The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Currently displaying 1 – 5 of 5

Showing per page

Order by Relevance | Title | Year of publication

A recurrence theorem for square-integrable martingales

Gerold Alsmeyer — 1994

Studia Mathematica

Let ( M n ) n 0 be a zero-mean martingale with canonical filtration ( n ) n 0 and stochastically L 2 -bounded increments Y 1 , Y 2 , . . . , which means that P ( | Y n | > t | n - 1 ) 1 - H ( t ) a.s. for all n ≥ 1, t > 0 and some square-integrable distribution H on [0,∞). Let V 2 = n 1 E ( Y n 2 | n - 1 ) . It is the main result of this paper that each such martingale is a.s. convergent on V < ∞ and recurrent on V = ∞, i.e. P ( M n [ - c , c ] i . o . | V = ) = 1 for some c > 0. This generalizes a recent result by Durrett, Kesten and Lawler [4] who consider the case of only finitely many square-integrable increment distributions....

A stochastic fixed point equation for weighted minima and maxima

Gerold AlsmeyerUwe Rösler — 2008

Annales de l'I.H.P. Probabilités et statistiques

Given any finite or countable collection of real numbers , ∈, we find all solutions to the stochastic fixed point equation W = d inf j J T j W j , where and the , ∈, are independent real-valued random variables with distribution and = d means equality in distribution. The bulk of the necessary analysis is spent on the case when ||≥2 and all are (strictly) positive. Nontrivial solutions are then concentrated on either the positive or negative half line. In the most interesting...

Page 1

Download Results (CSV)