Results 1 to 10 of about 137 (132)
Journal of the London Mathematical Society, Volume 103, Issue 4, Page 1618-1642, June 2021., 2021 Abstract We consider partial sums of a weighted Steinhaus random multiplicative function and view this as a model for the Riemann zeta function. We give a description of the tails and high moments of this object. Using these we determine the likely maximum of TlogT independently sampled copies of our sum and find that this is in agreement with a ...
Marco Aymone, Winston Heap, Jing Zhao
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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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Open Mathematics, 2023 In this work, the authors study some convergence results including weak law of large numbers, strong law of large numbers, complete convergence, and complete moment convergence for weighted sums of coordinatewise asymptotically negatively associated ...
He Qihui, Pan Lin
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Sequential change-point detection in a multinomial logistic regression model
Open Mathematics, 2020 Change-point detection in categorical time series has recently gained attention as statistical models incorporating change-points are common in practice, especially in the area of biomedicine.
Li Fuxiao, Chen Zhanshou, Xiao Yanting
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Strong consistency of regression function estimator with martingale difference errors
Open Mathematics, 2021 In this paper, we consider the regression model with fixed design: Yi=g(xi)+εi{Y}_{i}=g\left({x}_{i})+{\varepsilon }_{i}, 1≤i≤n1\le i\le n, where {xi}\left\{{x}_{i}\right\} are the nonrandom design points, and {εi}\left\{{\varepsilon }_{i}\right\} is a ...
Chen Yingxia
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On Chung‐Teicher type strong law for arrays of vector‐valued random variables
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 9, Page 443-458, 2004., 2004 We study the equivalence between the weak and strong laws of large numbers for arrays of row‐wise independent random elements with values in a Banach space ℬ. The conditions under which this equivalence holds are of the Chung or Chung‐Teicher types.
Anna Kuczmaszewska
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Complete convergence for arrays of minimal order statistics
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 44, Page 2325-2329, 2004., 2004 For arrays of independent Pareto random variables, this paper establishes complete convergence for weighted partial sums for the smaller order statistics within each row. This result improves on past strong laws. Moreover, it shows that we can obtain a finite nonzero limit for our normalized partial sums under complete convergence even though the first
André Adler
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Sufficient and necessary conditions of convergence for ρ͠ mixing random variables
Open Mathematics, 2019 In the present paper, the sufficient and necessary conditions of the complete convergence and complete moment convergence for ρ͠-mixing random variables are established, which extend some well-known results.
Zhang Shui-Li, Miao Yu, Qu Cong
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On the order of growth of convergent series of independent random variables
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 159-168, 2004., 2004 For independent random variables, the order of growth of the convergent series Sn is studied in this paper. More specifically, if the series Sn converges almost surely to a random variable, the tail series is a well‐defined sequence of random variables and converges to 0 almost surely.
Eunwoo Nam
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Complete convergence for weighted sums of pairwise independent random variables
Open Mathematics, 2017 In the present paper, we have established the complete convergence for weighted sums of pairwise independent random variables, from which the rate of convergence of moving average processes is deduced.
Ge Li, Liu Sanyang, Miao Yu
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