Rate of convergence in the transfer theorem for min-scheme

In this paper non-uniform estimate of convergence rate in the min-scheme is obtained. Presented results make the estimates, given in [1] and [2], more precise.

Difference Approximation of Stochastic Elastic Equation Driven by Infinite Dimensional Noise

An explicit difference scheme is described, analyzed and tested for numerically approximating stochastic elastic equation driven by infinite dimensional noise. The noise processes are approximated by piecewise constant random processes and the integral formula of the stochastic elastic equation is approximated by a truncated series. Error analysis of the numerical method yields estimate of convergence rate. The rate of convergence is demonstrated with numerical experiments.

Estimation of Convergence Rate in the Transfer Theorem for Maxima

Let ZN be a maximum of independent identically distributed random variables. In this paper, a nonuniform estimate of convergence rate in the transfer theorem max-scheme is obtained. Presented results make the estimates, given in [1] and [2], more precise.

Asymptotics of the Joint Distribution of Multivariate Extrema

Let Wn and Zn be a bivariate extrema of independent identically distributed bivariate random variables with a distribution function F. in this paper the nonuniform estimate of convergence rate of the joint distribution of the normalized and centralized minima and maxima is obtained.

Nonuniform estimate of maximum density convergence rate for independent random variables

The nonuniform estimate of convergence rate in the maximum density limit theorem of independent nonidentically distributed random variables is obtained. This result is generalization of the work presented in [1].