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Stochastic optimization sensitivity without measurability
Stochastic optimization programs can be considered as functions of probability measures defined either on a finite or an infinite space. thus, it is natural to ask on sensitivity of such an optimization program to a perturbation of ...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Stability of stochastic optimization problem - nonmeasurable case
This paper deals with stability of stochastic optimization problems in a general setting. Objective function is defined on a metric space and depends on a probability measure which is unknown, but, estimated from empirical observati...
BA - Obecná matematika
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A Criterion for Weak Convergence in Vector Skorokhod Spaces
The paper considers random processes with values in a vector Skorokhod space; i.e., in a product of a finite number of Skorokhod spaces. Our interest is focused on weak convergence of a sequence of such processes. Particularly, we p...
Statistics and probability
- 2019 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
On Solving Problems with Weak Convergence
Weak convergence is not conserved neither in the product of two sequences nor in composition with a continuous function. In the paper two new convergences are introduced which in some cases enable passing to the limit in th...
BA - Obecná matematika
- 2013 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Weak convergence of discretely observed functional data with applications
A general result on weak convergence of the empirical measure of discretely observed functional data is shown. It is applied to the problem of estimation of functional mean value, and the problem of consistency of various t...
BA - Obecná matematika
- 2016 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Convergence of Sequences of Sets with Respect to Lattice-Valued Possibilistic Measures
Convergence in, or with respect to, sigma-additive measure, in particular, convergence in probability, can be taken as an important notion of the standard measure and probability theory, and as a ...
BA - Obecná matematika
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Weak and two-scale convergence
The contribution deals with two-scale convergence, motivation, definition and properties...
BA - Obecná matematika
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Weak convergence of the supremum of random processes
Weak convergence of the supremum of random processes...
BA - Obecná matematika
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow
scheme converges in law to a solution that is defined in the sense of stochastic variational inequalities (SVIs). Under strengthened assumptions the convergence can be show to holds even in probability. As a by product of ...
Statistics and probability
- 2023 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
On convergence of approximate solutions to the compressible Euler system
either (i) converges strongly in the energy norm, or (ii) the limit is not a weak to the incompressible case, where (oscillatory) approximate solutions may converge weakly of differential equations satisfied by the associa...
Pure mathematics
- 2020 •
- JSC •
- Link
Rok uplatnění
JSC - Článek v periodiku v databázi SCOPUS
Výsledek na webu
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