Results 11 to 20 of about 166,494,588 (247)
On the law of the iterated logarithm [PDF]
Journal of Multivariate Analysis, 1981 AbstractAn analogue of the law of the iterated logarithm for Brownian motion in Banach spaces is proved where the expression √2 loglog s is replaced by a positive non-decreasing function satisfying certain conditions.
Wong, H.S.F
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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 ...
Wu, H., Mao, X., Appleby, J., Lynch, T.
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Iterated logarithm bounds of bi-directional grid constrained stochastic processes
, 2021 We derive a novel framework called Bi-Directional Grid Constrained (BGC) stochastic processes in which the further an Itô diffusion drifts away from the origin, then the further it will be constrained.
Taranto, Aldo +2 more
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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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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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Asymptotics for the Moment Convergence of U-Statistics in LIL
Journal of Inequalities and Applications, 2010 Let Un be a U-statistic based on a symmetric kernel h(x,y) and i.i.d. samples {X,Xn;n≥1}. In this paper, the exact moment convergence rates in the law of the iterated logarithm and the law of the logarithm of Un are obtained, which extend previous
Ke-Ang Fu
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Representations for Integral Functionals of Kernel Density Estimators
Austrian Journal of Statistics, 2016 We establish a representation as a sum of independent random variables, plus a remainder term, for estimators of integral functionals of the density function, which have a certain simple structure.
David M. Mason
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The Law of the Iterated Logarithm
Journal of Institute of Science and Technology, 2022 The article begins first with the history and the development of the law of the iterated logarithm, abbreviated LIL. We then discuss the LIL in the context of independent random variables, dyadic martingales, lacunary trigonometric series, and harmonic functions. Finally, we derive a LIL for a sequence of dyadic martingales.
Santosh Ghimire, Hari Thapa
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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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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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