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1995
Suppose {εk, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {cj}∞j=0, {dj}∞j=0 are sequences of real numbers such that Σjc2j < ∞, Σjd2j < ∞. Then, under appropriate moment conditions on {εk, −∞ < k < ∞}, View the MathML source, View the...

1994
Heunis, A. J., Kouritzin, Michael
In this note we consider the almost sure convergence (as ϵ→0) of solution Xϵ(·), defined over the interval 0 ≤ τ ≤ 1, of the random ordinary differential equation View the MathML source Here {F(x, t, ω), t ≥ 0} is a strong mixing process for each x and (x, t) → F(x, t, ω) is subject to regularity...

20131122
We address the missing analog of vague convergence in the weakconverge largedeviations analogy. Specifically, we introduce the weak Laplace principle and show it implies both the wellknown weak LDP and the Laplace principle lower bound. Both the weak LDP and weak Laplace principle hold in...

2002
Kim, Surrey, Kouritzin, Michael, Ballantyne, David
Particlebased nonlinear filters have proven to be effective and versatile methods for computing approximations to difficult filtering problems. We introduce a novel hybrid particle method, thought to possess an excellent compromise between the unadaptive nature of the weighted particle methods...