Strong Invariance ◽  
Flow Invariance ◽  
Proximal Normals ◽  
Proximal Aiming

We introduce a generalized notion of invariance for differential inclusions, using a proximal aiming condition in terms of proximal normals. A set of sufficient conditions for the weak and strong invariance in the generalized sense are presented.

Asymptotic properties of integral functionals of geometric stochastic processes

2000 ◽  
Vol 37 (2) ◽  
pp. 480-493
Author(s):  
Endre Csáki ◽  
Miklós Csörgő ◽  
Antónia Földes ◽  
Pál Révész
Keyword(s):  
Stochastic Processes ◽  
Asymptotic Properties ◽  
Integral Functionals ◽  
Strong Invariance ◽  
Financial Modelling ◽  
Selection Of ◽  
General Conditions

We study strong asymptotic properties of two types of integral functionals of geometric stochastic processes. These integral functionals are of interest in financial modelling, yielding various option pricings, annuities, etc., by appropriate selection of the processes in their respective integrands. We show that under fairly general conditions on the latter processes the logs of the integral functionals themselves asymptotically behave like appropriate sup functionals of the processes in the exponents of their respective integrands. We illustrate the possible use and applications of these strong invariance theorems by listing and elaborating on several examples.

scholarly journals Rates in the strong invariance principle for ergodic automorphisms of the torus

2014 ◽  
Vol 14 (02) ◽  
pp. 1350021
Author(s):  
Jérôme Dedecker ◽  
Florence Merlevède ◽  
Françoise Pène
Keyword(s):  
Invariance Principle ◽  
Fourier Coefficients ◽  
Rates Of Convergence ◽  
Partial Sums ◽  
Dimensional Torus ◽  
Strong Invariance ◽  
Ergodic Automorphism ◽  
Strong Invariance Principle ◽  
Natural Way

Let T be an ergodic automorphism of the d-dimensional torus 𝕋d. In the spirit of Le Borgne, we give conditions on the Fourier coefficients of a function f from 𝕋d to ℝ under which the partial sums f ◦ T + f ◦ T2 + ⋯ + f ◦ Tn satisfy a strong invariance principle. Next, reinforcing the condition on the Fourier coefficients in a natural way, we obtain explicit rates of convergence in the strong invariance principle, up to n1/4 log n.

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