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Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients
(Elsevier, 2020)
In traditional works on numerical schemes for solving stochastic differential equations (SDEs), the globally Lipschitz assumption is often assumed to ensure different types of convergence. In practice, this is often too ...
On Convergence Properties of Shannon Entropy
(2008-12)
Convergence properties of Shannon Entropy are studied. In the di erential setting, it is known
that weak convergence of probability measures (convergence in distribution) is not enough for convergence
of the associated ...
Incorporating IT & AT Convergence into Lean Thinking/Six Sigma via the Smarter Operation Transformation (SOT) Methodology
(Salem, 2014)
The growing demands for industrial
products are imposing an increasingly intense level of
competitiveness on the industrial operations. In the
meantime, the convergence of information technology (IT)
and automation ...
Convergence analysis of an elitist non-homogeneous genetic algorithm with crossover/mutation probabilities adjusted by a fuzzy controller
(Soc Chilena Estadistica-soche, 2018-09-01)
In recent years, several attempts to improve the efficiency of the canonical genetic algorithm have been presented. The advantage of the elitist non-homogeneous genetic algorithm is that, variations of the mutation ...
Processos de Markov discretos: exemplos voltados para o ensino médio
(Universidade Estadual Paulista (Unesp), 2017-11-30)
Neste trabalho, mostramos como construir um processo estocástico de Markov e seu espaço de probabilidade a partir das probabilidades de transição e da distribuição inicial. Além disso, mostramos a convergência das matrizes ...
Shannon entropy estimation in infinity-alphabets from convergence results: studying plug-in estimators
(MDPI, 2018-06)
This work addresses the problem of Shannon entropy estimation in countably infinite alphabets studying and adopting some recent convergence results of the entropy functional, which is known to be a discontinuous function ...
On fixed points and convergence results of sequences generated by uniformly convergent and point‑wisely convergent sequences of operators in Menger probabilistic metric spaces
In the framework of complete probabilistic Menger metric spaces, this paper investigates
some relevant properties of convergence of sequences built through sequences
of operators which are either uniformly convergent to ...
Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise
(Institute of Mathematical Statistics, 2017)
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameterH >1/2 and multiplicative noise component σ. ...