Weak invariance principle for solutions of stochastic recurrence equations in a banach space
We show that, in a Banach space, continuous random processes constructed by using solutions of the difference equationX n =A n X n+1+V n , n=1, 2,..., converge in distribution to a solution of the corresponding operator equation.
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| Date: | 1995 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5390 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860511621179244544 |
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| author | Koval, V. A. Коваль, В. А. Коваль, В. А. |
| author_facet | Koval, V. A. Коваль, В. А. Коваль, В. А. |
| author_sort | Koval, V. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T08:58:17Z |
| description | We show that, in a Banach space, continuous random processes constructed by using solutions of the difference equationX n =A n X n+1+V n , n=1, 2,..., converge in distribution to a solution of the corresponding operator equation. |
| first_indexed | 2026-03-24T03:15:48Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5390 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:15:48Z |
| publishDate | 1995 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/42/792d0a999ef7e06f78149f1d96d2a142.pdf |
| spelling | umjimathkievua-article-53902020-03-19T08:58:17Z Weak invariance principle for solutions of stochastic recurrence equations in a banach space Слабый принцип инвариантности для решений стохастического реккурентного уравнения в банаховом пространстве Koval, V. A. Коваль, В. А. Коваль, В. А. We show that, in a Banach space, continuous random processes constructed by using solutions of the difference equationX n =A n X n+1+V n , n=1, 2,..., converge in distribution to a solution of the corresponding operator equation. Встановлюється збіжність за розподілом неперервних випадкових процесів, побудованих за розв'язками різницевого рівняння $X_n = A_n X_{n+1} + V_n , n = 1,2,...,$, в банаховому просторі до розв'зку відповідного операторного рівняння. Institute of Mathematics, NAS of Ukraine 1995-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5390 Ukrains’kyi Matematychnyi Zhurnal; Vol. 47 No. 1 (1995); 114–117 Український математичний журнал; Том 47 № 1 (1995); 114–117 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5390/7470 https://umj.imath.kiev.ua/index.php/umj/article/view/5390/7471 Copyright (c) 1995 Koval V. A. |
| spellingShingle | Koval, V. A. Коваль, В. А. Коваль, В. А. Weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| title | Weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| title_alt | Слабый принцип инвариантности для решений стохастического реккурентного уравнения в банаховом пространстве |
| title_full | Weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| title_fullStr | Weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| title_full_unstemmed | Weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| title_short | Weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| title_sort | weak invariance principle for solutions of stochastic recurrence equations in a banach space |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5390 |
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