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Displaying 101 – 120 of 126

Sur les fermés aléatoires

Jacques Azéma (1985)

Séminaire de probabilités de Strasbourg

Temps d'arrêt riches et applications

Neil Falkner, Christophe Stricker, Marc Yor (1982)

Séminaire de probabilités de Strasbourg

The Existence of Measurable Approximating Maximums.

Goran Peskir (1995)

Mathematica Scandinavica

The large deviation principle for certain series

Miguel A. Arcones (2010)

ESAIM: Probability and Statistics

We study the large deviation principle for stochastic processes of the form ${\sum_{k = 1}^{\infty} x_{k} (t) ξ_{k} : t \in T}$ , where ${ξ_{k}}_{k = 1}^{\infty}$ is a sequence of i.i.d.r.v.'s with mean zero and $x_{k} (t) \in ℝ$ . We present necessary and sufficient conditions for the large deviation principle for these stochastic processes in several situations. Our approach is based in showing the large deviation principle of the finite dimensional distributions and an exponential asymptotic equicontinuity condition. In order to get the exponential asymptotic equicontinuity condition,...

The large deviation principle for certain series

Miguel A. Arcones (2004)

ESAIM: Probability and Statistics

We study the large deviation principle for stochastic processes of the form ${\sum_{k = 1}^{\infty} x_{k} (t) ξ_{k} : t \in T}$ , where ${ξ_{k}}_{k = 1}^{\infty}$ is a sequence of i.i.d.r.v.’s with mean zero and $x_{k} (t) \in ℝ$ . We present necessary and sufficient conditions for the large deviation principle for these stochastic processes in several situations. Our approach is based in showing the large deviation principle of the finite dimensional distributions and an exponential asymptotic equicontinuity condition. In order to get the exponential asymptotic equicontinuity condition,...

The law of the iterated logarithm for exchangeable random variables.

Zhang, Hu-Ming, Taylor, Robert L. (1995)

International Journal of Mathematics and Mathematical Sciences

The measurability of hitting times.

Bass, Richard F. (2010)

Electronic Communications in Probability [electronic only]

The weak convergence of regenerative processes using some excursion path decompositions

Amaury Lambert, Florian Simatos (2014)

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

We consider regenerative processes with values in some general Polish space. We define their $ε$ -big excursions as excursions $e$ such that $ϕ (e) g t; ε$ , where $ϕ$ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of $e$ . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of $ε$ -big excursions and of their endpoints, for all $ε$ in a set whose closure contains $0$ . Finally, we provide...

Théorie générale et changement de temps

Nicole El Karoui, Gérard Weidenfeld (1977)

Séminaire de probabilités de Strasbourg

Tightness of Continuous Stochastic Processes

Michał Kisielewicz (2006)

Discussiones Mathematicae Probability and Statistics

Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.