Results 31 to 40 of about 2,873 (97)

On the paper ``Weak convergence of some classes of martingales with jumps''

, 2007
This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685--712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which may have infinitely many jumps on compact time intervals is given.
Nishiyama, Yoichi
core   +1 more source

asymptotics for open‐loop window flow control

International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 337-356, 1994., 1993
An open‐loop window flow‐control scheme regulates the flow into a system by allowing at most a specified window size W of flow in any interval of length L. The sliding window considers all subintervals of length L, while the jumping window considers consecutive disjoint intervals of length L.
Arthur W. Berger, Ward Whitt
wiley   +1 more source

Global Central Limit Theorems for Stationary Markov Chains

Annales Mathematicae Silesianae
Let P be a Markov operator on a general state space (S, Σ) with an invariant probability measure m, assumed to be ergodic. We study conditions which yield that for every centered non-zero f ∈ L2(m) a non-degenerate annealed CLT and an L2-normalized CLT ...
Lin Michael
doaj   +1 more source

On the weak law of large numbers for normed weighted sums of I.I.D. random variables

International Journal of Mathematics and Mathematical Sciences, Volume 14, Issue 1, Page 191-202, 1991., 1991
For weighted sums of independent and identically distributed random variables {Yn, n ≥ 1}, a general weak law of large numbers of the form is established where {νn, n ≥ 1} and {bn, n ≥ 1} are statable constants. The hypotheses involve both the behavior of the tail of the distribution of |Y1| and the growth behaviors of the constants {an, n ≥ 1} and {bn,
André Adler, Andrew Rosalsky
wiley   +1 more source

Central Limit Theorem for Random “Contractive” Functions on Interval

Annales Mathematicae Silesianae
We use the approach from Czudek and Szarek (see [1]) to prove the central limit theorem for a stationary Markov chain generated by an iterative function system for a family of increasing, injective functions on [0, 1] with “contractive” properties.
Block Maciej, Kacprzak Wiktoria, Falęcki Dorian   +2 more
doaj   +1 more source

On a probability problem connected with Railway traffic

International Journal of Stochastic Analysis, Volume 4, Issue 1, Page 1-27, 1991., 1991
Let Fn(x) and Gn(x) be the empirical distribution functions of two independent samples, each of size n, in the case where the elements of the samples are independent random variables, each having the same continuous distribution function V(x) over the interval (0, 1). Define a statistic θn by .
Lajos Takács
wiley   +1 more source

Oscillations of empirical distribution functions under dependence

, 2006
We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate is shown to be optimal in the sense that it is as sharp as the one ...
Wu, Wei Biao
core   +1 more source

On the distribution of the number of vertices in layers of random trees

International Journal of Stochastic Analysis, Volume 4, Issue 3, Page 175-186, 1991., 1991
Denote by Sn the set of all distinct rooted trees with n labeled vertices. A tree is chosen at random in the set Sn, assuming that all the possible nn−1 choices are equally probable. Define τn(m) as the number of vertices in layer m, that is, the number of vertices at a distance m from the root of the tree. The distance of a vertex from the root is the
Lajos Takács
wiley   +1 more source

The quenched limiting distributions of a one-dimensional random walk in random scenery

, 2013
For a one-dimensional random walk in random scenery (RWRS) on Z, we determine its quenched weak limits by applying Strassen's functional law of the iterated logarithm. As a consequence, conditioned on the random scenery, the one-dimensional RWRS does not
Guillotin-Plantard, Nadine, Hu, Yueyun, Schapira, Bruno   +2 more
core   +2 more sources

Berry-Esséen bound of sample quantiles for negatively associated sequence

Journal of Inequalities and Applications, 2011
In this paper, we investigate the Berry-Esséen bound of the sample quantiles for the negatively associated random variables under some weak conditions. The rate of normal approximation is shown as O(n -1/9). 2010 Mathematics Subject Classification:
Zhang Qinchi, Yang Wenzhi, Hu Shuhe, Wang Xuejun   +3 more
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