Results 41 to 50 of about 15,741 (130)

Exponential Inequalities for Positively Associated Random Variables and Applications

Journal of Inequalities and Applications, 2008
We establish some exponential inequalities for positively associated random variables without the boundedness assumption. These inequalities improve the corresponding results obtained by Oliveira (2005).
Ailin Liu, Shanchao Yang, Guodong Xing
doaj   +2 more sources

Oscillation of generalized differences of H\"older and Zygmund functions

, 2016
In this paper we analyze the oscillation of functions having derivatives in the H\"older or Zygmund class in terms of generalized differences and prove that its growth is governed by a version of the classical Kolmogorov's Law of the Iterated Logarithm ...
Castro, Alejandro J., Llorente, José G., Nicolau, Artur   +2 more
core   +1 more source

General Convergence Rates by the Delayed Sums Method

Axioms
In this study, we propose a delayed sums method to investigate the convergence rates of partial sums. This approach enables general and systematic treatment of the convergence behavior of partial sums, encompassing and extending classical results such as
Cheng Hu, Shangshang Yang, Tonghui Wang
doaj   +1 more source

Moment convergence rates in the law of iterated logarithm for moving average process under dependence

Journal of Inequalities and Applications, 2016
We assume that X k = ∑ i = − ∞ + ∞ a i ξ i + k $X_{k}=\sum_{i=-\infty}^{+\infty}a_{i}\xi_{i+k}$ is a moving average process and { ξ i , − ∞ < i < + ∞ } $\{\xi_{i},-\infty ...
Yayun Zhang, Qunying Wu
doaj   +1 more source

Patterns in Sinai's walk

, 2013
Sinai's random walk in random environment shows interesting patterns on the exponential time scale. We characterize the patterns that appear on infinitely many time scales after appropriate rescaling (a functional law of iterated logarithm).
Cheliotis, Dimitris, Virág, Bálint
core   +1 more source

On The Law of the Iterated Logarithm in Hybrid Multiphase Queueing Systems

Operations Research and Decisions, 2020
The model of a hybrid multiphase queueing system (HMQS) has been developed to measure the performance of complex computer networks working under conditions of heavy traffic.
Saulius Minkevičius
doaj  

The LIL for canonical $U$-statistics

, 2008
We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for canonical $U$-statistics of arbitrary order $d$, extending the previously known results for $d=2$.
Adamczak, Radosław, Latała, Rafał
core   +1 more source

Limit properties for ratios of order statistics from exponentials

Journal of Inequalities and Applications, 2017
In this paper, we study the limit properties of the ratio for order statistics based on samples from an exponential distribution and obtain the expression of the density functions, the existence of the moments, the strong law of large numbers for R n i j
Yong Zhang, Xue Ding
doaj   +1 more source

Measures and the Law of the Iterated Logarithm

, 2009
Let m be a unidimensional measure with dimension d. A natural question is to ask if the measure m is comparable with the Hausdorff measure (or the packing measure) in dimension d.
Bhouri, Imen, Heurteaux, Yanick
core   +1 more source

Limit theorems for random Dirichlet series: boundary case

Modern Stochastics: Theory and Applications
Buraczewski et al. (2023) proved a functional limit theorem (FLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series ${\textstyle\sum _{k\ge 2}}\frac{{(\log k)^{\alpha }}}{{k^{1/2+s}}}{\eta _{k}}$ as $s\to 0+$, where $\alpha \gt -1/2$
Alexander Iksanov, Ruslan Kostohryz
doaj   +1 more source