Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates

2002 ◽  
pp. 201-223 ◽  
Author(s):  
Harro Walk
Keyword(s):  
Almost Sure Convergence ◽  
Convergence Properties

scholarly journals Some Almost-Sure Convergence Properties Useful in Sequential Analysis

2005 ◽  
Vol 24 (4) ◽  
pp. 411-419 ◽  
Author(s):  
Seong-Hee Kim ◽  
Barry L. Nelson ◽  
James R. Wilson
Keyword(s):  
Sequential Analysis ◽  
Almost Sure Convergence ◽  
Convergence Properties

scholarly journals A Regularization SAA Scheme for a Stochastic Mathematical Program with Complementarity Constraints

2014 ◽  
Vol 2014 ◽  
pp. 1-12
Author(s):  
Yu-xin Li ◽  
Jie Zhang ◽  
Zun-quan Xia
Keyword(s):  
Recent Literature ◽  
Mathematical Program ◽  
Uncertain Data ◽  
Almost Sure Convergence ◽  
Sample Average Approximation ◽  
Accumulation Point ◽  
Complementarity Constraints ◽  
Convergence Properties ◽  
Sample Average ◽  
Average Approximation

To reflect uncertain data in practical problems, stochastic versions of the mathematical program with complementarity constraints (MPCC) have drawn much attention in the recent literature. Our concern is the detailed analysis of convergence properties of a regularization sample average approximation (SAA) method for solving a stochastic mathematical program with complementarity constraints (SMPCC). The analysis of this regularization method is carried out in three steps: First, the almost sure convergence of optimal solutions of the regularized SAA problem to that of the true problem is established by the notion of epiconvergence in variational analysis. Second, under MPCC-MFCQ, which is weaker than MPCC-LICQ, we show that any accumulation point of Karash-Kuhn-Tucker points of the regularized SAA problem is almost surely a kind of stationary point of SMPCC as the sample size tends to infinity. Finally, some numerical results are reported to show the efficiency of the method proposed.

Convergence properties of hit-and-run samplers

1998 ◽  
Vol 14 (4) ◽  
pp. 767-800
Author(s):  
Claude Bélisle ◽  
Arnon Boneh ◽  
Richard J. Caron
Keyword(s):  
Convergence Properties ◽  
Hit And Run

On almost Sure Convergence for Negatively Superadditive Dependent Random Variables

2019 ◽  
Vol 19 (1) ◽  
pp. 95-102
Author(s):  
Liuyong Tao ◽  
Hyeyoung Seo ◽  
Jongil Baek
Keyword(s):  
Random Variables ◽  
Almost Sure Convergence ◽  
Dependent Random Variables

scholarly journals On the Markov Transition Kernels for First Passage Percolation on the Ladder

2011 ◽  
Vol 48 (02) ◽  
pp. 366-388 ◽  
Author(s):  
Eckhard Schlemm
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Asymptotic Variance ◽  
Almost Sure Convergence ◽  
First Passage Percolation ◽  
First Passage ◽  
Percolation Problem ◽  
Vertex Set ◽  
Step Transition

We consider the first passage percolation problem on the random graph with vertex set N x {0, 1}, edges joining vertices at a Euclidean distance equal to unity, and independent exponential edge weights. We provide a central limit theorem for the first passage times l n between the vertices (0, 0) and (n, 0), thus extending earlier results about the almost-sure convergence of l n / n as n → ∞. We use generating function techniques to compute the n-step transition kernels of a closely related Markov chain which can be used to explicitly calculate the asymptotic variance in the central limit theorem.

scholarly journals On the almost sure convergence of sums

2021 ◽  
Vol 172 ◽  
pp. 109045
Author(s):  
Luca Pratelli ◽  
Pietro Rigo
Keyword(s):  
Almost Sure Convergence
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