iterated logarithm
Moment convergence rates in the law of iterated logarithm for moving average process under dependence
... the iterated logarithm of moving average and Xiao and Yin [] got moment conver- gence rates in the law of logarithm for moving average process under dependence, ...
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A law of iterated logarithm for the subfractional Brownian motion and an application
... for all t, s ≥ 0. More works on sub-fractional Brownian motion can be found in Bojdecki et al. [15, 16], Shen and Yan [17], Sun and Yan [18], Tudor [19, 20], Yan et al. [21, 22], and the references therein. For the above ...
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Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences
... The notion of strong mixing plays an important role in asymptotic the- ory, also because it has the relative advantage of being weaker than other types of mixing (see e.g. Davidson [4, Ch. 13.6]). In the context of the ...
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Precise Asymptotics in the Law of Iterated Logarithm for Moving Average Process under Dependence
... Yang, “The law of the iterated logarithm and the central limit theorem with random indices for B-valued stationary linear processes,” Chinese Annals of Mathematics Series A, vol.. Wang, [r] ...
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Precise asymptotics in the law of the iterated logarithm for R/S statistic
... 5. Chen, R: A remark on the tail probability of a distribution. J. Multivar. Anal. 8, 328-333 (1978) 6. Sp˘ataru, A: Precise asymptotics in Spitzer’s law of large numbers. J. Theor. Probab. 12, 811-819 (1999) 7. Gut, A, ...
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Law of the iterated logarithm for some Markov operators
... The aim of this paper is to verify the Law of the Iterated Logarithm (LIL), which completes the ergodic description of the generalised cell cycle model. Note that the results obtained in [10], i.e. the ...
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The law of the iterated logarithm for LNQD sequences
... the iterated logarithm for LNQD sequence with less restriction of moment ...the iterated logarithm for a linear process generated by an LNQD sequence with the coefficients satisfying ∞ i=–∞ | a ...
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Iterated Logarithm Laws on GLM Randomly Censored with Random Regressors and Incomplete Information
... of iterated lo- garithm and the Chung type law of iterated logarithm for maximum likelihood estimator of generalized linear mo- del randomly censored with incomplete information un- der the case that ...
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On Feller's criterion for the law of the iterated logarithm
... Combining Feller’s criterion with a non-uniform estimate result in the context of the Central Limit Theorem for partial sums of independent random variables, we obtain several results on[r] ...
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SOME FORMS FOR $ r^{th}$ MOVING MAXIMA OF ITERATED LOGARITHM LAW
... Abstract: Let η r,n be a sequence of independent random variables, which is identically distributed and is defined over common probability space (Ω, F , A ) for a continuous distribution[r] ...
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The law of the iterated logarithm for exchangeable random variables
... A similar example can be constructed to show that under certain conditions the LIL holds for martingales but fails for exchangeable r.v.’s and vice versa.. Thus, conditions for the LIL t[r] ...
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Second Moment Convergence Rates for Uniform Empirical Processes
... Inspired by the above conclusions, we consider second moment convergence rates for the uniform empirical process in the law of iterated logarithm and the law of the logarithm. Throughout this paper, ...
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A differential for L-statistics
... Corollaries to these theorems yield asymptotic nor- mality and a law of the iterated logarithm (LIL) for T(Fn). Section 2 defines the differential and motivates its stati[r] ...
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The size of the largest fluctuations in a market model with Markovian switching
... Abstract. This paper considers the size of the large fluctuations of a sto- chastic differential equation with Markovian switching. We concentrate on processes which obey the Law of the Iterated Logarithm, ...
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Some results on convergence rates for probabilities of moderate deviations for sums of random variables
... The Law of the Iterated Logarithm and Related Strong Lecture Convergence Theorems for Banach Space Valued Random Variables, Notes in Mathematics No.__ 53._.9, Springer-Verlag, Berlin, 19[r] ...
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Model-Checking Iterated Games
... In ontrast, TCL enjoys an EXPTIME- omplete model- he king omplexity and xed parameter tra tability when using the length of the formula as parameter, as well as 2EXPTIME ompleteness of t[r] ...
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Dimension growth for iterated sumsets
... If a set has positive Fourier dimension then the Hausdorff dimension of the iterated sumset will approach 1 (in fact it will contain an interval after finitely many steps, see [29, Proposition 3.14]). However, ...
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On the Growth of Iterated Entire Functions
... and Clunie [2] proved that the same is true for the ratio T(r,f◦g) T (r,f) . In [7] Singh proved some results dealing with the ratios of log T (r, f ◦ g) and T (r, f ) under some restrictions on the orders of f and g. In ...
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On the Diffusion Property of Iterated Functions
... Remark 3. From Proposition 3 and Proposition 4, one can see that rotation sym- metric (n, n)-functions possess many desirable properties like (i) the algebraic representations are short; (ii) the evaluation of the ...
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Logarithm for Sustainable of Value Addition Processes
... The port based merchant pellet and pig iron plants are unable to be economically efficient, when constraints are inevitable, causing capital assets at risk. By keeping the constraints as integral part, the improvement of ...
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