Strong consistency of the local linear relative regression estimator for censored data [PDF]
Opuscula Mathematica, 2022 In this paper, we combine the local linear approach to the relative error regression estimation method to build a new estimator of the regression operator when the response variable is subject to random right censoring.
Feriel Bouhadjera, Elias Ould Saïd
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Almost Sure Convergence for the Maximum and the Sum of Nonstationary Guassian Sequences
Journal of Inequalities and Applications, 2010 Let (Xn, n≥1) be a standardized nonstationary Gaussian sequence. Let Mn= max{Xk,1≤k≤n} denote the partial maximum and Sn=∑k−1nXk for the partial sum with σn= (Var Sn)1/2.
Shengli Zhao, Zuoxiang Peng, Songlin Wu
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Almost sure exponential stabilisation of stochastic systems by state-feedback control [PDF]
, 2008 So far, a major part of the literature on the stabilisation issues of stochastic systems has been dedicated to mean square stability. This paper develops a new class of criteria for designing a controller to stabilise a stochastic system almost surely ...
Mao, Xuerong, Hu, Liangjian
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Estimating Smoothness and Optimal Bandwidth for Probability Density Functions
Stats, 2022 The properties of non-parametric kernel estimators for probability density function from two special classes are investigated. Each class is parametrized with distribution smoothness parameter. One of the classes was introduced by Rosenblatt, another one
Dimitris N. Politis +2 more
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Some remarks on the ergodic theorem for $U$-statistics
Comptes Rendus. Mathématique, 2023 In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and $L^1$ convergence and present some counter-examples showing that the $U$-statistic ...
Dehling, Herold +2 more
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Almost sure subexponential decay rates of scalar Ito-Volterra equations. [PDF]
, 2004 The paper studies the subexponential convergence of solutions of scalar Itˆo-Volterra equations. First, we consider linear equations with an instantaneous multiplicative noise term with intensity .
Appleby John A. D. +2 more
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Some Types of Convergence for Negatively Dependent Random Variables under Sublinear Expectations
Discrete Dynamics in Nature and Society, 2019 In this paper, we research complete convergence and almost sure convergence under the sublinear expectations. As applications, we extend some complete and almost sure convergence theorems for weighted sums of negatively dependent random variables from ...
Ruixue Wang, Qunying Wu
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Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients [PDF]
Bulletin of Mathematical Sciences, 2019 This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients.
Li Tan, Chenggui Yuan
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DAVENPORT SERIES AND ALMOST-SURE CONVERGENCE [PDF]
The Quarterly Journal of Mathematics, 2010 We consider Davenport-like series with coecients in l 2 and discuss L 2 -convergence as well as almost-everywhere convergence. We give an example where both fail to hold. We next improve former sucient conditions under which these convergences are true.
openaire +2 more sources
Probabilistic norms and statistical convergence of random variables [PDF]
Surveys in Mathematics and its Applications, 2009 The paper extends certain stochastic convergence of sequences of Rk -valued random variables (namely, the convergence in probability, in Lp and almost surely) to the context of E-valued random variables.
Mohamad Rafi Segi Rahmat +1 more
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