Results 11 to 20 of about 1,203 (134)

Partial sums of random multiplicative functions and extreme values of a model for the Riemann zeta function

open access: yesJournal 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
wiley   +1 more source

On weak law of large numbers for sums of negatively superadditive dependent random variables

open access: yes, 2020
In this paper, we extend Kolmogorov–Feller weak law of large numbers for maximal weighted sums of negatively superadditive dependent (NSD) random variables.
H. Naderi   +3 more
semanticscholar   +1 more source

Energy of taut strings accompanying random walk

open access: yesProbability and Mathematical Statistics, 2020
We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band ...
M. Lifshits, A. Siuniaev
semanticscholar   +1 more source

Convergence properties for coordinatewise asymptotically negatively associated random vectors in Hilbert space

open access: yesOpen 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
doaj   +1 more source

Sectorial convergence of U-statistics [PDF]

open access: yes, 2005
In this note we show that almost sure convergence to zero of symmetrized U-statistics indexed by a linear sector in Z^d_+ is equivalent to convergence along the diagonal of Z^d_+, as it is considered in Lata\la and Zinn [Ann. Probab. 28 (2000) 1908-1924].
Gadidov, Anda
core   +5 more sources

Sequential change-point detection in a multinomial logistic regression model

open access: yesOpen 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
doaj   +1 more source

Strong consistency of regression function estimator with martingale difference errors

open access: yesOpen 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
doaj   +1 more source

Behavior of the empirical Wasserstein distance in ${\mathbb R}^d$ under moment conditions [PDF]

open access: yesElectronic Journal of Probability, 2018
We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p ∈ [1, ∞) between the empirical measure of independent and identically distributed R d-valued random variables and the common ...
J. Dedecker, F. Merlevède
semanticscholar   +1 more source

Limit distribution of degrees in random family trees [PDF]

open access: yes, 2010
In a one-parameter model for evolution of random trees, which also includes the Barabasi-Albert random tree, almost sure behavior and the limiting distribution of the degree of a vertex in a fixed position are examined. Results about Polya urn models are
Backhausz, Agnes
core   +2 more sources

Weighted Laws of Large Numbers for a class of independent summands

open access: yesProbability and Mathematical Statistics, 2020
This paper obtains a necessary and sufficient condition for a weak law of large numbers for weighted averages of positive-valued independent random variables whose distributions belong to a class which includes the F-scheme of record theory.
A. Pakes
semanticscholar   +1 more source

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