๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A limit shape theorem for periodic stochastic dispersion

โœ Scribed by Dmitry Dolgopyat; Vadim Kaloshin; Leonid Koralov

Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
253 KB
Volume
57
Category
Article
ISSN
0010-3640

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

An Almost Sure Central Limit Theorem for
An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms
โœ Mariane Pelletier ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 154 KB

We prove an almost sure central limit theorem for some multidimensional stochastic algorithms used for the search of zeros of a function and known to satisfy a central limit theorem. The almost sure version of the central limit theorem requires either a logarithmic empirical mean (in the same way as

A limit theorem for stochastic two-point
A limit theorem for stochastic two-point boundary-value problems of ordinary differential equations
โœ B. S. White; J. N. Franklin ๐Ÿ“‚ Article ๐Ÿ“… 1979 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 624 KB

In this paper, we prove a limit theorem applicable to the asymptotic solution of stochastic two-point boundary-value and eigenvalue problems of a wide class of non-linear ordinary differential equations. Let E, 0 < E << 1, be a small parameter, and y ( s ) for 0 5 s <m a stochastic process. Then ~(