Convergence rates for probabilities of moderate deviations for multidimensionally indexed random variables.
Convergence theorems for partial sums of arbitrary stochastic sequences.
Convergence to zero and boundedness of operator-normed sums of random vectors with application to autoregression processes.
Counting occurrences in almost sure limit theorems
Courte démonstration du théorème ergodique sur-additif
Curve crossing for the reflected Lev́y process at zero and infinity.
Cut times for random walks on the discrete Heisenberg group
Cycle time of stochastic max-plus linear systems.
Das Gesetz des iterierten Logarithmus für kumulative Prozesse.
Das Gesetz vom iterierten Logarithmus für empirische Verteilungsfunktionen im ... .
Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs
Distribution function inequalities for the density of the area integral
We prove good- inequalities for the area integral, the nontangential maximal function, and the maximal density of the area integral. This answers a question raised by R. F. Gundy. We also prove a Kesten type law of the iterated logarithm for harmonic functions. Our Theorems 1 and 2 are for Lipschitz domains. However, all our results are new even in the case of .
Distributions Stochastiques de L. Schwartz a valears vectorielles
Doob's type inequality and strong law of large numbers for demimartingales.
Drift estimation from -mixing sequences.
Dynamics of a continued fraction of Ramanujan with random coefficients.
Edgeworth expansions for a sample sum from a finite set of independent random variables.
Effective WLLN, SLLN and CLT in statistical models
Weak laws of large numbers (WLLN), strong laws of large numbers (SLLN), and central limit theorems (CLT) in statistical models differ from those in probability theory in that they should hold uniformly in the family of distributions specified by the model. If a limit law states that for every ε > 0 there exists N such that for all n > N the inequalities |ξₙ| < ε are satisfied and N = N(ε) is explicitly given then we call the law effective. It is trivial to obtain an effective statistical...
Eine Verallgemeinerung des Â?Gesetzes seltener Ereignisse".
Einige Konvergenzprobleme bei Folgen von Martingalen.