An almost sure central limit theorem of products of partial sums for ρ--mixing sequences
, 2012 Let {Xn, n ≥ 1} be a strictly stationary ρ--mixing sequence of positive random variables with EX1 = μ > 0 and Var(X1) = σ2 < ∞. Denote Sn=∑i=1nXi and γ=σμ the coefficient of variation.
Xili Tan, Ying Zhang, Yong Zhang
semanticscholar +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
core +1 more source
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
Uniform in bandwidth consistency of kernel estimators of the density of mixed data
, 2015 We establish a general uniform in bandwidth consistency result for kernel estimators of the unconditional and conditional joint density of a distribution, which is defined by a mixed discrete and continuous random variable.
D. Mason, J. Swanepoel
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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
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
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.
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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.
europepmc +1 more source
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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