نتایج جستجو برای: convergence in distribution

تعداد نتایج: 17072458  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

Journal: :تحقیقات اقتصادی 0
محمدعلی احسانی استادیار دانشگاه مازندران امید رنجبر دانشجوی کارشناسی ارشد رشتة علوم اقتصادی

in this paper, economic convergence in selected oic (36 countries) is studied. the convergence hypothesis is tested through three approaches: beta convergence, sigma convergence, and time series model. ols is used for estimating the cross section model and cross variance is used to test the distributive model. for analyzing time series model, we used augmented dicky fuller test. beta convergenc...

Journal: :Evolutionary computation 2011
Reza Rastegar

In this paper we obtain bounds on the probability of convergence to the optimal solution for the compact genetic algorithm (cGA) and the population based incremental learning (PBIL). Moreover, we give a sufficient condition for convergence of these algorithms to the optimal solution and compute a range of possible values for algorithm parameters at which there is convergence to the optimal solu...

2008
BENOIT CHARBONNEAU

We consider the weak convergence of numerical methods for stochastic differential equations (SDEs). Weak convergence is usually expressed in terms of the convergence of expected values of test functions of the trajectories. Here we present an alternative formulation of weak convergence in terms of the well-known Prokhorov metric on spaces of random variables. For a general class of methods, we ...

1997
Keith Knight

Epi-convergence in distribution is a useful tool in establishing limiting distributions of \argmin" estimators; however, it is not always easy to nd the epi-limit of a given sequence of objective functions. In this paper, we deene the notion of stochastic equi-lower-semicontinuity of a sequence of random objective functions. It is shown that epi-convergence in distribution and nite dimensional ...

Journal: :رادار 0
اکبر درگاهی یاسر مقصودی علی اکبر آبکار

in this paper, an unsupervised classification method using spatial contextual information for polarimetric sar (polsar) image classification is proposed. first, an unsupervised classification based on 2d h/▁α plane was performed, using cloude/pottier target decomposition algorithm. in order to compute the initial values of the cluster centers and hence a rapid convergence of the algorithm, the ...

1991
DARRELL DUFFIE

Conditions suitable for applications in finance are given for the weak convergence (or convergence in probability) of stochastic integrals. For example, consider a sequence Sn of security price processes converging in distribution to S and a sequence 8" of trading strategies converging in distribution to 0. We survey conditions under which the financial gain process J 0" dSn converges in distri...

Journal: :تحقیقات اقتصادی 0
تیمور رحمانی دانشکده‎ی اقتصاد دانشگاه تهران شهرام شفیعی

the convergence hypothesis maintains that an economy whose productivity lags behind other economies has a potential to grow faster. in other words, this economy can experience faster economic growth through absorbing, accepting, and using available technology experience. in this study, we have examined the relationship between tfp of industry sectors and regional convergence in iran's prov...

2010
Levon Barseghyan Riccardo DiCecio

We reassess the convergence properties of the cross-country distribution of income and its determinants using the dataset constructed by Klenow and Rodriguez-Clare (2005) and our updated version of the same data. Consistent with the literature, the ergodic distribution of output per worker features separate convergence clubs. In contrast to previous …ndings, productivity display convergence in ...

2010
Moulinath Banerjee

See, for example, Billingsley (Prob. & Measure) for a proof. Donsker’s theorem deals with the convergence, in distribution, of the empirical process. In what follows I will assume the basic concepts of convergence in distribution for stochastic processes assuming values in a metric space. Billingsley’s book on weak convergence (especially the 2nd edition) is an excellent reference (in particula...

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