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The laws of iterated and triple logarithms for extreme values of regenerative processes
Modern Stochastics: Theory and Applications, 2020 We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated logarithm for the ...
Alexander Marynych, Ivan Matsak
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Freidlin–Wentzell LDP in path space for McKean–Vlasov equations and the functional iterated logarithm law [PDF]
The Annals of Applied Probability, 2017 We show two Freidlin-Wentzell type Large Deviations Principles (LDP) in path space topologies (uniform and Holder) for the solution process of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) using techniques which directly address the presence ...
G. Reis, William Salkeld, Julian Tugaut
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Annales Mathematicae Silesianae, 2021 In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump intensity for which the exponential ergodicity was obtained in [4].
Kubieniec Joanna
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On the future infimum of positive self-similar Markov processes [PDF]
, 2006 We establish integral tests and laws of the iterated logarithm for the upper envelope of the future infimum of positive self-similar Markov processes and for increasing self-similar Markov processes at 0 and infinity. Our proofs are based on the Lamperti
Pardo, J. C.
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The law of iterated logarithm for a class of random variables satisfying Rosenthal type inequality
AIMS Mathematics, 2021 Let $ \{Y_n, n\geq 1\} $ be sequence of random variables with $ EY_n = 0 $ and $ \sup_nE|Y_n|^p < \infty $ for each $ p > 2 $ satisfying Rosenthal type inequality.
Haichao Yu, Yong Zhang
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Zhejiang Daxue xuebao. Lixue ban, 2000 The aim of this paper is to establish a law of the iterated logarithm for non-stationary weakly negatively associated random vectors in under the finite second moment.
RUANHong-shun(阮宏顺) +2 more
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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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One-Sided Version of Law of the Iterated Logarithm for Summations of Signum Functions
Journal of Mathematics, 2023 The law of the iterated logarithm (LIL), which describes the rate of convergence for a convergent lacunary series, was established by R. Salem and A. Zygmund.
Santosh Ghimire
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The law of the iterated logarithm for exchangeable random variables
International Journal of Mathematics and Mathematical Sciences, 1995 In this note, necessary and sufficient conditions for laws of the iterated logarithm are developed for exchangeable random variables.
Hu-Ming Zhang, Robert L. Taylor
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Discrete Dynamics in Nature and Society, 2022 Let X,Xn,n≥1 be a sequence of independent, identically distributed random variables under sublinear expectations with CVX20 and an=olog logn−d, we obtain the exact rates in the law of iterated logarithm of a kind of weighted infinite series of CVMn−ε+anσ¯
Mingzhou Xu, Kun Cheng
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