Random walks on finite groups with few random generators.
Pak, Igor (1999)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Marcinkiewicz-type strong law of large numbers for double arrays of pairwise independent random variables.”
Random walks on finite groups with few random generators.
An almost sure limit theorem for -mixing random fields.
Tómács, Tibor (2008)
Annales Mathematicae et Informaticae
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Bounding a random environment bounding a random environment for two-dimensional edge-reinforced random walk.
Merkl, Franz, Rolles, Silke W.W. (2008)
Electronic Journal of Probability [electronic only]
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A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree.
Iksanov, Alex, Möhle, Martin (2007)
Electronic Communications in Probability [electronic only]
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Best possible sufficient conditions for strong law of large numbers for multi-indexed orthogonal random elements.
Su, Kuo-Liang (2007)
International Journal of Mathematics and Mathematical Sciences
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Complete convergence for sums of arrays of random elements.
Sung, Soo Hak (2000)
International Journal of Mathematics and Mathematical Sciences
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Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays
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...
One-dimensional random field Kac's model: localization of the phases.
Cassandro, Marzio, Orlandi, Enza, Picco, Pierre, Eulalia Vares, Maria (2005)
Electronic Journal of Probability [electronic only]
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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...