Results 1 to 10 of about 1,203 (134)
A law of the iterated logarithm for Grenander's estimator. [PDF]
Stoch Process Their Appl, 2016 In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If $f(t_0) > 0$, $f'(t_0) < 0$, and $f'$ is continuous in a neighborhood of $t_0$, then \begin{eqnarray*} \limsup_{n ...
Dümbgen L, Wellner JA, Wolff M.
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A characterization of Chover-type law of iterated logarithm. [PDF]
Springerplus, 2014 Let $0 < \alpha \leq 2$ and $- \infty < \beta < \infty$. Let $\{X_{n}; n \geq 1 \}$ be a sequence of independent copies of a real-valued random variable $X$ and set $S_{n} = X_{1} + \cdots + X_{n}, ~n \geq 1$.
Li D, Chen P.
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Some strong limit theorems for arrays of rowwise negatively orthant-dependent random variables
Journal of Inequalities and Applications, 2011 In this article, the strong limit theorems for arrays of rowwise negatively orthant-dependent random variables are studied. Some sufficient conditions for strong law of large numbers for an array of rowwise negatively orthant-dependent random variables ...
Shen Aiting
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A note on the complete convergence for sequences of pairwise NQD random variables
Journal of Inequalities and Applications, 2011 In this paper, complete convergence and strong law of large numbers for sequences of pairwise negatively quadrant dependent (NQD) random variables with non-identically distributed are investigated.
Wu Qunying +3 more
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Extremes of the stochastic heat equation with additive Lévy noise [PDF]
Electronic Journal of Probability, 2022 We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive Lévy space-time white noise. For fixed time t > 0 and space x ∈ R we determine the exact tail behavior of the solution both for light ...
Carsten Chong, P. Kevei
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Refined Kolmogorov inequalities for the binomial distribution
Rendiconti del Seminario Matematico della Universita di Padova, 2023 This paper presents refined versions of the well known Kolmogorov maximal inequality for the binomial distribution. Mathematics Subject Classification (2020).
R. Giuliano Antonini +2 more
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Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws ∗ [PDF]
, 2007 This paper collects facts about the number of occupied boxes in the classical balls-in-boxes occupancy scheme with infinitely many positive frequencies: equivalently, about the number of species represented in sam- ples from populations with infinitely ...
A. Gnedin, Ben B. Hansen, J. Pitman
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The probability distribution as a computational resource for randomness testing [PDF]
Journal of Logic and Analysis, 2014 When testing a set of data for randomness according to a probability distribution that depends on a parameter, access to this parameter can be considered as a computational resource.
B. Kjos-Hanssen
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On the spectrum of noisy blown-up matrices
Special Matrices, 2020 We study the eigenvalues of large perturbed matrices. We consider a pattern matrix P, we blow it up to get a large block-matrix Bn. We can observe only a noisy version of matrix Bn. So we add a random noise Wn to obtain the perturbed matrix An = Bn + Wn.
Fazekas István, Pecsora Sándor
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Unusual limit theorems for the two tailed Pareto distribution
Probability and Mathematical Statistics, 2020 We examine order statistics from a two sided Pareto distribution. It turns out that the smallest two order statistics and the two largest order statistics have very unusual limits.
A. Adler, P. Matuła
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