Stochastic random walk summability (Q1079293)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic random walk summability
scientific article

    Statements

    Stochastic random walk summability (English)
    0 references
    0 references
    1986
    0 references
    The author is concerned with the random walk family of summability methods as introduced by \textit{N. H. Bingham} [Math. Z. 186, 273-286 (1984; Zbl 0525.60031); J. Lond. Math. Soc., II. Ser. 29, 141-146 (1984; Zbl 0501.40006) and ibid. 30, 281-287 (1984; Zbl 0518.40002)]. These include the Euler, Borel, Meyer-König (or Laurent), and Valiron methods. Convergence to the Wiener process of the partial sums process of random walk summation is shown to hold under suitable assumptions.
    0 references
    summability methods
    0 references
    Convergence to the Wiener process
    0 references

    Identifiers