Results 21 to 30 of about 1,664 (298)
Asymptotics for the Moment Convergence of U-Statistics in LIL
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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One-Sided Version of Law of the Iterated Logarithm for Summations of Signum Functions
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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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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The law of the iterated logarithm for exchangeable random variables
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
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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
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Laws of the k-Iterated Logarithm of Weighted Sums in a Sub-Linear Expected Space
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
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Representations for Integral Functionals of Kernel Density Estimators
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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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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Iterated logarithm bounds of bi-directional grid constrained stochastic processes
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
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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