Results 31 to 40 of about 137 (132)
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
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International Journal of Stochastic Analysis, Volume 13, Issue 3, Page 261-267, 2000., 2000 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
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International Journal of Mathematics and Mathematical Sciences, Volume 22, Issue 1, Page 171-177, 1999., 1999 Let {Xij} be a double sequence of pairwise independent random variables. If P{|Xmn| ≥ t} ≤ P{|X| ≥ t} for all nonnegative real numbers t and , for 1 < p < 2, then we prove that Under the weak condition of E|X|plog+|X| < ∞, it converges to 0 in L1. And the results can be generalized to an r‐dimensional array of random variables under the conditions ...
Dug Hun Hong, Seok Yoon Hwang
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Exponential inequality for negatively associated random variables [PDF]
Covariance function, Exponential inequality, Negative association, 60F15, 62G20,
H. Nooghabi, H. Azarnoosh
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On complete convergence for randomly indexed sums for a case without identical distributions
International Journal of Mathematics and Mathematical Sciences, Volume 20, Issue 4, Page 773-782, 1997., 1996 In this note we extend the complete convergence for randomly indexed sums given by Klesov (1989) to nonidentical distributed random variables.
Anna Kuczmaszewska, Dominik Szynal
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International Journal of Stochastic Analysis, Volume 10, Issue 1, Page 3-20, 1997., 1996 We prove the almost sure representation, a law of the iterated logarithm and an invariance principle for the statistic for a class of strongly mixing sequences of random variables {Xi, i ≥ 1}. Stationarity is not assumed. Here is the perturbed empirical distribution function and Un is a U‐statistic based on X1, …, Xn.
Shan Sun, Ching-Yuan Chiang
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Asymptotic distribution for products of sums under dependence [PDF]
Asymptotic distribution, Products of sums, Linear positive quadrant dependence, Linear negative quadrant dependence, 60F05, 60F15,
Jian-Feng Wang, Yun-Xia Li
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Behavior of the empirical Wasserstein distance in R^d under moment conditions [PDF]
, 2019 International audienceWe 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 ...
Dedecker, Jérôme, Merlevède, Florence
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On complete convergence of the sum of a random number of a stable type P random elements
International Journal of Mathematics and Mathematical Sciences, Volume 18, Issue 1, Page 33-36, 1995., 1993 Complete convergence for randomly indexed normalized sums of random elements of the form is established. The random elements {Xn} belong to a type p stable space and are assumed to be independent, but not necessarily identically distributed. No assumptions are placed on the joint distributions of the stopping times {Tn}.
André Adler, Andrey Volodin
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Strong law of large numbers for pairwise positive quadrant dependent random variables [PDF]
Associated random variables, Markov chain, Positive quadrant dependence, Rate of convergence, Stochastic equicontinuity, 60F15,
Alessio Sancetta
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