On the Asymptotic Approximation to Integral Functions of Zero Order

asymptotic property of order statistics and sample quntile

چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...

Approximation Order: Why the Asymptotic Constant Matters

We consider the approximation (either interpolation, or least-squares) of L functions in the shift-invariant space VT = spank∈Z{φ( t T − n)} that is generated by the single shifted function φ. We measure the approximation error in an L sense and evaluate the asymptotic equivalent of this error as the sampling step T tends to zero. Let f ∈ L and fT be its approximation in VT . It is well-known t...

On Padé Approximation of Some Practical Functions

Geometric Asymptotic Approximation of Value Functions∗

This paper characterizes the behavior of value functions in dynamic stochastic discounted programming models near fixed points of the state space. When the second derivative of the flow payoff function is bounded, the value function is proportional to a linear function plus xψδ . A specific formula for ψδ is provided, which implies ψδ continuously falls in the rate of patience. If the state var...

The Sugeno fuzzy integral of concave functions

The fuzzy integrals are a kind of fuzzy measures acting on fuzzy sets. They can be viewed as an average membershipvalue of fuzzy sets. The value of the fuzzy integral in a decision making environment where uncertainty is presenthas been well established. Most of the integral inequalities studied in the fuzzy integration context normally considerconditions such as monotonicity or comonotonicity....