Rate of Convergence of Recursive Estimators

1992 ◽  
Vol 30 (5) ◽  
pp. 1200-1227 ◽  
Author(s):  
László Gerencsér
Keyword(s):  
Rate Of Convergence ◽  
Recursive Estimators

Products of 2 × 2 stochastic matrices with random entries

1986 ◽  
Vol 23 (04) ◽  
pp. 1019-1024
Author(s):  
Walter Van Assche
Keyword(s):  
Rate Of Convergence ◽  
Beta Distribution ◽  
Stopping Time ◽  
Stochastic Matrices

The limit of a product of independent 2 × 2 stochastic matrices is given when the entries of the first column are independent and have the same symmetric beta distribution. The rate of convergence is considered by introducing a stopping time for which asymptotics are given.

scholarly journals Central and Local Limit Theorems for Numbers of the Tribonacci Triangle

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 880
Author(s):  
Igoris Belovas
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Normal Distribution ◽  
Rate Of Convergence ◽  
Limit Theorems ◽  
Local Limit Theorem ◽  
Local Limit ◽  
Constructive Proof ◽  
The Central Limit Theorem ◽  
Local Limit Theorems

In this research, we continue studying limit theorems for combinatorial numbers satisfying a class of triangular arrays. Using the general results of Hwang and Bender, we obtain a constructive proof of the central limit theorem, specifying the rate of convergence to the limiting (normal) distribution, as well as a new proof of the local limit theorem for the numbers of the tribonacci triangle.

A Factorization of Least-Squares Projection Schemes for Ill-Posed Problems

2020 ◽  
Vol 20 (4) ◽  
pp. 783-798
Author(s):  
Shukai Du ◽  
Nailin Du
Keyword(s):  
Least Squares ◽  
Rate Of Convergence ◽  
Convergence Conditions ◽  
Principal Angles ◽  
Factorization Formula ◽  
Ill Posed

AbstractWe give a factorization formula to least-squares projection schemes, from which new convergence conditions together with formulas estimating the rate of convergence can be derived. We prove that the convergence of the method (including the rate of convergence) can be completely determined by the principal angles between {T^{\dagger}T(X_{n})} and {T^{*}T(X_{n})}, and the principal angles between {X_{n}\cap(\mathcal{N}(T)\cap X_{n})^{\perp}} and {(\mathcal{N}(T)+X_{n})\cap\mathcal{N}(T)^{\perp}}. At the end, we consider several specific cases and examples to further illustrate our theorems.

scholarly journals Self-exciting multifractional processes

2021 ◽  
Vol 58 (1) ◽  
pp. 22-41
Author(s):  
Fabian A. Harang ◽  
Marc Lagunas-Merino ◽  
Salvador Ortiz-Latorre
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Rate Of Convergence ◽  
Existence And Uniqueness ◽  
Volterra Equation ◽  
The Self ◽  
The Past ◽  
Stochastic Volterra Equation ◽  
Multifractional Brownian Motion ◽  
Self Organizing

AbstractWe propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenomena. The process can be seen as an extension of a multifractional Brownian motion, where the Hurst function is dependent on the past of the process. We define this by means of a stochastic Volterra equation, and we prove existence and uniqueness of this equation, as well as giving bounds on the p-order moments, for all $p\geq1$. We show convergence of an Euler–Maruyama scheme for the process, and also give the rate of convergence, which is dependent on the self-exciting dynamics of the process. Moreover, we discuss various applications of this process, and give examples of different functions to model self-exciting behavior.

scholarly journals Rate of convergence for traditional Pólya urns

2020 ◽  
Vol 57 (4) ◽  
pp. 1029-1044
Author(s):  
Svante Janson
Keyword(s):  
Rate Of Convergence ◽  
Dirichlet Distribution ◽  
Fixed Number ◽  
Kolmogorov Distance ◽  
Initial Composition ◽  
Exact Distributions ◽  
Polya Urn ◽  
The One ◽  
Lévy Distance ◽  
Direct Calculations

AbstractConsider a Pólya urn with balls of several colours, where balls are drawn sequentially and each drawn ball is immediately replaced together with a fixed number of balls of the same colour. It is well known that the proportions of balls of the different colours converge in distribution to a Dirichlet distribution. We show that the rate of convergence is $\Theta(1/n)$ in the minimal $L_p$ metric for any $p\in[1,\infty]$, extending a result by Goldstein and Reinert; we further show the same rate for the Lévy distance, while the rate for the Kolmogorov distance depends on the parameters, i.e. on the initial composition of the urn. The method used here differs from the one used by Goldstein and Reinert, and uses direct calculations based on the known exact distributions.

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