Results 11 to 20 of about 311 (133)
Behavior of the empirical Wasserstein distance in ${\mathbb R}^d$ under moment conditions [PDF]
Electronic 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 +2 more sources
A note on the complete convergence for arrays of dependent random variables [PDF]
Journal of Inequalities and Applications, 2011 A complete convergence result for an array of rowwise independent mean zero random variables was established by Kruglov et al. (2006). This result was partially extended to negatively associated and negatively dependent mean zero random variables by Chen
Sung Soo Hak
doaj +2 more sources
On the exponential inequality for acceptable random variables [PDF]
Journal of Inequalities and Applications, 2011 In this paper, we obtain some new exponential inequalities for partial sums and their finite maximum of acceptable random variables by the results of Sung et al. (J. Korean Stat. Soc., 40, 109-114, 2011) and in different ways from theirs.
Gao Qingwu, Wang Yuebao, Li Yawei
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Journal of Inequalities and Applications, 2011 In this article, some inequalities on convolution equations are presented firstly. The mean square stability of the zero solution of the impulsive stochastic Volterra equation is studied by using obtained inequalities on Liapunov function, including mean
Zhao Dianli, Han Dong
doaj +1 more source
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
wiley +1 more source
Energy of taut strings accompanying random walk
Probability 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
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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Complete f-moment convergence for negatively superadditive dependent random variables [PDF]
, 2023 Mathematics subject classification (2020): 60F15.Copyright © the author(s). In this paper, by utilizing the Kolmogorov exponential type inequality of negatively superadditive dependent random arrays and truncated method, we study the complete f -moment ...
Xuep ng Hu +5 more
core +1 more source