Reinforced weak convergence of stochastic processes
We consider a sequence of stochastic processes Xn on C[0,1] converging weakly to X and call it polynomially convergent, if EF(Xn)-->EF(X) for continuous functionals F of polynomial growth. We present a sufficient moment conditions on Xn for polynomial convergence and provide several examples, e.g. discrete excursions and depth first path associated to Galton-Watson trees. This concept leads to a new approach to moments of functionals of rooted trees such as height and path length.
Volume (Year): 71 (2005)
Issue (Month): 3 (March)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:71:y:2005:i:3:p:283-294. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.