All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 5 Next

Displaying 81 – 100 of 208

Showing per page

On Riesz product measures ; mutual absolute continuity and singularity

Shelby J. Kilmer, Sadahiro Saeki (1988)

Annales de l'institut Fourier

We give some criteria for mutual absolute continuity and for singularity of Riesz product measures on locally compact abelian groups. The first section gives the definition of such a measure which is more general than the usual definition. The second section provides three sufficient conditions for one Riesz product measure to be absolutely continuous with respect to another. One of our results contains a theorem of Brown-Moran-Ritter as a special case. The final section deals with random Riesz...

On small deviations of Gaussian processes using majorizing measures

Michel J. G. Weber (2012)

Colloquium Mathematicae

We give two examples of periodic Gaussian processes, having entropy numbers of exactly the same order but radically different small deviations. Our construction is based on Knopp's classical result yielding existence of continuous nowhere differentiable functions, and more precisely on Loud's functions. We also obtain a general lower bound for small deviations using the majorizing measure method. We show by examples that our bound is sharp. We also apply it to Gaussian independent sequences and...

On some limit distributions for geometric random sums

Marek T. Malinowski (2008)

Discussiones Mathematicae Probability and Statistics

We define and give the various characterizations of a new subclass of geometrically infinitely divisible random variables. This subclass, called geometrically semistable, is given as the set of all these random variables which are the limits in distribution of geometric, weighted and shifted random sums. Introduced class is the extension of, considered until now, classes of geometrically stable [5] and geometrically strictly semistable random variables [10]. All the results can be straightforward...

On Special Case of Multiple Hypotheses Optimal Testing for Three Differently Distributed Random Variables

Navaei, Leader (2011)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 62P30.In this paper by using theory of large deviation techniques (LDT), the problem of hypotheses testing for three random variables having different distributions from three possible distributions is solved. Hypotheses identification for two objects having different distributions from two given probability distributions was examined by Ahlswewde and Haroutunian. We noticed Sanov's theorem and its applications in hypotheses testing.

On strong laws for generalized L-statistics with dependent data

David Gilat, Roelof Helmers (1997)

Commentationes Mathematicae Universitatis Carolinae

It is pointed out that a strong law of large numbers for L-statistics established by van Zwet (1980) for i.i.d. sequences, remains valid for stationary ergodic data. When the underlying process is weakly Bernoulli, the result extends even to generalized L-statistics considered in Helmers et al. (1988).

On the Argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies

Dietmar Ferger (2011)

Kybernetika

Let ϵ - ( Z ) be the collection of all ϵ -optimal solutions for a stochastic process Z with locally bounded trajectories defined on a topological space. For sequences ( Z n ) of such stochastic processes and ( ϵ n ) of nonnegative random variables we give sufficient conditions for the (closed) random sets ϵ n - ( Z n ) to converge in distribution with respect to the Fell-topology and to the coarser Missing-topology.

Currently displaying 81 – 100 of 208