What are the different modes of convergence for sequences of random variables?

This paper deals with the problem of establishing conditions under which, in the independent Gaussian case, a stochastic process can be considered to be ... Nov 11, 2016 ... We consider stochastic dynamics of interacting systems and , which are not necessarily Markov processes. We consider a discrete time k (=1, …, N) ... A model is proposed which treats network traffic as a stochastic process with an infinite mean delay. Such a model can be used to explain the appearance of ... Mar 15, 2023 ... Abstract. Some mathematical models of informational signals and methods of the diagnostic system construction is considered. Different type of ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... stochastic volatility process (Andersen (1992b)). We now turn to the issue of nonstationarity. So far, we have assumed that volume is stationary. This ignores ... ... Informational Risks, Peking Univ. Ser. Math. 5 ... Jeanblanc, No-arbitrage under additional information for thin semimartingale models, Stochastic Process. ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... Mar 9, 2023 ... [44] for the general Markov process. This result also gives another link between information geometry in the space of path probability densities ... an information process with stochastic volatility. JEL classification: G12 ... Informational Con0 tent of Implied Volatility, Review of Financial ...