A Cramér type theorem for weighted random variables.
Najim, Jamal (2002)
Electronic Journal of Probability [electronic only]
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Najim, Jamal (2002)
Electronic Journal of Probability [electronic only]
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Huang, Wei, Zhang, Li-Xin (2007)
Electronic Communications in Probability [electronic only]
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Marcus, Michael B., Rosiński, Jan (2001)
Electronic Communications in Probability [electronic only]
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Budhiraja, Amarjit, Dupuis, Paul (2003)
Electronic Journal of Probability [electronic only]
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Xing-Cai Zhou, Jin-Guan Lin (2014)
Applications of Mathematics
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Let be a doubly infinite sequence of identically distributed -mixing random variables, and an absolutely summable sequence of real numbers. We prove the complete -order moment convergence for the partial sums of moving average processes based on the sequence of -mixing random variables under some suitable conditions. These results generalize and complement earlier results.
Einmahl, John H.J., Van Zuijlen, Martien C.A. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Schweinsberg, Jason (2000)
Electronic Communications in Probability [electronic only]
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Jan Kyncl (1998)
Applications of Mathematics
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In this paper, a method of numerical solution to the dominant eigenvalue problem for positive integral operators is presented. This method is based on results of the theory of positive operators developed by Krein and Rutman. The problem is solved by Monte Carlo method constructing random variables in such a way that differences between results obtained and the exact ones would be arbitrarily small. Some numerical results are shown.