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.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:swb:ch1-200401293 |
| Date | 31 August 2004 |
| Creators | Starkloff, Hans-Jörg, Richter, Matthias, vom Scheidt, Jürgen, Wunderlich, Ralf |
| Contributors | TU Chemnitz, Fakultät für Mathematik |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:lecture |
| Format | application/pdf, text/plain, application/zip |
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