Timeline for Convergence of random functions
Current License: CC BY-SA 4.0
8 events
when toggle format | what | by | license | comment | |
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Dec 2 at 23:05 | comment | added | Anthony Quas | I’m just checking: by functional, you mean linear functional, right? | |
Dec 1 at 9:33 | vote | accept | Snidd | ||
Dec 1 at 9:32 | history | became hot network question | |||
Dec 1 at 8:55 | answer | added | Martin Hairer | timeline score: 8 | |
Dec 1 at 7:08 | comment | added | Snidd | @AnthonyQuas If F is bounded functional from $C[0,t] \to \mathbb{R}$ continuous wrt. to the topology of uniform convergence on $C[0,t]$ then it is the case that: $$\lim\limits_{n \to \infty} \mathbb{E}(F(f^{n})) = \mathbb{E}(F(f))$$ | |
Dec 1 at 6:36 | comment | added | Anthony Quas | What does it mean to say $f^n$ converges in distribution to $f$? | |
Dec 1 at 0:22 | history | edited | Snidd | CC BY-SA 4.0 |
added 107 characters in body
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Dec 1 at 0:15 | history | asked | Snidd | CC BY-SA 4.0 |