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On the convergence of random functions defined by interpolation

In the paper we study sequences of random functions which are defined by some
interpolation procedures for a given random function. We investigate the problem
in what sense and under which conditions the sequences converge to the prescribed
random function. Sufficient conditions for convergence of moment characteristics, of
finite dimensional distributions and for weak convergence of distributions in spaces
of continuous functions are given. The treatment of such questions is stimulated by
an investigation of Monte Carlo simulation procedures for certain classes of random
functions.
In an appendix basic facts concerning weak convergence of probability measures
in metric spaces are summarized.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:swb:ch1-200401293
Date31 August 2004
CreatorsStarkloff, Hans-Jörg, Richter, Matthias, vom Scheidt, Jürgen, Wunderlich, Ralf
ContributorsTU Chemnitz, Fakultät für Mathematik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:lecture
Formatapplication/pdf, text/plain, application/zip

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