Results 21 to 30 of about 1,664 (298)

Asymptotics for the Moment Convergence of U-Statistics in LIL

open access: yesJournal 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
doaj   +1 more source

One-Sided Version of Law of the Iterated Logarithm for Summations of Signum Functions

open access: yesJournal 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
doaj   +1 more source

非平稳弱负相关随机变量的重对数律(A law of the iterated logarithm for non-stationary weakly negatively associated random vectors)

open access: yesZhejiang 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
doaj   +1 more source

The law of the iterated logarithm for exchangeable random variables

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 1995
In this note, necessary and sufficient conditions for laws of the iterated logarithm are developed for exchangeable random variables.
Hu-Ming Zhang, Robert L. Taylor
doaj   +1 more source

On Feller's criterion for the law of the iterated logarithm

open access: yesInternational 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
doaj   +1 more source

Laws of the k-Iterated Logarithm of Weighted Sums in a Sub-Linear Expected Space

open access: yesMathematics
The law of the iterated logarithm precisely refines the law of large numbers and plays a fundamental role in probability limit theory. The framework of sub-linear expectation spaces substantially extends the classical concept of probability spaces.
Xiang Zeng
doaj   +1 more source

Representations for Integral Functionals of Kernel Density Estimators

open access: yesAustrian 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
doaj   +1 more source

Note on Precise Rates in the Law of Iterated Logarithm for the Moment Convergence of I.I.D.: Random Variables under Sublinear Expectations

open access: yesDiscrete 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
doaj   +1 more source

Iterated logarithm bounds of bi-directional grid constrained stochastic processes

open access: yes, 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
core  

The Law of the Iterated Logarithm

open access: yesJournal 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
openaire   +1 more source

Home - About - Disclaimer - Privacy