Results 41 to 50 of about 177,430,963 (194)

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

The Other Law of the Iterated Logarithm

open access: yesThe Annals of Probability, 1975
Let $\{X_n\}$ be a sequence of independent, identically distributed random variables with $EX_1 = 0, EX_1^2 = 1$. Define $S_n = X_1 + \cdots + X_n$, and $A_n = \max_{1\leqq k\leqq n} |S_k|$. We prove that $\lim \inf A_n(n/\log \log n)^{-\frac{1}{2}} = \pi/8^{\frac{1}{2}}$ with probability one.
Jain, Naresh C., Pruitt, William E.
openaire   +3 more sources

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

On the Law of the Iterated Logarithm

open access: yesThe Annals of Probability, 1978
Let $X_1, X_2,\cdots$ be a sequence of independent random variables, each with zero mean and finite variance. Define $S_n = \sum^n_{i=1} X_i, s_n^2 = E(S_n^2), t_n^2 = 2 \log \log s_n^2$ and $\Lambda = \lim \sup_{n\rightarrow\infty} S_n/(s_n t_n)$. Suppose that $|X_n| \leqq c_n s_n$ a.s.
openaire   +2 more sources

The Law of the Iterated Logarithm for U-Processes

open access: yes, 1993
Sufficient conditions for the law of the iterated logarithm for non-degenerate U-processes are presented. The law of the iterated logarithm for V-C subgraph classes of functions is obtained under second moment of the envelope.
Arcones, M.A.
core   +1 more source

The Law Of The Iterated Logarithm

open access: yes
Na početku diplomskog rada definiraju se pojmovi iz teorije vjerojatnosti koji se spominju tijekom čitavog rada i potrebni su za dokaz zakona ponovljenog logaritma.
Brlek, Dora
core   +3 more sources

A note on some laws of the iterated logarithm [PDF]

open access: yes, 1975
Some function space laws of the iterated logarithm for Brownian motion with values in finite and infinite dimensional vector spaces are shown to follow from Hincin's classical law of the iterated logarithm and some martingale techniques.
Duncan, T.E
core   +1 more source

Law of the iterated logarithm for U-statistics of weakly dependent observations [PDF]

open access: yes, 2009
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.
Dehling, Herold   +3 more
core   +1 more source

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

open access: yesJournal 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

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

open access: yesOperations 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  

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