On consistency of kernel density estimators for randomly censored data : rates holding uniformly over adaptive intervals
On convergence for sequences of pairwise negatively quadrant dependent random variables
In this paper, some new results on complete convergence and complete moment convergence for sequences of pairwise negatively quadrant dependent random variables are presented. These results improve the corresponding theorems of S. X. Gan, P. Y. Chen (2008) and H. Y. Liang, C. Su (1999).
On entropies for random partitions of the unit segment
We prove the complete convergence of Shannon’s, paired, genetic and α-entropy for random partitions of the unit segment. We also derive exact expressions for expectations and variances of the above entropies using special functions.
On Feller's criterion for the law of the iterated logarithm.
On limit properties of the reward from a Markov replacement process
On mean values of subadditive processes
On Measures of Uniformly Distributed Sequences and Benford's Law.
On Multivalued Amarts
In recent years, convergence results for multivalued functions have been developed and used in several areas of applied mathematics: mathematical economics, optimal control, mechanics, etc. The aim of this note is to give a criterion of almost sure convergence for multivalued asymptotic martingales (amarts). For every separable Banach space B the fact that every L¹-bounded B-valued martingale converges a.s. in norm to an integrable B-valued random variable (r.v.) is equivalent to the Radon-Nikodym...
On random split of the segment
We consider a partition of the interval [0,1] by two partition procedures. In the first a chosen piece of [0,1] is split into halves, in the second it is split by uniformly distributed points. Initially, the interval [0,1] is divided either into halves or by a uniformly distributed random variable. Next a piece to be split is chosen either with probability equal to its length or each piece is chosen with equal probability, and then the chosen piece is split by one of the above procedures. These...
On recurrence property of Riesz-Raikov sums.
On Riesz product measures ; mutual absolute continuity and singularity
We give some criteria for mutual absolute continuity and for singularity of Riesz product measures on locally compact abelian groups. The first section gives the definition of such a measure which is more general than the usual definition. The second section provides three sufficient conditions for one Riesz product measure to be absolutely continuous with respect to another. One of our results contains a theorem of Brown-Moran-Ritter as a special case. The final section deals with random Riesz...
On small deviations of Gaussian processes using majorizing measures
We give two examples of periodic Gaussian processes, having entropy numbers of exactly the same order but radically different small deviations. Our construction is based on Knopp's classical result yielding existence of continuous nowhere differentiable functions, and more precisely on Loud's functions. We also obtain a general lower bound for small deviations using the majorizing measure method. We show by examples that our bound is sharp. We also apply it to Gaussian independent sequences and...
On some families of AQSI random variables and related strong law of large numbers.
On strong law of large numbers for dependent random variables.
On strong laws for generalized L-statistics with dependent data
It is pointed out that a strong law of large numbers for L-statistics established by van Zwet (1980) for i.i.d. sequences, remains valid for stationary ergodic data. When the underlying process is weakly Bernoulli, the result extends even to generalized L-statistics considered in Helmers et al. (1988).
On strong laws of large numbers for arrays of rowwise independent random elements.
On the almost sure convergence of weighted sums of random elements in D(0,1).
On the asymptotic form of convex hulls of Gaussian random fields
We consider a centered Gaussian random field X = X t : t ∈ T with values in a Banach space defined on a parametric set T equal to ℝm or ℤm. It is supposed that the distribution of X t is independent of t. We consider the asymptotic behavior of closed convex hulls W n = convX t : t ∈ T n, where (T n) is an increasing sequence of subsets of T. We show that under some conditions of weak dependence for the random field under consideration and some sequence (b n)n≥1 with probability 1, (in the sense...
On the Borel-Cantelli Lemma and moments
We present some extensions of the Borel-Cantelli Lemma in terms of moments. Our result can be viewed as a new improvement to the Borel-Cantelli Lemma. Our proofs are based on the expansion of moments of some partial sums by using Stirling numbers. We also give a comment concerning the results of Petrov V.V., A generalization of the Borel-Cantelli Lemma, Statist. Probab. Lett. 67 (2004), no. 3, 233–239.
On the Brunk-Chung type strong law of large numbers for sequences of blockwise m-dependent random variables
For a sequence of blockwise m-dependent random variables {Xn,n ≥ 1}, conditions are provided under which almost surely where {bn,n ≥ 1} is a sequence of positive constants. The results are new even when bn ≡ nr,r > 0. As special case, the Brunk-Chung strong law of large numbers is obtained for sequences of independent random variables. The current work also extends results of Móricz [Proc. Amer. Math. Soc.101 (1987) 709–715], and Gaposhkin [Teor. Veroyatnost. i Primenen. 39 (1994) 804–812]....