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Comparing the distributions of sums of independent random vectors

Evgueni I. Gordienko (2005)

Kybernetika

Let ( X n , n 1 ) , ( X ˜ n , n 1 ) be two sequences of i.i.d. random vectors with values in k and S n = X 1 + + X n , S ˜ n = X ˜ 1 + + X ˜ n , n 1 . Assuming that E X 1 = E X ˜ 1 , E | X 1 | 2 < , E | X ˜ 1 | k + 2 < and the existence of a density of X ˜ 1 satisfying the certain conditions we prove the following inequalities: v ( S n , S ˜ n ) c max { v ( X 1 , X ˜ 1 ) , ζ 2 ( X 1 , X ˜ 1 ) } , n = 1 , 2 , , where v and ζ 2 are the total variation and Zolotarev’s metrics, respectively.

Complete convergence of weighted sums for arrays of rowwise ϕ -mixing random variables

Xinghui Wang, Xiaoqin Li, Shuhe Hu (2014)

Applications of Mathematics

In this paper, we establish the complete convergence and complete moment convergence of weighted sums for arrays of rowwise ϕ -mixing random variables, and the Baum-Katz-type result for arrays of rowwise ϕ -mixing random variables. As an application, the Marcinkiewicz-Zygmund type strong law of large numbers for sequences of ϕ -mixing random variables is obtained. We extend and complement the corresponding results of X. J. Wang, S. H. Hu (2012).

Convergence theorems for set-valued conditional expectations

Nikolaos S. Papageorgiou (1993)

Commentationes Mathematicae Universitatis Carolinae

In this paper we prove two convergence theorems for set-valued conditional expectations. The first is a set-valued generalization of Levy’s martingale convergence theorem, while the second involves a nonmonotone sequence of sub σ -fields.

Coupling a branching process to an infinite dimensional epidemic process***

Andrew D. Barbour (2010)

ESAIM: Probability and Statistics

Branching process approximation to the initial stages of an epidemic process has been used since the 1950's as a technique for providing stochastic counterparts to deterministic epidemic threshold theorems. One way of describing the approximation is to construct both branching and epidemic processes on the same probability space, in such a way that their paths coincide for as long as possible. In this paper, it is shown, in the context of a Markovian model of parasitic infection, that coincidence...

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