𝔖 Bobbio Scriptorium
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Convergence of stochastic relaxation process

✍ Scribed by Toshiaki Ejima


Book ID
112075700
Publisher
John Wiley and Sons
Year
1988
Tongue
English
Weight
550 KB
Volume
71
Category
Article
ISSN
8756-6621

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We discuss the weak convergence of convex stochastic processes. Let {Z.(t): t e T }, n >/ 1, be a sequence of stochastic processes, where T is an open convex set of R e, such that Z, : T ~ R is a convex function (for each ~o and each n), We show that {Z,(t):ts To} converges weakly to {Z(t):t ~ T}, f