Z-theorems: Limits of stochastic equations

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dc.citation.epage938en_US
dc.citation.issueNumber5en_US
dc.citation.spage917en_US
dc.citation.volumeNumber6en_US
dc.contributor.authorAnisimov, V. V.en_US
dc.contributor.authorPflug, G. Ch.en_US
dc.date.accessioned2016-02-08T10:36:49Z
dc.date.available2016-02-08T10:36:49Z
dc.date.issued2000en_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractLet fn(è, ù) be a sequence of stochastic processes which converge weakly to a limit process f 0(è, ù). We show under some assumptions the weak inclusion of the solution sets èn(ù) fè : fn(è, ù) 0g in the limiting solution set è0(ù) fè : f 0(è, ù) 0g. If the limiting solutions are almost surely singletons, then weak convergence holds. Results of this type are called Z-theorems (zero-theorems). Moreover, we give various more speci®c convergence results, which have applications for stochastic equations, statistical estimation and stochastic optimization.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:36:49Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2000en
dc.identifier.doi10.2307/3318762en_US
dc.identifier.issn1350-7265
dc.identifier.urihttp://hdl.handle.net/11693/24961
dc.language.isoEnglishen_US
dc.publisherInternational Statistical Instituteen_US
dc.relation.isversionofhttps://www.jstor.org/stable/3318762en_US
dc.source.titleBernoullien_US
dc.subjectAsymptotic distributionen_US
dc.subjectConsistencyen_US
dc.subjectStochastic equationsen_US
dc.subjectStochastic inclusionen_US
dc.titleZ-theorems: Limits of stochastic equationsen_US
dc.typeArticleen_US

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