• 제목/요약/키워드: Weak Convergence

검색결과 459건 처리시간 0.028초

WEAK CONVERGENCE FOR STATIONARY BOOTSTRAP EMPIRICAL PROCESSES OF ASSOCIATED SEQUENCES

  • Hwang, Eunju
    • 대한수학회지
    • /
    • 제58권1호
    • /
    • pp.237-264
    • /
    • 2021
  • In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

WEAK CONVERGENCE OF MANN ITERATIVE SEQUENCE FOR NONEXPANSIVE MAPPINGS IN PROBABILISTIC HILBERT SPACES

  • Su, Yongfu;Wang, Xiuzhen;Gao, Junyu
    • East Asian mathematical journal
    • /
    • 제24권1호
    • /
    • pp.27-33
    • /
    • 2008
  • The purpose of this paper is to establish the weak convergence theorem of Mann iterative sequence for nonexpansive mappings in probabilistic Hilbert spaces. In order to establish the weak convergence theorem, a new method was presented in this paper, that is method of mathematical expectation.

  • PDF

On Weak Convergence of Some Rescaled Transition Probabilities of a Higher Order Stationary Markov Chain

  • Yun, Seok-Hoon
    • Journal of the Korean Statistical Society
    • /
    • 제25권3호
    • /
    • pp.313-336
    • /
    • 1996
  • In this paper we consider weak convergence of some rescaled transi-tion probabilities of a real-valued, k-th order (k $\geq$ 1) stationary Markov chain. Under the assumption that the joint distribution of K + 1 consecutive variables belongs to the domain of attraction of a multivariate extreme value distribution, the paper gives a sufficient condition for the weak convergence and characterizes the limiting distribution via the multivariate extreme value distribution.

  • PDF

WEAK CONVERGENCE OF VARIOUS MODELS TO FRACTIONAL BROWNIAN MOTION

  • Kim, Joo-Mok
    • Korean Journal of Mathematics
    • /
    • 제15권1호
    • /
    • pp.71-78
    • /
    • 2007
  • We consider arrival process and ON/OFF source model which allows for long packet trains and long inter-train distances. We prove the weak convergence of theses processes to Fractional Brownian motion. Finally, we figure out the coefficients of $B_H(t)$ and time $t$ when ON/OFF periods have the Pareto distribution.

  • PDF

WEAK AND STRONG CONVERGENCE THEOREMS FOR THE MODIFIED ISHIKAWA ITERATION FOR TWO HYBRID MULTIVALUED MAPPINGS IN HILBERT SPACES

  • Cholamjiak, Watcharaporn;Chutibutr, Natchaphan;Weerakham, Siwanat
    • 대한수학회논문집
    • /
    • 제33권3호
    • /
    • pp.767-786
    • /
    • 2018
  • In this paper, we introduce new iterative schemes by using the modified Ishikawa iteration for two hybrid multivalued mappings in a Hilbert space. We then obtain weak convergence theorem under suitable conditions. We use CQ and shrinking projection methods with Ishikawa iteration for obtaining strong convergence theorems. Furthermore, we give examples and numerical results for supporting our main results.

MONOTONE CQ ALGORITHM FOR WEAK RELATIVELY NONEXPANSIVE MAPPINGS AND MAXIMAL MONOTONE OPERATORS IN BANACH SPACES

  • Kang, Jinlong;Su, Yongfu;Zhang, Xin
    • Journal of applied mathematics & informatics
    • /
    • 제29권1_2호
    • /
    • pp.293-309
    • /
    • 2011
  • The purpose of this article is to prove strong convergence theorems for weak relatively nonexpansive mapping which is firstly presented in this article. In order to get the strong convergence theorems for weak relatively nonexpansive mapping, the monotone CQ iteration method is presented and is used to approximate the fixed point of weak relatively nonexpansive mapping, therefore this article apply above results to prove the strong convergence theorems of zero point for maximal monotone operators in Banach spaces. Noting that, the CQ iteration method can be used for relatively nonexpansive mapping but it can not be used for weak relatively nonexpansive mapping. However, the monotone CQ method can be used for weak relatively nonexpansive mapping. The results of this paper modify and improve the results of S.Matsushita and W.Takahashi, and some others.

WEAK AND STRONG CONVERGENCE CRITERIA OF MODIFIED NOOR ITERATIONS FOR ASYMPTOTICALLY NONEXPANSIVE MAPPINGS IN THE INTERMEDIATE SENSE

  • Banerjee, Shrabani;Choudhury, Binayak Samadder
    • 대한수학회보
    • /
    • 제44권3호
    • /
    • pp.493-506
    • /
    • 2007
  • In this paper weak and strong convergence theorems of modified Noor iterations to fixed points for asymptotically nonexpansive mappings in the intermediate sense in Banach spaces are established. In one theorem where we establish strong convergence we assume an additional property of the operator whereas in another theorem where we establish weak convergence assume an additional property of the space.

WEAK AND STRONG CONVERGENCE THEOREMS FOR A SYSTEM OF MIXED EQUILIBRIUM PROBLEMS AND A NONEXPANSIVE MAPPING IN HILBERT SPACES

  • Plubtieng, Somyot;Sombut, Kamonrat
    • 대한수학회보
    • /
    • 제50권2호
    • /
    • pp.375-388
    • /
    • 2013
  • In this paper, we introduce an iterative sequence for finding solution of a system of mixed equilibrium problems and the set of fixed points of a nonexpansive mapping in Hilbert spaces. Then, the weak and strong convergence theorems are proved under some parameters controlling conditions. Moreover, we apply our result to fixed point problems, system of equilibrium problems, general system of variational inequalities, mixed equilibrium problem, equilibrium problem and variational inequality.