Results 11 to 20 of about 16,691 (298)
A law of the iterated logarithm under sublinear expectations [PDF]
In this paper, with the notion of independent and identically distributed (IID) random variables under sublinear expectations initiated by Peng, we develop a law of the iterated logarithm (LIL) for capacities. It turns out that our theorem is a natural extension of the Kolmogorov and the Hartman–Wintner LIL.
Zengjing Chen, Feng Hu
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Law of the iterated logarithm for stationary processes [PDF]
Published in at http://dx.doi.org/10.1214/009117907000000079 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Zhao, Ou, Woodroofe, Michael
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Limit properties for ratios of order statistics from exponentials [PDF]
In this paper, we study the limit properties of the ratio for order statistics based on samples from an exponential distribution and obtain the expression of the density functions, the existence of the moments, the strong law of large numbers for R n i j
Yong Zhang, Xue Ding
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Probability distributions related to the law of the iterated logarithm. [PDF]
Robbins H, Siegmund D.
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Laws of the iterated logarithm for nonparametric sequential density estimators [PDF]
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
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The law of iterated logarithm for a class of random variables satisfying Rosenthal type inequality
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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The convergence rate for the laws of logarithms under sub-linear expectations
Let $ \{X_n; n\geq1\} $ be a sequence of independent and identically distributed random variables in a sub-linear expectation space $ (\Omega, \mathcal{H}, \hat{\mathbb{E}}) $.
Qunying Wu
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The laws of iterated and triple logarithms for extreme values of regenerative processes
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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The law of iterated logarithm for combinatorial multisets
There is no abstract.
Jolita Norkūnienė
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Iterated Law of Iterated Logarithm
Burdzy's research supported in part by NSF grant DMS 91-00244, Fondef grant F-11 and AMS Centennial Research Fellowship. San Martin's research supported in part by Fondecyt grant 1940330.
Burdzy, Krzysztof, San Martin, Jaime
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