Results 1 to 10 of about 33 (33)
Almost sure central limit theorems for strongly mixing and associated random variables
International Journal of Mathematics and Mathematical Sciences, Volume 29, Issue 3, Page 125-131, 2002., 2002 We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variables with a slightly slow mixing rate α(n) = O((loglogn)−1−δ). We also show that ASCLT holds for an associated sequence of random variables without a stationarity assumption.
Khurelbaatar Gonchigdanzan
wiley +1 more source
Open Mathematics, 2017 Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’
Dudziński Marcin, Furmańczyk Konrad
doaj +1 more source
On Feller′s criterion for the law of the iterated logarithm
International Journal of Mathematics and Mathematical Sciences, Volume 17, Issue 2, Page 323-340, 1994., 1993 Combining Feller′s criterion with a non‐uniform estimate result in the context of the Central Limit Theorem for partial sums of independent random variables, we obtain several results on the Law of the Iterated Logarithm. Two of these results refine corresponding results of Wittmann (1985) and Egorov (1971). In addition, these results are compared with
Deli Li, M. Bhaskara Rao, Xiangchen Wang
wiley +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
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
A note on convergence of weighted sums of random variables
International Journal of Mathematics and Mathematical Sciences, Volume 8, Issue 4, Page 805-812, 1985., 1984 Under uniform integrability condition, some Weak Laws of large numbers are established for weighted sums of random variables generalizing results of Rohatgi, Pruitt and Khintchine. Some Strong Laws of Large Numbers are proved for weighted sums of pairwise independent random variables generalizing results of Jamison, Orey and Pruitt and Etemadi.
Xiang Chen Wang, M. Bhaskara Rao
wiley +1 more source
The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation. [PDF]
Entropy (Basel), 2021 Liu W, Zhang Y.
europepmc +1 more source
Multi-arm covariate-adaptive randomization. [PDF]
Sci China Math, 2023 Hu F, Ye X, Zhang LX.
europepmc +1 more source
Exact laws for sums of ratios of order statistics from the Pareto distribution
Open Mathematics, 2006 Adler André
doaj +1 more source
Some limit theorems for weighted negative quadrant dependent random variables with infinite mean. [PDF]
J Inequal Appl, 2018 Ma F, Li J, Hou T.
europepmc +1 more source