Results 61 to 70 of about 137 (132)
A contraction theorem for Markov chains on general state spaces
, 2017 Let {Xn, n = 0, 1, 2, ...} denote a Markov chain on a general state space and let f be a nonnegative function. The purpose of this paper is to present conditions which will imply that f(Xn) tends to 0 a.s., as n tends to infinity.
Kaijser, Thomas,
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The Csörgo-Révész modulus of non-differentiability of iterated Brownian motion
Khoshnevisan and Lewis (1994a) have recently established Lévy's modulus of continuity of iterated Brownian motion. In this note, we obtain the Csörgo-Révész modulus of non-differentiability.Iterated Brownian motion Modulus of non-differentiability 60F15 ...
Hu, Y., Shi, Z.
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Two different kinds of liminfs on the LIL for two-parameter Wiener processes
Some probability inequalities are obtained, and some liminf results are established for a two-parameter Wiener process by using these inequalities. The results obtained improve those of Lacey (1989) and get the watershed between the Chung type laws of ...
Zhang, Li-Xin
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Rates of convergence in the strong law of large numbers for degenerate U-statistics
The problem of rates of convergence in the strong law of large numbers for degenerate U-statistics is discussed. These results are similar to those known for non-degenerate U-statistics.60F15 rates of convergence degenerate U-statistics law of iterated ...
Kokic, P. N.
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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.
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, 2007 A leading multivariate extension of the univariate quantiles is the so-called “spatial ” or “geometric ” notion, for which sample versions are highly robust and conveniently satisfy a Bahadur-Kiefer representation.
Weihua Zhou, Robert Serfling
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Favourite sites of transient Brownian motion
We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csáki et al. (1987a).
Hu, Yueyun, Shi, Zhan
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On Parameters Of Increasing Dimensions
, 2007 . In statistical analyses the complexity of a chosen model is often related to the size of available data. One important question is whether the asymptotic distribution of the parameter estimates normally derived by taking the sample size to infinity for
Qi-man Shao, Xuming He
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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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Self-Normalized Moderate And Large Deviations
, 2007 . Let fX n ; n 1g be i.i.d. R d -valued random variables. We prove Partial Large Deviation Principles (PLDP) for self-normalized partial sums with minimal or no moment assumptions, for both moderate and large deviation scales. Applications to the self-
Qi-man Shao, Amir Dembo
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