Results 31 to 40 of about 16,691 (298)

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

Law of the iterated logarithm for the periodogram

open access: yesStochastic Processes and their Applications, 2013
We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density function associated with the stationary process. Results for a specified frequency are also given.
Cuny, Christophe   +2 more
openaire   +4 more sources

The law of the iterated logarithm for a class of SPDEs [PDF]

open access: yesStochastic Analysis and Applications, 2020
After establishing the moderate deviation principle by the Classical Azencott method, we prove the Strassen's compact law of the iterated logarithm (LIL) for a class of stochastic partial differential equations (SPDEs). As an application, we obtain this type of LIL for two population models known as super-Brownian motion and Fleming-Viot process.
P. Sundar, Parisa Fatheddin
openaire   +4 more sources

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

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

On the converse to the iterated logarithm law [PDF]

open access: yesJournal of Applied Probability, 1968
Let Xi, i = 1, 2, 3,… be a sequence of independent and identically distributed random variables with law ℓ(X) and write. if EX = 0 and EX2 = σ2 < ∞, the law of the iterated logarithm (Hartman and Wintner [1]) tells us that
openaire   +2 more sources

On the law of the iterated logarithm for continued fractions with sequentially restricted partial quotients

open access: yes, 2021
We establish a law of the iterated logarithm (LIL) for the set of real numbers whose $n$-th partial quotient is bigger than $\alpha_n$, where $(\alpha_n)$ is a sequence such that $\sum 1/\alpha_n$ is finite. This set is shown to have Hausdorff dimension $
Stadlbauer, Manuel, Zhang, Xuan
core   +1 more source

On the other law of the iterated logarithm for self-normalized sums

open access: yesAnais da Academia Brasileira de Ciências, 2008
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
doaj   +1 more source

An embedding for the Kesten-Spitzer random walk in random scenery [PDF]

open access: yes, 1998
For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis.
Csáki, Endre   +2 more
core   +2 more sources

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