Results 71 to 80 of about 1,203 (134)

Complete moment convergence for randomly weighted sums of martingale differences

open access: yesJournal of Inequalities and Applications, 2013
In this article, we obtain the complete moment convergence for randomly weighted sums of martingale differences. Our results generalize the corresponding ones for the nonweighted sums of martingale differences to the case of randomly weighted sums of ...
Wenzhi Yang   +3 more
semanticscholar   +1 more source

Small values and functional laws of the iterated logarithm for operator fractional Brownian motion

open access: yesOpen Mathematics
The multivariate Gaussian random fields with matrix-based scaling laws are widely used for inference in statistics and many applied areas. In such contexts, interests are often Hölder regularities of spatial surfaces in any given direction.
Wang Wensheng, Dong Jingshuang
doaj   +1 more source

Strong convergence results for arrays of rowwise pairwise NQD random variables

open access: yes, 2013
Let {Xni,1≤i≤n,n≥1} be an array of rowwise pairwise NQD random variables. Some sufficient conditions of complete convergence for weighted sums of arrays of rowwise pairwise NQD random variables are presented without assumption of identical distribution ...
Xiaofeng Tang
semanticscholar   +1 more source

A note on the complete convergence for arrays of dependent random variables

open access: yesJournal of Inequalities and Applications, 2011
A complete convergence result for an array of rowwise independent mean zero random variables was established by Kruglov et al. (2006). This result was partially extended to negatively associated and negatively dependent mean zero random variables by Chen
Sung Soo Hak
doaj  

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

open access: yesModern 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
doaj   +1 more source

Behavior of the empirical Wasserstein distance in R^d under moment conditions

open access: yes, 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  

Strong representation results of the Kaplan-Meier estimator for censored negatively associated data

open access: yes, 2013
In this paper, we discuss the strong convergence rates and strong representation of the Kaplan-Meier estimator and the hazard estimator based on censored data when the survival and the censoring times form negatively associated (NA) sequences.
Qunying Wu, Pingyan Chen
semanticscholar   +1 more source

An improved result in almost sure central limit theorem for self-normalized products of partial sums

open access: yes, 2013
Let X,X1,X2,… be a sequence of independent and identically distributed random variables in the domain of attraction of the normal law. A universal result in an almost sure limit theorem for the self-normalized products of partial sums is established.MSC ...
Qunying Wu, Pingyan Chen
semanticscholar   +1 more source

A note on complete convergence of weighted sums for array of rowwise AANA random variables

open access: yes, 2013
In this paper, we consider complete convergence and complete moment convergence of weighted sums for an array of rowwise AANA random variables. The main result of the paper generalizes the Baum-Katz theorem on AANA random variables.
Xinghui Wang, A. Shen, Xiaoqin Li
semanticscholar   +1 more source

An almost sure conditional convergence result and an application to a generalized Polya urn [PDF]

open access: yes, 2009
We prove an almost sure conditional convergence result toward a Gaussian kernel and we apply it to a two-colors randomly reinforced ...
Crimaldi, Irene
core  

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