Maximal inequalities for dependent random variables and applications.
Sung, Soo Hak (2008)
Journal of Inequalities and Applications [electronic only]
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Sung, Soo Hak (2008)
Journal of Inequalities and Applications [electronic only]
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Khurelbaatar Gonchigdanzan (2010)
ESAIM: Probability and Statistics
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We prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables with finite second moment.
Deng, Dianliang (2009)
International Journal of Mathematics and Mathematical Sciences
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Hu, Tien-Chung, Weber, Neville C. (2009)
Journal of Probability and Statistics
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Fan, Aihua, Kahane, J. P. (2001)
Portugaliae Mathematica. Nova Série
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Pak, Igor (1999)
Electronic Journal of Probability [electronic only]
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Iksanov, Alex, Möhle, Martin (2007)
Electronic Communications in Probability [electronic only]
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Zakhar Kabluchko, Axel Munk (2009)
ESAIM: Probability and Statistics
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We generalize a theorem of Shao [ (1995) 575–582] on the almost-sure limiting behavior of the maximum of standardized random walk increments to multidimensional arrays of i.i.d. random variables. The main difficulty is the absence of an appropriate strong approximation result in the multidimensional setting. The multiscale statistic under consideration was used recently for the selection of the regularization parameter in a number of statistical algorithms as well...
Gonchigdanzan, Khurelbaatar (2002)
International Journal of Mathematics and Mathematical Sciences
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