Some results on convergence rates for probabilities of moderate deviations for sums of random variables.
Li, Deli, Wang, Xiangchen, Rao, M.Bhaskara (1992)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “Convergence rates for probabilities of moderate deviations for multidimensionally indexed random variables.”
Some results on convergence rates for probabilities of moderate deviations for sums of random variables.
Almost sure functional limit theorem for the product of partial sums
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.
Precise asymptotics in the law of iterated logarithm for moving average process under dependence.
Li, Jie (2011)
Journal of Inequalities and Applications [electronic only]
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Maximal inequalities for dependent random variables and applications.
Sung, Soo Hak (2008)
Journal of Inequalities and Applications [electronic only]
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On some densities in the set of permutations.
Manstavicius, Eugenijus (2010)
The Electronic Journal of Combinatorics [electronic only]
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Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequences. (Almost sure convergence for the maximum and the sum of nonstationary guassian sequences.)
Zhao, Shengli, Peng, Zuoxiang, Wu, Songlin (2010)
Journal of Inequalities and Applications [electronic only]
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Cycle lengths in a permutation are typically Poisson.
Granville, Andrew (2006)
The Electronic Journal of Combinatorics [electronic only]
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Limiting behavior of a diffusion in an asymptotically stable environment
Arvind Singh (2007)
Annales de l'I.H.P. Probabilités et statistiques
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Preservation of log-concavity on summation
Oliver Johnson, Christina Goldschmidt (2006)
ESAIM: Probability and Statistics
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We extend Hoggar's theorem that the sum of two independent discrete-valued log-concave random variables is itself log-concave. We introduce conditions under which the result still holds for dependent variables. We argue that these conditions are natural by giving some applications. Firstly, we use our main theorem to give simple proofs of the log-concavity of the Stirling numbers of the second kind and of the Eulerian numbers. Secondly, we prove results concerning the log-concavity of...