Accession Number:

ADA003722

Title:

A Converse to Some Inequalities and Approximations in the Theory of Stieltjes and Stochastic Integrals, and for n-th Derivatives.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1974-12-01

Pagination or Media Count:

17.0

Abstract:

The object of this report is to establish by counter-examples the best possible character of theorems recently obtained about stochastic integrals and Stieltjes integrals, and about n-th derivatives and finite differences. The hypotheses involve a pair of estimate functions subject to the convergence of a corresponding integral or Y-series, and it is shown that the divergence of this integral or series render in each case the conclusion false.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE