Results 21 to 30 of about 15,741 (130)
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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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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Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations [PDF]
The law of the iterated logarithm for partial sums of weakly dependent processes was intensively studied by Walter Philipp in the late 1960s and 1970s. In this paper, we aim to extend these results to nondegenerate U-statistics of data that are strongly ...
Dehling, Herold, Wendler, Martin
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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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A law of the iterated logarithm sublinear expectations
In this paper, motivated by the notion of independent identically distributed (IID) random variables under sub-linear expectations initiated by Peng, we investigate a law of the iterated logarithm for capacities.
Khinchine A., Lévy P., Stout W. F.
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On martingale tail sums in affine two-color urn models with multiple drawings [PDF]
In two recent works, Kuba and Mahmoud (arXiv:1503.090691 and arXiv:1509.09053) introduced the family of two-color affine balanced Polya urn schemes with multiple drawings. We show that, in large-index urns (urn index between $1/2$ and $1$) and triangular
Kuba, Markus, Sulzbach, Henning
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On the other law of the iterated logarithm for self-normalized sums
Inthisnote, we obtain a Chung's integral test for self-normalized sums of i.i.d. random variables. Furthermore, we obtain a convergence rate of Chung law of the iterated logarithm for self-normalized sums.Nesta nota, obtemos um teste integral de Chung ...
Guang-Hui Cai
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Metric discrepancy results for geometric progressions with small ratios
The law of the iterated logarithm for discrepancies of geometric progressions with small ratios is ...
Fukuyama, K. +4 more
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