Results 31 to 40 of about 15,741 (130)

Precise Asymptotics in the Law of Iterated Logarithm for Moving Average Process under Dependence

Journal of Inequalities and Applications, 2011
Let be a doubly infinite sequence of identically distributed and -mixing random variables, and let be an absolutely summable sequence of real numbers.
Jie Li
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Strong Approximation of Empirical Copula Processes by Gaussian Processes

, 2011
We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated ...
Adler R. J., Bouzebda S., Chung K.-L., Csörgő M., Csörgő M., Cui S., DasGupta A., Deheuvels P., Deheuvels P., Deheuvels P., Fermanian J.-D., Joe H., McNeil A. J., Moore D. S., Nelsen R. B., Piterbarg V. I., Salim Bouzebda, Shorack G. R., Sklar A., Sklar A., Tarek Zari, Tsukahara H.   +21 more
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Kolmogorov's law of the iterated logarithm for noncommutative martingales

, 2014
We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout.
Zeng, Qiang
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On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob – Meyer theorem for rough paths of the arbitrary positive Holder index

Журнал Белорусского государственного университета: Математика, информатика, 2022
In this paper, we investigate the features of higher order Gubinelli derivatives of controlled rough paths having an arbitrary positive Holder index. There is used a notion of the (α, β)-rough map on the basis of which the sufficient conditions are given
Maksim M. Vaskovskii
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The quenched limiting distributions of a one-dimensional random walk in random scenery

, 2013
For a one-dimensional random walk in random scenery (RWRS) on Z, we determine its quenched weak limits by applying Strassen's functional law of the iterated logarithm. As a consequence, conditioned on the random scenery, the one-dimensional RWRS does not
Guillotin-Plantard, Nadine, Hu, Yueyun, Schapira, Bruno   +2 more
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Laws of the iterated logarithm for iterated perturbed random walks

Modern Stochastics: Theory and Applications
Let ${({\xi _{k}},{\eta _{k}})_{k\ge 1}}$ be independent identically distributed random vectors with arbitrarily dependent positive components and ${T_{k}}:={\xi _{1}}+\cdots +{\xi _{k-1}}+{\eta _{k}}$ for $k\in \mathbb{N}$. The random sequence ${({T_{k}}
Oksana Braganets
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The LIL for $U$-statistics in Hilbert spaces

, 2007
We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for $U$-statistics in Hilbert spaces. As a tool we also develop moment and tail estimates for canonical Hilbert-space valued $U$-statistics of arbitrary order ...
C. Houdré, E. Giné, E. Giné, E. Giné, E. Giné, E.D. Gluskin, H. Rubin, M. Arcones, O. Bousquet, R. Adamczak, R. Latała, R. Latała, R. Latała, Radosław Adamczak, Rafał Latała, S. Kwapień, V. Goodman, V.H. la Peña de, V.H. la Peña de, V.H. la Peña de   +19 more
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A general law of the iterated logarithm for non-additive probabilities

Results in Applied Mathematics
Motivated by some interesting problems in mathematical economics, quantum mechanics and finance, non-additive probabilities have been used to describe the phenomena which are generally non-additive. In this paper, we further study the law of the iterated
Zhaojun Zong, Miaomiao Gao, Feng Hu
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An Invariance Principle of G-Brownian Motion for the Law of the Iterated Logarithm under G-expectation

, 2011
The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications.
A Khintchine, A Kolmogoroff, D L McLeish, D L McLeish, F Hu, L Denis, M Peligrad, P Hartman, PanYu Wu, S G Peng, S G Peng, S G Peng, S G Peng, S G Peng, U Einmahl, V Strassen, W B Wu, Z J Chen, Z J Chen, Z J Chen, ZengJing Chen   +20 more
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The size of the largest fluctuations in a market model with Markovian switching [PDF]

, 2009
This paper considers the size of the large fluctuations of a stochastic differential equation with Markovian switching. We concentrate on processes which obey the Law of the Iterated Logarithm, or obey upper and lower iterated logarithm growth bounds on ...
Appleby, J., Lynch, T., Mao, X., Wu, H.
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