• Title/Summary/Keyword: functional limit theorem

Search Result 47, Processing Time 0.022 seconds

Asymptotic Theory for Multi-Dimensional Mode Estimator

  • Kim, Jean-Kyung
    • Journal of the Korean Statistical Society
    • /
    • v.23 no.2
    • /
    • pp.251-269
    • /
    • 1994
  • In this paper we extend Kim and Pollard's cube root asymptotics to other rates of convergence, to establish an asymptotic theory for a multidimensional mode estimator based on uniform kernel with shrinking bandwidths. We obtain rates of convergence depending on shrinking rates of bandwidth and non-normal limit distributions. Optimal decreasing rates of bandwidth are discussed.

  • PDF

A STUDY ON GARCH(p, q) PROCESS

  • Lee, Oe-Sook
    • Communications of the Korean Mathematical Society
    • /
    • v.18 no.3
    • /
    • pp.541-550
    • /
    • 2003
  • We consider the generalized autoregressive model with conditional heteroscedasticity process(GARCH). It is proved that if (equation omitted) β/sub i/ < 1, then there exists a unique invariant initial distribution for the Markov process emdedding the given GARCH process. Geometric ergodicity, functional central limit theorems, and a law of large numbers are also studied.

CENTRAL LIMT THEOREMS FOR MULTITYPE AGE-DEPENDENT BRANCHING PROCESSES

  • Kang, Hye-Jeong
    • Journal of the Korean Mathematical Society
    • /
    • v.36 no.6
    • /
    • pp.1115-1132
    • /
    • 1999
  • We consider a supercritical multitype age dependent branching process. We define a stochastic process Zf(t) which is a functional of the empirical age distribution. When the limit of the expectation of this functional vanishes we4 find some sufficient conditions for the asymptotic normality of the mean of f with respect to the empirical age distribution at time t.

  • PDF

LIMIT RELATIVE CATEGORY THEORY APPLIED TO THE CRITICAL POINT THEORY

  • Jung, Tack-Sun;Choi, Q-Heung
    • Bulletin of the Korean Mathematical Society
    • /
    • v.46 no.2
    • /
    • pp.311-319
    • /
    • 2009
  • Let H be a Hilbert space which is the direct sum of five closed subspaces $X_0,\;X_1,\;X_2,\;X_3$ and $X_4$ with $X_1,\;X_2,\;X_3$ of finite dimension. Let J be a $C^{1,1}$ functional defined on H with J(0) = 0. We show the existence of at least four nontrivial critical points when the sublevels of J (the torus with three holes and sphere) link and the functional J satisfies sup-inf variational inequality on the linking subspaces, and the functional J satisfies $(P.S.)^*_c$ condition and $f|X_0{\otimes}X_4$ has no critical point with level c. For the proof of main theorem we use the nonsmooth version of the classical deformation lemma and the limit relative category theory.

On Doubly Stochastically Perturbed Dynamical Systems

  • Oesook Lee
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.1
    • /
    • pp.267-274
    • /
    • 1999
  • We consider a doubly stochastically perturbed dynamical system {$X_n$} generated by $X_n\Gamma_n(X_{n-1})+W_n where \Gamma_n$ is a Markov chain of random functions and $W_n$ is i.i.d. random elements. Sufficient conditions for stationarity and geometric ergodicity of $X_n$ are obtained by considering asymptotic behaviours of the associated Markov chain. Ergodic theorem and functional central limit theorem are proved.

  • PDF

MULTIPLICITY RESULTS AND THE M-PAIRS OF TORUS-SPHERE VARIATIONAL LINKS OF THE STRONGLY INDEFINITE FUNCTIONAL

  • Jung, Tack-Sun;Choi, Q-Heung
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.12 no.4
    • /
    • pp.239-247
    • /
    • 2008
  • Let $I{\in}C^{1,1}$ be a strongly indefinite functional defined on a Hilbert space H. We investigate the number of the critical points of I when I satisfies two pairs of Torus-Sphere variational linking inequalities and when I satisfies m ($m{\geq}2$) pairs of Torus-Sphere variational linking inequalities. We show that I has at least four critical points when I satisfies two pairs of Torus-Sphere variational linking inequality with $(P.S.)^*_c$ condition. Moreover we show that I has at least 2m critical points when I satisfies m ($m{\geq}2$) pairs of Torus-Sphere variational linking inequalities with $(P.S.)^*_c$ condition. We prove these results by Theorem 2.2 (Theorem 1.1 in [1]) and the critical point theory on the manifold with boundary.

  • PDF

LIMIT THEOREMS FOR MARKOV PROCESSES GENERATED BY ITERATIONS OF RANDOM MAPS

  • Lee, Oe-Sook
    • Journal of the Korean Mathematical Society
    • /
    • v.33 no.4
    • /
    • pp.983-992
    • /
    • 1996
  • Let p(x, dy) be a transition probability function on $(S, \rho)$, where S is a complete separable metric space. Then a Markov process $X_n$ which has p(x, dy) as its transition probability may be generated by random iterations of the form $X_{n+1} = f(X_n, \varepsilon_{n+1})$, where $\varepsilon_n$ is a sequence of independent and identically distributed random variables (See, e.g., Kifer(1986), Bhattacharya and Waymire(1990)).

  • PDF

SOME NEW APPLICATIONS OF S-METRIC SPACES BY WEAKLY COMPATIBLE PAIRS WITH A LIMIT PROPERTY

  • Afra, J. Mojaradi;Sabbaghan, M.
    • The Pure and Applied Mathematics
    • /
    • v.28 no.1
    • /
    • pp.1-13
    • /
    • 2021
  • In this note we use a generalization of coincidence point(a property which was defined by [1] in symmetric spaces) to prove common fixed point theorem on S-metric spaces for weakly compatible maps. Also the results are used to achieve the solution of an integral equation and the bounded solution of a functional equation in dynamic programming.