A New Frequentist Implementation of the Daniels and Hughes Bivariate Meta-Analysis Model for Surrogate Endpoint Evaluation. [PDF]
Jackson D+5 more
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On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations
Probability, Uncertainty and Quantitative Risk, 2022A 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
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On the Hartman–Wintner law of the iterated logarithm under sublinear expectation
Communications in Statistics - Theory and Methods, 2022In 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
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Law of the iterated logarithm for error density estimators in nonlinear autoregressive models
Communications in Statistics - Theory and Methods, 2020In 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
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Lower deviations in β-ensembles and law of iterated logarithm in last passage percolation
Israel Journal of Mathematics, 2019For 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
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A Law of the Iterated Logarithm for Directed Last Passage Percolation
Journal of theoretical probability, 2016Let 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
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Self-Normalized Moderate Deviation and Laws of the Iterated Logarithm Under G-Expectation
, 2015The 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
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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
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The Law of the Iterated Logarithm for Spatial Averages of the Stochastic Heat Equation
Acta Mathematica Scientia, 2023Jingyu Li, Yong Zhang
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The law of the iterated logarithm for random interval homeomorphisms
Israel Journal of Mathematics, 2021Klaudiusz Czudek+2 more
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