Chernoff iterations as an averaging method for random affine transformations

DOI10.1134/S0965542522060100MaRDI QIDQ2155353zbMATH OpenOpenAlexFDO

Authors R. Sh. Kalmetev, Yu. N. Orlov, V. Zh. Sakbaev

Publication date 15 July 2022

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0965542522060100

zbMATH Keywords

Fokker-Planck equationlaw of large numbersrandom linear operatoroperator-valued random process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random linear operators (47B80) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to abstract evolution equations (65J08)

Recommendations

• Affine transformation in random iterated function systems
• Averaging of random orthogonal transformations of domain of functions
• Random transforms for arbitrary stochastic sequence and a.s. convergence
• Quenched normal approximation for random sequences of transformations
• A random differential transform method: theory and applications
• Randomized Kaczmarz with averaging
• A stochastic analog to Chebyshev centers and optimal average case algorithms
• scientific article; zbMATH DE number 4010985
• Statistical convergence behavior of affine projection algorithms
• Approximation of invariant measures for random iterations

Cites work

• scientific article; zbMATH DE number 3237465 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• Averaging of random orthogonal transformations of domain of functions
• Central Limit Theorem for Products of Random Matrices
• Chernoff equivalence for shift operators, generating coherent states in quantum optics
• Conditional limit theorem for products of random matrices
• Feynman formulas and the law of large numbers for random one-parameter semigroups
• Generalized coherent states representation
• Invariant functions for the Lyapunov exponents of random matrices
• Noncommuting Random Products
• Note on product formulas for operator semigroups
• On the theory of superconductivity: the one-dimensional case
• Operator approach to weak convergence of measures and limit theorems for random operators
• Random evolution equations: well-posedness, asymptotics, and applications to graphs
• Random quantization of Hamiltonian systems
• Some Theorems of the Type of the Strong Law of Large Numbers
• Stochastic processes on the group of orthogonal matrices and evolution equations describing them
• Unbounded random operators and Feynman formulae

Cited in

(7)

• Averaging of random affine transformations of functions domain
• Upper and lower estimates for rate of convergence in the Chernoff product formula for semigroups of operators
• Stochastic control modeling for the problem of random motion
• Generalized coherent states and random shift operators
• Averaging of random orthogonal transformations of domain of functions
• Quantum decoherence via Chernoff averages
• Limit distribution for compositions of random operators

This page was built for publication: Chernoff iterations as an averaging method for random affine transformations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2155353)