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Displaying 321 – 340 of 1119

Some invariance properties (of the laws) of Ocone's martingales

Lioudmilla Vostrikova, Marc Yor (2000)

Séminaire de probabilités de Strasbourg

Some invariant test procedures for detection of structural changes

Marie Hušková (2000)

Kybernetika

Regression and scale invariant $M$ -test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.

Some LIL type results on the partial sums and trimmed sums with multidimensional indices.

Liu, Wei-Dong, Lin, Zheng-Yan (2007)

Electronic Communications in Probability [electronic only]

Some limit properties of random transition probability for second-order nonhomogeneous Markov chains indexed by a tree.

Shi, Zhiyan, Yang, Weiguo (2009)

Journal of Inequalities and Applications [electronic only]

Some limit theorems connected with Brownian local time.

Ghomrasni, Raouf (2006)

Journal of Applied Mathematics and Stochastic Analysis

Some limit theorems for local time

R. K. Getoor, P. W. Millar (1972)

Compositio Mathematica

Some limit theorems for $m$ -pairwise negative quadrant dependent random variables

Yongfeng Wu, Jiangyan Peng (2018)

Kybernetika

The authors first establish the Marcinkiewicz-Zygmund inequalities with exponent $p$ ( $1 \leq p \leq 2$ ) for $m$ -pairwise negatively quadrant dependent ( $m$ -PNQD) random variables. By means of the inequalities, the authors obtain some limit theorems for arrays of rowwise $m$ -PNQD random variables, which extend and improve the corresponding results in [Y. Meng and Z. Lin (2009)] and [H. S. Sung (2013)]. It is worthy to point out that the open problem of [H. S. Sung, S. Lisawadi, and A. Volodin (2008)] can be solved easily...

Some limit theorems for one type of stochastic integro-differential equations.

Janković, Svetlana (1987)

Publications de l'Institut Mathématique. Nouvelle Série

Some limit theorems for ratios of transition probabilities.

Chattopadhyay, Rita (1987)

International Journal of Mathematics and Mathematical Sciences

Some limit theorems of intermediate term of a random number of independent random variables

Haroon Mohamed Barakat, Mouhamed A. El-Shandidy (1990)

Commentationes Mathematicae Universitatis Carolinae

Some local asymptotic laws for the Cauchy process on the line.

Okoroafor, A.Chukwuemeka (2007)

Journal of Applied Mathematics and Stochastic Analysis

Some localization theorems using a majorization technique.

Bianchi, Monica, Torriero, Anna (2000)

Journal of Inequalities and Applications [electronic only]

Some Markov properties of stochastic differential equations with jumps

Serge Cohen (1995)

Séminaire de probabilités de Strasbourg

Some martingales in dams with Poisson input and release

Maria Jankiewicz (1984)

Applicationes Mathematicae

Some maximum principles for stochastic equations

Ivo Vrkoč (1969)

Czechoslovak Mathematical Journal

Some mean convergence and complete convergence theorems for sequences of $m$ -linearly negative quadrant dependent random variables

Yongfeng Wu, Andrew Rosalsky, Andrei Volodin (2013)

Applications of Mathematics

The structure of linearly negative quadrant dependent random variables is extended by introducing the structure of $m$ -linearly negative quadrant dependent random variables ( $m = 1, 2, \dots$ ). For a sequence of $m$ -linearly negative quadrant dependent random variables ${X_{n}, n \geq 1}$ and $1 < p < 2$ (resp. $1 \leq p < 2$ ), conditions are provided under which $n^{- 1 / p} \sum_{k = 1}^{n} (X_{k} - E X_{k}) \to 0$ in $L^{1}$ (resp. in $L^{p}$ ). Moreover, for $1 \leq p < 2$ , conditions are provided under which $n^{- 1 / p} \sum_{k = 1}^{n} (X_{k} - E X_{k})$ converges completely to $0$ . The current work extends some results of Pyke and Root (1968) and it extends and improves some...

Currently displaying 321 – 340 of 1119