Results 11 to 20 of about 4,296,477 (284)
Some strong limit theorems for M-estimators [PDF]
Stochastic Processes and their Applications, 1994 Using the Talagrand isoperimetric inequality, the author establishes some laws of the iterated logarithm for empirical processes rescaled in the ``time'' parameter. These laws are applied to obtain the LIL for \(M\)- estimators with unusual rates of convergence (in particular, with cubic root asymptotics instead of the usual rate \(((n/2) \log \log n)^{
Arcones, Miguel A.
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Rate of escape and central limit theorem for the supercritical Lamperti problem [PDF]
, 2010 The study of discrete-time stochastic processes on the half-line with mean drift at x given by μ1(x)→0 as x→∞ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case where μ1(x) is of order x−β for some β(0,
Menshikov, Mikhail V., Wade, A.R.
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Strong limit theorems for anisotropic self-similar fields
Modern Stochastics: Theory and Applications, 2014 Our paper starts from presentation and comparison of three definitions for the self-similar field. The interconnection between these definitions has been established.
V. Makogin, Yu. Mishura
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Central limit theorems for multicolor urns with dominated colors [PDF]
, 2009 An urn contains balls of d≥2 colors. At each time n≥1, a ball is drawn and then replaced together with a random number of balls of the same color. Let A n = diag (An,1,…,An,d) be the n-th reinforce matrix. Assuming that EAn,j=EAn,1 for all n and j, a few
L. Pratelli +7 more
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On Another Type of Convergence for Intuitionistic Fuzzy Observables
Mathematics, 2023 The convergence theorems play an important role in the theory of probability and statistics and in its application. In recent times, we studied three types of convergence of intuitionistic fuzzy observables, i.e., convergence in distribution, convergence
Katarína Čunderlíková
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Strong Large Deviation and Local Limit Theorems [PDF]
The Annals of Probability, 1986 Let \(\{Y_ n, n \geq 1\}\) be a sequence of random variables which converge weakly to a random variable \(Y\). The pseudodensity function of \(Y_ n\) is defined by \(q_ n(y;b_ n,S)= {b_ n \over \mu(S)}P(b_ n(Y_ n-y) \in S)\), where \(b_ n \to \infty\), \(\mu\) is the Lebesgue measure on \(R\) and \(S\) is a measurable subset of \(R\) such that ...
Chaganty, Narasinga Rao +1 more
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Some strong limit theorems for nonhomogeneous Markov chains indexed by controlled trees
Journal of Inequalities and Applications, 2016 In this paper, a kind of infinite, local finite tree T, named a controlled tree, is introduced. Some strong limit properties, such as the strong law of large numbers and the asymptotic equipartition property, for nonhomogeneous Markov chains indexed by T,
Weicai Peng +4 more
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A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION [PDF]
Proceedings of the National Academy of Sciences, 1956 * The research for this paper was supported by the United States Air Force under Contract No. AF18(600-685) monitored by the Office of Scientific Research. 1 A discussion of the problem along with the necessary references will be found in Harry Pollard, "The Harmonic Analysis of Bounded Functions," Duke Math. / . , 20, 499-512, 1953. 2 See ibid.
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经典组合优化问题的概率极限定理(Probability limit theorems of classical combinatorial optimization problems)
Zhejiang Daxue xuebao. Lixue ban, 2000 A review was given of the principal probability limit theorems of solutions to classical combinatorial optimization problems.The emphasis was on the travelling salesman problems,minimal spanning trees,matching and lengths of the longest increasing ...
SUZhong-gen(苏中根)
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Random walks with sticky barriers
Modern Stochastics: Theory and Applications, 2022 A new class of multidimensional locally perturbed random walks called random walks with sticky barriers is introduced and analyzed. The laws of large numbers and functional limit theorems are proved for hitting times of successive barriers.
Vladyslav Bohun, Alexander Marynych
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