Results 1 to 10 of about 124 (114)

On the Law of the Iterated Logarithm

open access: yesAnnals of Probability, 1974
A triumvirate of sufficient conditions is given for unbounded, independent random variables to obey the Law of the Iterated Logarithm (LIL). As special cases, new results for weighted i.i.d. random variables and the Hartman-Wintner theorem are obtained.
Henry Teicher
exaly   +4 more sources

Laws of the iterated logarithm for nonparametric sequential density estimators [PDF]

open access: yesJournal of Statistical Theory and Applications (JSTA), 2013
In this note, we establish a law of iterated logarithm for a triangular array of a random number of independent random variables and apply it to obtain laws of iterated logarithm for the sequential nonparametric density estimators.
Karima Lagha, Smail Adjabi
doaj   +1 more source

ON THE LAW OF THE ITERATED LOGARITHM [PDF]

open access: yesProceedings of the National Academy of Sciences, 1969
The law of the iterated logarithm provides a family of bounds all of the same order such that with probability one only finitely many partial sums of a sequence of independent and identically distributed random variables exceed some members of the family, while for others infinitely many do so.
openaire   +3 more sources

The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation

open access: yesEntropy, 2021
In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive ...
Wei Liu, Yong Zhang
doaj   +1 more source

The law of iterated logarithm for combinatorial multisets

open access: yesLietuvos Matematikos Rinkinys, 2005
There is no abstract.
Jolita Norkūnienė
doaj   +3 more sources

The laws of iterated and triple logarithms for extreme values of regenerative processes

open access: yesModern 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
doaj   +1 more source

Iterated Law of Iterated Logarithm

open access: yesThe Annals of Probability, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Burdzy, Krzysztof, San Martin, Jaime
openaire   +2 more sources

The law of iterated logarithm for the Ewens sampling formula

open access: yesLietuvos Matematikos Rinkinys, 2004
There is not abstract.
Jolita Norkūnienė
doaj   +3 more sources

The law of the iterated logarithm for LNQD sequences

open access: yesJournal of Inequalities and Applications, 2018
Let { ξ i , i ∈ Z } $\{\xi_{i},i\in{\mathbb{Z}}\}$ be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein’s method, we establish the result of the law of ...
Yong Zhang
doaj   +1 more source

Weihrauch-completeness for layerwise computability [PDF]

open access: yesLogical Methods in Computer Science, 2018
We introduce the notion of being Weihrauch-complete for layerwise computability and provide several natural examples related to complex oscillations, the law of the iterated logarithm and Birkhoff's theorem. We also consider hitting time operators, which
Arno Pauly, Willem Fouché, George Davie
doaj   +1 more source

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