Results 1 to 10 of about 27,799 (321)
A characterization of Chover-type law of iterated logarithm. [PDF]
Springerplus, 2014 Let $0 < \alpha \leq 2$ and $- \infty < \beta < \infty$. Let $\{X_{n}; n \geq 1 \}$ be a sequence of independent copies of a real-valued random variable $X$ and set $S_{n} = X_{1} + \cdots + X_{n}, ~n \geq 1$.
Li D, Chen P.
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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]
Entropy, 2021 In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive ...
Wei Liu, Yong Zhang
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The law of the iterated logarithm for LNQD sequences [PDF]
Journal of Inequalities and Applications, 2018 Let { ξ i , i ∈ Z } $\{\xi_{i},i\in{\mathbb{Z}}\}$ be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein’s method, we establish the result of the law of ...
Yong Zhang
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A law of the iterated logarithm for Grenander's estimator. [PDF]
Stoch Process Their Appl, 2016 In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If $f(t_0) > 0$, $f'(t_0) < 0$, and $f'$ is continuous in a neighborhood of $t_0$, then \begin{eqnarray*} \limsup_{n ...
Dümbgen L, Wellner JA, Wolff M.
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Iterated logarithms and gradient flows [PDF]
, 2018 We consider applications of the theory of balanced weight filtrations and iterated logarithms, initiated in arXiv:1706.01073, to PDEs. The main result is a complete description of the asymptotics of the Yang--Mills flow on the space of metrics on a holomorphic bundle over a Riemann surface. A key ingredient in the argument is a monotonicity property of
Fabian Haiden +3 more
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The law of iterated logarithm for the estimations of diffusion-type processes [PDF]
Advances in Difference Equations, 2020 This paper mainly discusses the asymptotic behaviours on the lasso-type estimators for diffusion-type processes with a small noise. By constructing the objective function on the estimation, in view of convexity argument, it is proved that the estimator ...
Mingzhi Mao, Gang Huang
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A law of iterated logarithm for the subfractional Brownian motion and an application [PDF]
Journal of Inequalities and Applications, 2018 Let SH={StH,t≥0} $S^{H}=\{S^{H}_{t},t\geq0\}$ be a sub-fractional Brownian motion with Hurst index 00) $(x>0)$ with ΦH(0)=0 $\Phi_{H}(0)=0$.
Hongsheng Qi, Litan Yan
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On the law of the iterated logarithm. [PDF]
Proc Natl Acad Sci U S A, 1969 The law of the iterated logarithm provides a family of bounds all of the same order such that with probability one only finitely many partial sums of a sequence of independent and identically distributed random variables exceed some members of the family, while for others infinitely many do so.
Slivka J.
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Iterated logarithm inequalities. [PDF]
Proc Natl Acad Sci U S A, 1967 1. Introduction—Let x,x 1, x 2 … be a sequence of independent, identically distributed random variables with mean 0, variance 1, and moment generating function ϕ(t) = E(etz) finite in some neighborhood of t= 0, and put S n = x 1, + … + x n, \(\bar x\) n = S n/n.
Darling DA, Robbins H.
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The law of iterated logarithm for combinatorial multisets
Lietuvos Matematikos Rinkinys, 2005 There is no abstract.
Jolita Norkūnienė
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