On the Spitzer and Chung laws of the iterated logarithm for brownian motion
First, we derive a representation formula for all cumulant density functions in terms of the non-negative definite kernel function defining an -determinantal point process (DPP). Assuming absolute integrability of the function , we show that a stationary -DPP with kernel function is “strongly” Brillinger-mixing, implying, among others, that its tail--field is trivial. Second, we use this mixing property to prove rates of normal convergence for shot-noise processes and sketch some applications...
Applying the moment inequality of asymptotically almost negatively associated (AANA, in short) random variables which was obtained by Yuan and An (2009), some strong convergence results for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of Zhou et al. (2011), Sung (2011, 2012) to the case of AANA random variables, respectively.
Upper estimates are presented for the universal constant in the Katz-Petrov and Osipov inequalities which do not exceed 3.1905.
A partitioning algorithm for the Euclidean matching problem in is introduced and analyzed in a probabilistic model. The algorithm uses elements from the fixed dissection algorithm of Karp and Steele (1985) and the Zig-Zag algorithm of Halton and Terada (1982) for the traveling salesman problem. The algorithm runs in expected time and approximates the optimal matching in the probabilistic sense.