Results 51 to 60 of about 1,018 (114)

A law of the iterated logarithm for small counts in Karlin’s occupancy scheme

Modern Stochastics: Theory and Applications
In the Karlin infinite occupancy scheme, balls are thrown independently into an infinite array of boxes $1,2,\dots $ , with probability ${p_{k}}$ of hitting the box k.
Alexander Iksanov, Valeriya Kotelnikova
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Behavior of the empirical Wasserstein distance in R^d under moment conditions

, 2018
We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables and the ...
Dedecker, Jérôme, Merlevède, Florence
core  

On the exponential inequality for acceptable random variables

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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Mean square exponential and non-exponential asymptotic stability of impulsive stochastic Volterra equations

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  

Uniform Limit Theory for Stationary Autoregression [PDF]

First order autoregression is shown to satisfy a limit theory which is uniform over stationary values of the autoregressive coefficient rho = rho_{n} in [0,1) provided (1 - rho_{n})n approaches infinity.
Liudas Giraitis, Peter C.B. Phillips
core  

The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation. [PDF]

Entropy (Basel), 2021
Liu W, Zhang Y.
europepmc   +1 more source

Large time asymptotics for the density of a branching Wiener process

, 2004
Given an R^d-valued supercritical branching Wiener process, let D(A,T) be the number of particles in a subset A of R^d at time T, (T=0,1,2,...). We provide a complete asymptotic expansion of D(A,T) as T goes to infinity, generalizing the work of X ...
Rosen, Jay, Révész, Pál, Shi, Zhan
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The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree. [PDF]

J Theor Probab, 2022
Shi Z, Wang Z, Zhong P, Fan Y.
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Exact laws for sums of ratios of order statistics from the Pareto distribution

Open Mathematics, 2006
Adler André
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Law of large numbers for the drift of the two-dimensional wreath product. [PDF]

Probab Theory Relat Fields, 2022
Erschler A, Zheng T.
europepmc   +1 more source