Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier

2016 ◽  
Vol 60 (3) ◽  
pp. 502-513 ◽  
Author(s):  
R. Aliyev ◽  
T. Khaniyev ◽  
B. Gever
Keyword(s):  
Weak Convergence ◽  
Stochastic Processes ◽  
Convergence Theorem ◽  
Ergodic Distribution ◽  
Weak Convergence Theorem

A weak convergence theorem for the empirical characteristic function

1975 ◽  
Vol 12 (3) ◽  
pp. 515-523 ◽  
Author(s):  
John T. Kent
Keyword(s):  
Weak Convergence ◽  
Characteristic Function ◽  
Gaussian Process ◽  
Convergence Theorem ◽  
Stationary Gaussian Process ◽  
Empirical Characteristic Function ◽  
Autocovariance Function ◽  
Weak Convergence Theorem

The purpose of this paper is to show that the empirical characteristic function, when suitably normalised, converges weakly to a stationary Gaussian process whose autocovariance function is the theoretical characteristic function.

scholarly journals An Accelerated Extragradient Method for Solving Pseudomonotone Equilibrium Problems with Applications

Axioms ◽  
2020 ◽  
Vol 9 (3) ◽  
pp. 99 ◽  
Author(s):  
Nopparat Wairojjana ◽  
Habib ur Rehman ◽  
Ioannis K. Argyros ◽  
Nuttapol Pakkaranang
Keyword(s):  
Hilbert Space ◽  
Weak Convergence ◽  
Numerical Solution ◽  
Convergence Theorem ◽  
Equilibrium Problems ◽  
Real Hilbert Space ◽  
Extragradient Method ◽  
Suggested Method ◽  
Experimental Results ◽  
Weak Convergence Theorem

Several methods have been put forward to solve equilibrium problems, in which the two-step extragradient method is very useful and significant. In this article, we propose a new extragradient-like method to evaluate the numerical solution of the pseudomonotone equilibrium in real Hilbert space. This method uses a non-monotonically stepsize technique based on local bifunction values and Lipschitz-type constants. Furthermore, we establish the weak convergence theorem for the suggested method and provide the applications of our results. Finally, several experimental results are reported to see the performance of the proposed method.

Weak convergence in an appointment system

1975 ◽  
Vol 12 (1) ◽  
pp. 188-194 ◽  
Author(s):  
C. W. Anderson
Keyword(s):  
Weak Convergence ◽  
Convergence Theorem ◽  
Limit Theorems ◽  
Heavy Traffic ◽  
Functional Limit ◽  
Functional Limit Theorems ◽  
Service Facility ◽  
Appointment System ◽  
Weak Convergence Theorem ◽  
Carry Over

It is assumed that customers at a service facility have appointments at times 0,1,2, … for which they may be unpunctual by random amounts or may never arrive at all. A weak convergence theorem is proved for the process which counts the number of arrivals. This makes it possible to carry over the results of Iglehart and Whitt (1970a) to obtain heavy traffic functional limit theorems for queues with arrivals by appointment.

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