Convergence of Complex Uncertain Double Sequences

Complex uncertain variables are measurable functions from an uncertainty space to the set of complex numbers and are used to model complex uncertain quantities. This paper introduces the convergence concepts of convergence almost surely (a.s.), convergence in measure, convergence in mean, convergence in distribution and convergence uniformly almost surely complex uncertain double sequences. In addition, relationships among the introduced classes of sequences have been introduced.

On rough convergence variables of triple sequences

Triple sequence convergence plays an extremely important role in the fundamental theory of mathematics. This paper contains four types of convergence concepts, namely, convergence almost surely, convergence incredibility, trust convergence in mean, and convergence in distribution, and discuss the relationship among them and some mathematical properties of those new convergence.

On rough convergence variables of triple sequences

Triple sequence convergence has an extremly important position in the basic theory of mathematics. The present manuscript contains four types of convergence concept of convergence almost surely, convergence incredibility, trust convergence in mean and convergence in distribution and discuss the relation ship among those and some mathematical properties of those new convergence.

Statistical Convergence of Complex Uncertain Sequences

Complex uncertain variables are measurable functions from an uncertainty space to the set of complex numbers and are used to model complex uncertain quantities. This paper introduces the statistical convergence concepts of complex uncertain sequences: statistical convergence almost surely (a.s.), statistical convergence in measure, statistical convergence in mean, statistical convergence in distribution and statistical convergence uniformly almost surely (u.a.s.) In addition, decomposition theorems and relationships among them are discussed.

Convergence Theorems for Uncertain Variable Sequences

For uncertain variable sequences, conditions of convergences such as Cauchy convergence in measure, convergence almost surely and convergence uniformly almost surely are given. Consequently, the relationships among convergences of uncertain variable sequences are shown. These results have not been proposed in literature so far.

HUBUNGAN ANTARA KONVERGEN HAMPIR PASTI, KONVERGEN DALAM PELUANG, DAN KONVERGEN DALAM SEBARAN

Let fXng be a sequence of random variable dened on a probability space ( ; F; P). In this paper, we studied about the relationship between the convergence almost surely, convergence in probability, and convergence in distribution. If the sequenceof random variable convergence almost surely to a random variable X then fXng convergence in probability to X. If the sequence of random variable fXng convergence in probability to a random variable X then fXng convergence in distribution to X.

Remarks on uniform convergence of random variables and statistics

Convergence in distribution, convergece in probability, and convergence almost surely,

Gaps in Discrete Random Samples

Let (Xi)i∈ℕ be a sequence of independent and identically distributed random variables with values in the set ℕ0 of nonnegative integers. Motivated by applications in enumerative combinatorics and analysis of algorithms we investigate the number of gaps and the length of the longest gap in the set {X1,…,Xn} of the first n values. We obtain necessary and sufficient conditions in terms of the tail sequence (qk)k∈ℕ0, qk=P(X1≥ k), for the gaps to vanish asymptotically as n→∞: these are ∑k=0∞qk+1/qk <∞ and limk→∞qk+1/qk=0 for convergence almost surely and convergence in probability, respectively. We further show that the length of the longest gap tends to ∞ in probability if qk+1/qk→ 1. For the family of geometric distributions, which can be regarded as the borderline case between the light-tailed and the heavy-tailed situations and which is also of particular interest in applications, we study the distribution of the length of the longest gap, using a construction based on the Sukhatme–Rényi representation of exponential order statistics to resolve the asymptotic distributional periodicities.

Gaps in Discrete Random Samples

Let (X i ) i∈ℕ be a sequence of independent and identically distributed random variables with values in the set ℕ0 of nonnegative integers. Motivated by applications in enumerative combinatorics and analysis of algorithms we investigate the number of gaps and the length of the longest gap in the set {X 1,…,X n } of the first n values. We obtain necessary and sufficient conditions in terms of the tail sequence (q k ) k∈ℕ0 , q k =P(X 1≥ k), for the gaps to vanish asymptotically as n→∞: these are ∑ k=0 ∞ q k+1/q k &lt;∞ and limk→∞ q k+1/q k =0 for convergence almost surely and convergence in probability, respectively. We further show that the length of the longest gap tends to ∞ in probability if q k+1/q k → 1. For the family of geometric distributions, which can be regarded as the borderline case between the light-tailed and the heavy-tailed situations and which is also of particular interest in applications, we study the distribution of the length of the longest gap, using a construction based on the Sukhatme–Rényi representation of exponential order statistics to resolve the asymptotic distributional periodicities.

On estimation of the Hurst index of solutions of stochastic integral equations

Let X be a solution of a stochasti Let X be a solution of a stochastic integral equation driven by a fractional Brownian motion BH and let Vn(X, 2) = \sumn k=1(\DeltakX)2, where \DeltakX = X( k+1/n ) - X(k/n ). We study the ditions n2H-1Vn(X, 2) convergence almost surely as n → ∞ holds. This fact is used to obtain a strongly consistent estimator of the Hurst index H, 1/2 < H < 1.