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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
1 answer
105 views

Convergence of a stochastic sequence?

I am reading this paper related to an algorithm for nonsmooth optimization problems. After many simplifications, I was able to formalize the method as follows: let $\Bbb B $ denote the unit ball in $ …
John D's user avatar
  • 185
4 votes
1 answer
475 views

Finiteness of Hausdorff measure of balls

Let $(X,d)$ be an arbitrary metric space and let $\Bbb B(x,r)$ denote the closed ball with center $x \in X$ and radius $r>0$. For $p\geq 0$, let $H^p$ denote the $p$- dimensional Hausdorff measure. Un …
John D's user avatar
  • 185