Results 281 to 290 of about 790,581 (296)

On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations

Probability, Uncertainty and Quantitative Risk, 2022
A new Hartman–Wintner-type law of the iterated logarithm for independent random variables with mean-uncertainty under sublinear expectations is established by the martingale analogue of the Kolmogorov law of the iterated logarithm in classical ...
Xiao-Qun Guo, Shan Li, Xinpeng Li
semanticscholar   +1 more source

On the Hartman–Wintner law of the iterated logarithm under sublinear expectation

Communications in Statistics - Theory and Methods, 2022
In this article, we establish two types of the Hartman–Wintner law of the iterated logarithm under sublinear expectations, especially for pseudo-independent random variables with the finite quadratic Choquet expectations, which generalizes the existing ...
Xiaofan Guo, Shan Li, Xinpeng Li
semanticscholar   +1 more source

Law of the iterated logarithm for error density estimators in nonlinear autoregressive models

Communications in Statistics - Theory and Methods, 2020
In this paper, we consider the law of the iterated logarithm for error density estimators in the nonlinear autoregressive models under appropriate assumptions.
Tianze Liu, Yong Zhang
semanticscholar   +1 more source

Lower deviations in β-ensembles and law of iterated logarithm in last passage percolation

Israel Journal of Mathematics, 2019
For last passage percolation (LPP) on ℤ2 with exponential passage times, let Tn denote the passage time from (1, 1) to (n,n). We investigate the law of iterated logarithm of the sequence {Tn}n≥1; we show that liminfn→∞Tn−4nn1/3(loglogn)1/3\documentclass ...
Riddhipratim Basu   +3 more
semanticscholar   +1 more source

A Law of the Iterated Logarithm for Directed Last Passage Percolation

Journal of theoretical probability, 2016
Let H~N\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\widetilde{H}}_N$
M. Ledoux
semanticscholar   +1 more source

Self-Normalized Moderate Deviation and Laws of the Iterated Logarithm Under G-Expectation

, 2015
The sub-linear expectation or called G-expectation is a non-linear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finance.
Li-Xin Zhang
semanticscholar   +1 more source

General Large Deviations and Functional Iterated Logarithm Law for Multivalued Stochastic Differential Equations

, 2015
In this paper, we prove a large deviation principle of Freidlin–Wentzell type for multivalued stochastic differential equations (MSDEs) that is a little more general than the results obatined by Ren et al. (J Theor Prob 23:1142–1156, 2010).
Jiagang Ren, Jing Wu, Hua Zhang
semanticscholar   +1 more source

The law of the iterated logarithm for random interval homeomorphisms

Israel Journal of Mathematics, 2021
Klaudiusz Czudek   +2 more
semanticscholar   +1 more source

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