Results 41 to 50 of about 790,581 (296)
Chover-Type Laws of the Iterated Logarithm for Continuous Time Random Walks
A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish Chover-type laws of the iterated logarithm for continuous time random walks with jumps and waiting ...
Kyo-Shin Hwang, Wensheng Wang
doaj +1 more source
The law of iterated logarithm for the Ewens sampling formula
There is not abstract.
Jolita Norkūnienė
doaj +1 more source
A law of the iterated logarithm sublinear expectations
In this paper, motivated by the notion of independent identically distributed (IID) random variables under sub-linear expectations initiated by Peng, we investigate a law of the iterated logarithm for capacities.
Khinchine A., Lévy P., Stout W. F.
core +1 more source
Law of the iterated logarithm for stationary processes [PDF]
There has been recent interest in the conditional central limit question for (strictly) stationary, ergodic processes $...,X_{-1},X_0,X_1,...$ whose partial sums $S_n=X_1+...+X_n$ are of the form $S_n=M_n+R_n$, where $M_n$ is a square integrable ...
Woodroofe, Michael, Zhao, Ou
core +1 more source
An embedding for the Kesten-Spitzer random walk in random scenery [PDF]
For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis.
Csáki, Endre+2 more
core +2 more sources
Metric discrepancy results for geometric progressions with small ratios
The law of the iterated logarithm for discrepancies of geometric progressions with small ratios is ...
Fukuyama, K.+4 more
core +1 more source
On Feller's criterion for the law of the iterated logarithm
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
doaj +1 more source
On the other law of the iterated logarithm for self-normalized sums
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
doaj +1 more source
The lower envelope of positive self-similar Markov processes [PDF]
We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. Our proofs are based on the Lamperti representation and time reversal arguments. These results extend laws
Chaumont, Loïc, Pardo, Juan-Carlos
core +3 more sources
Kolmogorov's law of the iterated logarithm for noncommutative martingales
We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout.
Zeng, Qiang
core +1 more source