scholarly journals A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes

1971 ◽  
Vol 42 (5) ◽  
pp. 1637-1646 ◽  
Author(s):  
Roy E. Welsch
Keyword(s):  
Weak Convergence ◽  
Order Statistics ◽  
Convergence Theorem ◽  
Strong Mixing ◽  
Mixing Processes ◽  
Weak Convergence Theorem

Limit laws for kth order statistics from strong-mixing processes

1984 ◽  
Vol 21 (04) ◽  
pp. 720-729 ◽  
Author(s):  
W. Dziubdziela
Keyword(s):  
Weak Convergence ◽  
Order Statistics ◽  
Poisson Distribution ◽  
Sufficient Conditions ◽  
Strong Mixing ◽  
Mixing Processes ◽  
Limit Laws ◽  
Independent Case ◽  
Necessary And Sufficient ◽  
Mixing Sequence

We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.

Limit laws for kth order statistics from strong-mixing processes

1984 ◽  
Vol 21 (4) ◽  
pp. 720-729 ◽  
Author(s):  
W. Dziubdziela
Keyword(s):  
Weak Convergence ◽  
Order Statistics ◽  
Poisson Distribution ◽  
Sufficient Conditions ◽  
Strong Mixing ◽  
Mixing Processes ◽  
Limit Laws ◽  
Independent Case ◽  
Necessary And Sufficient ◽  
Mixing Sequence

We present necessary and sufficient conditions for the weak convergence of the distributions of the kth order statistics from a strictly stationary strong-mixing sequence of random variables to limit laws which are represented in terms of a compound Poisson distribution. The obtained limit laws form a class larger than that occurring in the independent case.

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.

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