Pages that link to "Item:Q5248273"

The following pages link to Fatou's Lemma for Weakly Converging Probabilities (Q5248273):

Displaying 37 items.

• Uniform Fatou's lemma (Q530342) (← links)
• A central limit theorem for operators (Q738787) (← links)
• Entropic repulsion of Gaussian free field on high-dimensional Sierpinski carpet graphs (Q744978) (← links)
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
• Pointwise convergence in probability of general smoothing splines (Q1656858) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
• A blob method for diffusion (Q1728079) (← links)
• Optimal timing of decisions: a general theory based on continuation values (Q1734573) (← links)
• A Fatou lemma for Gelfand integrals by means of Young measure theory (Q1863745) (← links)
• Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
• Causal variational principles in the \(\sigma\)-locally compact setting: existence of minimizers (Q2156038) (← links)
• The income fluctuation problem and the evolution of wealth (Q2173086) (← links)
• Stability of the Laughlin phase against long-range interactions (Q2190731) (← links)
• Semiclassical limit for almost fermionic anyons (Q2231687) (← links)
• On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
• A hybrid active contour model based on global and local information for medical image segmentation (Q2415850) (← links)
• Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps (Q2417095) (← links)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
• Partially observable total-cost Markov decision processes with weakly continuous transition probabilities (Q2806825) (← links)
• Average cost Markov decision processes with weakly continuous transition probabilities (Q2925348) (← links)
• Continuum Limits of Posteriors in Graph Bayesian Inverse Problems (Q3176426) (← links)
• (Q3351639) (← links)
• Convergence of the $k$-Means Minimization Problem using $\Gamma$-Convergence (Q3452592) (← links)
• (Q4590785) (← links)
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
• (Q4879596) (← links)
• Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394) (← links)
• Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes (Q5120712) (← links)
• Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities (Q5153597) (← links)
• Average optimality for continuous-time Markov decision processes under weak continuity conditions (Q5176514) (← links)
• Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition (Q5216294) (← links)
• Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
• A rigorous derivation of the functional renormalisation group equation (Q6076989) (← links)
• Epi-convergence of expectation functions under varying measures and integrands (Q6137269) (← links)
• Do not blame Bellman: it is Koopmans' fault (Q6536798) (← links)
• Interest rate dynamics and commodity prices (Q6664574) (← links)