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Complete convergence theorems for normed row sums from an array of rowwise pairwise negative quadrant dependent random variables with application to the dependent bootstrap

Andrew Rosalsky, Yongfeng Wu (2015)

Applications of Mathematics

Let { X n , j , 1 j m ( n ) , n 1 } be an array of rowwise pairwise negative quadrant dependent mean 0 random variables and let 0 < b n . Conditions are given for j = 1 m ( n ) X n , j / b n 0 completely and for max 1 k m ( n ) | j = 1 k X n , j | / b n 0 completely. As an application of these results, we obtain a complete convergence theorem for the row sums j = 1 m ( n ) X n , j * of the dependent bootstrap samples { { X n , j * , 1 j m ( n ) } , n 1 } arising from a sequence of i.i.d. random variables { X n , n 1 } .

Complete f -moment convergence for weighted sums of WOD arrays with statistical applications

Xi Chen, Xinran Tao, Xuejun Wang (2023)

Kybernetika

Complete f -moment convergence is much more general than complete convergence and complete moment convergence. In this work, we mainly investigate the complete f -moment convergence for weighted sums of widely orthant dependent (WOD, for short) arrays. A general result on Complete f -moment convergence is obtained under some suitable conditions, which generalizes the corresponding one in the literature. As an application, we establish the complete consistency for the weighted linear estimator in nonparametric...

Complete q -order moment convergence of moving average processes under ϕ -mixing assumptions

Xing-Cai Zhou, Jin-Guan Lin (2014)

Applications of Mathematics

Let { Y i , - < i < } be a doubly infinite sequence of identically distributed ϕ -mixing random variables, and { a i , - < i < } an absolutely summable sequence of real numbers. We prove the complete q -order moment convergence for the partial sums of moving average processes X n = i = - a i Y i + n , n 1 based on the sequence { Y i , - < i < } of ϕ -mixing random variables under some suitable conditions. These results generalize and complement earlier results.

Compound Poisson approximation of word counts in DNA sequences

Sophie Schbath (2010)

ESAIM: Probability and Statistics

Identifying words with unexpected frequencies is an important problem in the analysis of long DNA sequences. To solve it, we need an approximation of the distribution of the number of occurrences N(W) of a word W. Modeling DNA sequences with m-order Markov chains, we use the Chen-Stein method to obtain Poisson approximations for two different counts. We approximate the “declumped” count of W by a Poisson variable and the number of occurrences N(W) by a compound Poisson variable. Combinatorial...

Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature

Marc Arnaudon, Thomas Simon (2005)

Annales de l’institut Fourier

We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to infinity. This improves on previous results by A. Eberle, and one of us . Along the way, we derive a new asymptotic estimate for the logarithmic derivative of the heat kernel on such manifolds, in bounded time and with one space parameter...

Conditional limit theorems for intermediately subcritical branching processes in random environment

V. I. Afanasyev, Ch. Böinghoff, G. Kersting, V. A. Vatutin (2014)

Annales de l'I.H.P. Probabilités et statistiques

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition appears. In this paper we study the intermediately subcritical case, which constitutes the borderline within this phase transition. We study the asymptotic behavior of the survival probability. Next the size of the population and the shape of the random environment...

Conditional principles for random weighted measures

Nathael Gozlan (2005)

ESAIM: Probability and Statistics

In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form L n = 1 n i = 1 n Z i δ x i n , ( Z i ) i being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.

Conditional principles for random weighted measures

Nathael Gozlan (2010)

ESAIM: Probability and Statistics

In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form L n = 1 n i = 1 n Z i δ x i n , ((Zi)i being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.

Constructions of smooth and analytic cocycles over irrational circle rotations

Dalibor Volný (1995)

Commentationes Mathematicae Universitatis Carolinae

We define a class of step cocycles (which are coboundaries) for irrational rotations of the unit circle and give conditions for their approximation by smooth and real analytic coboundaries. The transfer functions of the approximating (smooth and real analytic) coboundaries are close (in the supremum norm) to the transfer functions of the original ones. This result makes it possible to construct smooth and real analytic cocycles which are ergodic, ergodic and squashable (see [Aaronson, Lemańczyk,...

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