Results 61 to 70 of about 1,203 (134)
Another Correction. Error estimates for Binomial approximations of game options
, 2006 The Annals of Applied Probability 16 (2006) 984--1033 [URL: http://projecteuclid.org/euclid.aoap/1151592257]Comment: Published in at http://dx.doi.org/10.1214/07-AAP479 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of
Dolinsky, Yan, Kifer, Yuri
core +3 more sources
On the strong convergence and some inequalities for negatively superadditive dependent sequences
, 2013 In this paper, we study the Marcinkiewicz-type strong law of large numbers, Hajek-Renyi-type inequality and other inequalities for negatively superadditive dependent (NSD) sequences.
Yan Shen, Xuejun Wang, Shuhe Hu
semanticscholar +1 more source
On singular values distribution of a large auto-covariance matrix in the ultra-dimensional regime [PDF]
, 2015 Let ("t)t>0 be a sequence of independent real random vectors of p-dimension and let XT = P s+T t=s+1 "t" T s=T be the lag-s (s is a xed positive integer) auto- covariance matrix of "t.
Qinwen Wang, Jianfeng Yao
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Summation test for gap penalties and strong law of the local alignment score
, 2005 A summation test is proposed to determine admissible types of gap penalties for logarithmic growth of the local alignment score. We also define a converging sequence of log moment generating functions that provide the constants associated with the large ...
Chan, Hock Peng
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, 2013 Let {Xnk,un≤k≤vn,n≥1} and {Ank,un≤k≤vn,n≥1} be two arrays of random variables defined on the same probability space (Ω,A,P) and Bn be sub-σ-algebras of A. Let r>0 be a constant.
A. Shen, R. Wu, Yan Chen, Yu Zhou
semanticscholar +1 more source
Level sets estimation and Vorob'ev expectation of random compact sets
, 2011 The issue of a "mean shape" of a random set $X$ often arises, in particular in image analysis and pattern detection. There is no canonical definition but one possible approach is the so-called Vorob'ev expectation $\E_V(X)$, which is closely linked to ...
Baddeley +38 more
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Strong law of large numbers for random variables with multidimensional indices
, 2018 Let {Xn, n ∈ V ⊂ N} be a two-dimensional random field of independent identically distributed random variables indexed by some subset V of lattice N. For some sets V the strong law of large numbers lim n→∞,n∈V ∑ k∈V,k¬n Xk |n| = μ a.s.
Agnieszka M. Gdula, A. Krajka
semanticscholar +1 more source
, 2016 Let $\{X(t):t\in\mathbb R_+\}$ be a stationary Gaussian process with almost surely (a.s.) continuous sample paths, $\mathbb E X(t) = 0$, $\mathbb E X^2(t) = 1$ and correlation function satisfying (i) $r(t) = 1 - C|t|^{\alpha} + o(|t|^{\alpha})$ as $t\to ...
Dębicki, K., Kosiński, K. M.
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Limit theorems for random point measures generated by cooperative sequential adsorption
, 2006 We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity of the model is
J. W. Evans +6 more
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SOME FORMS FOR $ r^{th}$ MOVING MAXIMA OF ITERATED LOGARITHM LAW
, 2017 Let ηr,n be a sequence of independent random variables, which is identically distributed and is defined over common probability space (Ω,F ,A) for a continuous distribution function F .
B. Almohaimeed
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