Results 31 to 40 of about 2,820 (52)
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
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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
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On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables
, 2013 Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$.
Pruss, Alexander R.
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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
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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
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EB lifetime distributions as alternative to the EP lifetime distributions
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2014 In this paper we consider lifetime distributions called EB-Max distribution and EB-Min. In the conditions of the Poisson’s Limit Theorem it is shown that EB-Max distribution may be approximated by its analogous called EP-Max lifetime distribution and EB ...
Lupu Carmen Elena +2 more
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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 +2 more
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Densities with Spherical Level Sets in the Gauss-exponential Domain [PDF]
, 2010 2000 Mathematics Subject Classification: 60F05, 60B10.For a sequence of independent observations Zn = (Xn, Yn) from the bivariate standard normal density there are at least three asymptotic descriptions of the sample clouds.
Balkema, Guus
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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 +3 more
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