Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables.
Dewan, Isha, Prakasa Rao, B.L.S. (2006)
Journal of Inequalities and Applications [electronic only]
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Displaying similar documents to “Random time changes for sock-sorting and other stochastic process limit theorems.”
Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables.
A bound for the distribution of the hitting time of arbitrary sets by random walk.
Járai, Antal A., Kesten, Harry (2004)
Electronic Communications in Probability [electronic only]
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Eventual intersection for sequences of Lévy processes.
Evans, Steven N., Peres, Yuval (1998)
Electronic Communications in Probability [electronic only]
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Fluctuations of a surface submitted to a random average process.
Ferrari, P.A., Fontes, L.R.G. (1998)
Electronic Journal of Probability [electronic only]
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Sojourn times.
Takács, Lajos (1996)
Journal of Applied Mathematics and Stochastic Analysis
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A central limit theorem for non stationary mixing processes
Dalibor Volný (1989)
Commentationes Mathematicae Universitatis Carolinae
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On Feller's criterion for the law of the iterated logarithm.
Li, Deli, Rao, M.Bhaskara, Wang, Xiangchen (1994)
International Journal of Mathematics and Mathematical Sciences
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A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables.
Zemlys, Vaidotas (2008)
Electronic Journal of Probability [electronic only]
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Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
Jérôme Dedecker, Sana Louhichi (2005)
ESAIM: Probability and Statistics
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We continue the investigation started in a previous paper, on weak convergence to infinitely divisible distributions with finite variance. In the present paper, we study this problem for some weakly dependent random variables, including in particular associated sequences. We obtain minimal conditions expressed in terms of individual random variables. As in the i.i.d. case, we describe the convergence to the gaussian and the purely non-gaussian parts of the infinitely divisible limit....
Precise lim sup behavior of probabilities of large deviations for sums of i.i.d. random variables.
Li, Deli, Rosalsky, Andrew (2004)
International Journal of Mathematics and Mathematical Sciences
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Analytic Feynman integrals of transforms of variation of cylinder type functions over Wiener paths in abstract Wiener space
Myung Kim (2005)
Open Mathematics
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In this paper, we evaluate various analytic Feynman integrals of first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of cylinder type functions defined over Wiener paths in abstract Wiener space. We also derive the analytic Feynman integral of the conditional Fourier-Feynman transform for the product of the cylinder type functions which define the functions in a Banach algebra introduced by Yoo, with n linear factors. ...