A strong law of large numbers for harmonizable isotropic random fields.
Displaying 141 – 160 of 1890
A strong law of large numbers for identically distributed vector lattice-valued random variables
Rastislav Potocký (1984)
Mathematica Slovaca
A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem.
Li, Gaorong, Chen, Shuang, Feng, Sanying (2008)
Journal of Applied Mathematics
A strong limit theorem for weighted sums of sequences of negatively dependent random variables.
Wu, Qunying (2010)
Journal of Inequalities and Applications [electronic only]
A Subsequence Principle in Probability Theory. II. The Law of the Iterated Logarithm.
S.D. Chatterji (1974)
Inventiones mathematicae
A super-stable motion with infinite mean branching
Klaus Fleischmann, Anja Sturm (2004)
Annales de l'I.H.P. Probabilités et statistiques
A survey of limit laws for bootstrapped sums.
Csörgő, Sándor, Rosalsky, Andrew (2003)
International Journal of Mathematics and Mathematical Sciences
A survey on the general central limit problem in Banach spaces
E. Giné (1977/1978)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
A Tauberian theorem for increasing functions of dominated variation.
Rogozin, B.A. (2002)
Sibirskij Matematicheskij Zhurnal
A two armed bandit type problem revisited
Gilles Pagès (2005)
ESAIM: Probability and Statistics
In Benaïm and Ben Arous (2003) is solved a multi-armed bandit problem arising in the theory of learning in games. We propose a short and elementary proof of this result based on a variant of the Kronecker lemma.
A two armed bandit type problem revisited
Gilles Pagès (2010)
ESAIM: Probability and Statistics
In Benaïm and Ben Arous (2003) is solved a multi-armed bandit problem arising in the theory of learning in games. We propose a short and elementary proof of this result based on a variant of the Kronecker lemma.
A uniform central limit theorem for dependent variables
Konrad Furmańczyk (2009)
Applicationes Mathematicae
Niemiro and Zieliński (2007) have recently obtained uniform asymptotic normality for the Bernoulli scheme. This paper concerns a similar problem. We show the uniform central limit theorem for a sequence of stationary random variables.
A uniform estimate for the rate of convergence in the multidimensional central limit theorem for homogeneous Markov chains.
Gharib, M. (1996)
International Journal of Mathematics and Mathematical Sciences
A Uniform Law of the Iterated Logarithm for Brownian Motion on Compact Riemannian Manifolds.
M. Blümlinger, M. Drmota, R.F. Tichy (1989)
Mathematische Zeitschrift
A universality property for last-passage percolation paths close to the axis.
Bodineau, Thierry, Martin, James (2005)
Electronic Communications in Probability [electronic only]
A Useful Central Limit Theorem for m-Dependent Variables
P. Schönfeld (1971)
Metrika
A version of the Harris-Spitzer "random constant velocity" model for infinite systems of particles
Wojciech Szatzschneider (1978)
Studia Mathematica
A version of the law of large numbers
Katusi Fukuyama (2001)
Colloquium Mathematicae
By the method of Rio [10], for a locally square integrable periodic function f, we prove for almost every x and t > 0.
A very elementary proof of a probabilistic limit relation.
Marcin E. Kuczma (1990)
Elemente der Mathematik
A weak law of large numbers for the sample covariance matrix.
Sepanski, Steven J., Pan, Zhidong (2000)
Electronic Communications in Probability [electronic only]