Convergence theorem for fuzzy martingales
β Scribed by Madan L Puri; Dan A Ralescu
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 713 KB
- Volume
- 160
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
For each n, let ( S n k ) , 1 S k s k,, be a mean zero square -integrable martingale adapted to increasing a-fields ($nk), O s k s h n , and let ( b n k ) , OSkaE,, be a system of random variables such that bno=O -=bnl-=... -= bnkn= 1 and such that bnk is Snn,k-l measurable for each k. We present su
To solve a linear system Ax = b by an iterative method, it is customary to use a splitting of A in the sequential case and a multisplitting of A in the parallel case. In both cases, the convergence of the method is given by the spectral radius of the correspondent iteration matrix. Using the splitti