Displaying similar documents to “Points of positive density for smooth functionals.”

Exponential inequalities and functional central limit theorems for random fields

Jérôme Dedecker (2001)

ESAIM: Probability and Statistics

Similarity:

We establish new exponential inequalities for partial sums of random fields. Next, using classical chaining arguments, we give sufficient conditions for partial sum processes indexed by large classes of sets to converge to a set-indexed brownian motion. For stationary fields of bounded random variables, the condition is expressed in terms of a series of conditional expectations. For non-uniform φ -mixing random fields, we require both finite fourth moments and an algebraic decay of the...

Cyclic random motions in d -space with directions

Aimé Lachal (2006)

ESAIM: Probability and Statistics

Similarity:

We study the probability distribution of the location of a particle performing a cyclic random motion in d . The particle can take possible directions with different velocities and the changes of direction occur at random times. The speed-vectors as well as the support of the distribution form a polyhedron (the first one having constant sides and the other expanding with time ). The distribution of the location of the particle is made up of two components: a singular component (corresponding...