Results 41 to 50 of about 26,394 (176)
On Feller's criterion for the law of the iterated logarithm
International Journal of Mathematics and Mathematical Sciences, 1994 Combining Feller's criterion with a non-uniform estimate result in the context of the Central Limit Theorem for partial sums of independent random variables, we obtain several results on the Law of the Iterated Logarithm.
Deli Li, M. Bhaskara Rao, Xiangchen Wang
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On the other law of the iterated logarithm for self-normalized sums
Anais da Academia Brasileira de Ciências, 2008 Inthisnote, we obtain a Chung's integral test for self-normalized sums of i.i.d. random variables. Furthermore, we obtain a convergence rate of Chung law of the iterated logarithm for self-normalized sums.Nesta nota, obtemos um teste integral de Chung ...
Guang-Hui Cai
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The Interated Logarithmic Algebra
Advances in Mathematics, 1991 We generalize the Umbral Calculus of G-C. Rota by studying not only sequences of polynomials and inverse power series, or even the logarithms studied in, but instead we study sequences of formal expressions involving the iterated logarithms and x to an arbitrary real power.
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The size of the largest fluctuations in a market model with Markovian switching [PDF]
, 2009 This paper considers the size of the large fluctuations of a stochastic differential equation with Markovian switching. We concentrate on processes which obey the Law of the Iterated Logarithm, or obey upper and lower iterated logarithm growth bounds on ...
Appleby, J., Lynch, T., Mao, X., Wu, H.
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The LIL for $U$-statistics in Hilbert spaces
, 2007 We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for $U$-statistics in Hilbert spaces. As a tool we also develop moment and tail estimates for canonical Hilbert-space valued $U$-statistics of arbitrary order ...
C. Houdré +19 more
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The Iterated Logarithmic Algebra. II. Sheffer sequences
Journal of Mathematical Analysis and Applications, 1991 An extension of the theory of the Iterated Logarithmic Algebra gives the logarithmic analog of a Sheffer or Appell sequence of polynomials. This leads to several examples including Stirling's formula and a logarithmic version of the Euler-MacLaurin summation formula.
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Precise Asymptotics in the Law of Iterated Logarithm for Moving Average Process under Dependence
Journal of Inequalities and Applications, 2011 Let be a doubly infinite sequence of identically distributed and -mixing random variables, and let be an absolutely summable sequence of real numbers.
Jie Li
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Журнал Белорусского государственного университета: Математика, информатика, 2022 In this paper, we investigate the features of higher order Gubinelli derivatives of controlled rough paths having an arbitrary positive Holder index. There is used a notion of the (α, β)-rough map on the basis of which the sufficient conditions are given
Maksim M. Vaskovskii
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Exponential Inequalities for Positively Associated Random Variables and Applications
Journal of Inequalities and Applications, 2008 We establish some exponential inequalities for positively associated random variables without the boundedness assumption. These inequalities improve the corresponding results obtained by Oliveira (2005).
Ailin Liu, Shanchao Yang, Guodong Xing
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, 2011 The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications.
A Khintchine +20 more
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