Limit properties for ratios of order statistics from exponentials
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
Limit theorems for random Dirichlet series: boundary case
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
On the Law of the Iterated Logarithm
An analogue of the law of the iterated logarithm for Brownian motion in Banach spaces is proved where the expression [radical sign]2 loglog s is replaced by a positive non-decreasing function satisfying certain conditions.Law of iterated logarithm ...
Wong, H. S. F.
openaire +2 more sources
A law of the iterated logarithm for iterated random walks, with application to random recursive trees [PDF]
Consider a Crump-Mode-Jagers process generated by an increasing random walk whose increments have finite second moment. Let $Y_k(t)$ be the number of individuals in generation $k\in \mathbb N$ born in the time interval $[0,t]$.
Kotelnikova, Valeriya +2 more
core +1 more source
Boundary Kernels for Distribution Function Estimation
Boundary effects for kernel estimators of curves with compact supports are well known in regression and density estimation frameworks. In this paper we address the use of boundary kernels for distribution function estimation.
Carlos Tenreiro
doaj +1 more source
A law of the iterated logarithm for small counts in Karlin’s occupancy scheme
In the Karlin infinite occupancy scheme, balls are thrown independently into an infinite array of boxes $1,2,\dots $ , with probability ${p_{k}}$ of hitting the box k.
Alexander Iksanov, Valeriya Kotelnikova
doaj +1 more source
Asymptotic Behaviors of the Lorenz Curve for Left Truncated and Dependent Data [PDF]
The purpose of this paper is to provide some asymptotic results for nonparametric estimator of the Lorenz curve and Lorenz process for the case in which data are assumed to be strong mixing subject to random left truncation.
M. Bolbolian Ghalibaf
doaj
Some Probability Inequalities for Quadratic Forms of Negatively Dependent Subgaussian Random Variables [PDF]
In this paper, we obtain the upper exponential bounds for the tail probabilities of the quadratic forms for negatively dependent subgaussian random variables.
doaj
Precise asymptotics in the law of the iterated logarithm of random fields(随机场重对数律的精确渐近性)
设{X,Xk,k ∈ Zd+,X(i),i ≥ 1}是独立同分布的随机变量序列,且EX = 0,对δ>0,E[X2(log log|X|)1+δ]
YUANYu-ze(袁裕泽)
doaj +1 more source
Some laws of the iterated logarithm in Hilbertian autoregressive models [PDF]
We consider the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes. As an application, we obtain laws of the iterated logarithm for the eigenvalues and associated projectors of the empirical ...
Menneteau, Ludovic
core +1 more source

