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.
Year of publication: |
2005
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Authors: | Drmota, Michael ; Marckert, Jean-François |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 71.2005, 3, p. 283-294
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Publisher: |
Elsevier |
Keywords: | Weak convergence Excursions Functionals of trees |
Saved in:
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