Results 21 to 30 of about 1,018 (114)
On the rate of convergence of bootstrapped means in a Banach space
We establish the complete convergence for arrays of Banach space valued random elements. This result is applied to bootstrapped means of random elements to obtain their strong consistency and is derived in the spirit of Baum‐Katz/Hsu‐Robbins/Spitzer type convergence.
S. Ejaz Ahmed +2 more
wiley +1 more source
Complete convergence for arrays of ratios of order statistics
Let {Xn,k, 1 ≤ k ≤ mn, n ≥ 1} be an array of independent random variables from the Pareto distribution. Let Xn(k) be the kth largest order statistic from the nth row of the array and set Rn,in,jn = Xn(jn)/Xn(in) where jn < in. The aim of this paper is to
Miao Yu +3 more
doaj +1 more source
On complete convergence for Lp‐mixingales
We provide in this paper sufficient conditions for the complete convergence for the partial sums and the random selected partial sums of B‐valued Lp‐mixingales.
Yijun Hu
wiley +1 more source
One sided strong laws for random variables with infinite mean
This paper establishes conditions that secure the almost sure upper and lower bounds for a particular normalized weighted sum of independent nonnegative random variables.
Adler André
doaj +1 more source
Asymptotic direction for random walks in random environments [PDF]
In this paper we study the property of asymptotic direction for random walks in random i.i.d. environments (RWRE). We prove that if the set of directions where the walk is transient is non empty and open, the walk admits an asymptotic direction. The main
Simenhaus, François
core +4 more sources
On conditions for the strong law of large numbers in general Banach spaces
We give Chung‐Teicher type conditions for the SLLN in general Banach spaces under the assumption that the weak law of large numbers holds. An example is provided showing that these conditions can hold when some earlier known conditions fail.
Anna Kuczmaszewska, Dominik Szynal
wiley +1 more source
Complete convergence for sums of arrays of random elements
Let {Xni} be an array of rowwise independent B‐valued random elements and {an} constants such that 0 < an↑∞. Under some moment conditions for the array, it is shown that ∑i=1nXni/an converges to 0 completely if and only if ∑i=1nXni/an converges to 0 in probability.
Soo Hak Sung
wiley +1 more source
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
Law of the iterated logarithm for stationary processes [PDF]
There has been recent interest in the conditional central limit question for (strictly) stationary, ergodic processes $...,X_{-1},X_0,X_1,...$ whose partial sums $S_n=X_1+...+X_n$ are of the form $S_n=M_n+R_n$, where $M_n$ is a square integrable ...
Woodroofe, Michael, Zhao, Ou
core +1 more source
Let X1, …, Xn be negatively dependent uniformly bounded random variables with d.f. F(x). In this paper we obtain bounds for the probabilities P(|∑i=1nXi|≥nt) and P(|ξˆpn−ξp|>ϵ) where ξˆpn is the sample pth quantile and ξp is the pth quantile of F(x). Moreover, we show that ξˆpn is a strongly consistent estimator of ξp under mild restrictions on F(x) in
M. Amini, A. Bozorgnia
wiley +1 more source

