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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
doaj

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
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A strong law of large numbers for capacities. [PDF]

We consider a totally monotone capacity on a Polish space and a sequence of bounded p.i.i.d. random variables. We show that, on a full set, any cluster point of empirical averages lies between the lower and the upper Choquet integrals of the random ...
Fabio Maccheroni, Massimo Marinacci
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The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation. [PDF]