On the weak law of large numbers for normed weighted sums of i.i.d. random variables.
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Displaying 61 – 66 of 66
On transience conditions for Markov chains and random walks.
Denisov, D. Eh., Foss, S. G. (2003)
Sibirskij Matematicheskij Zhurnal
On Weak Tail Domination of Random Vectors
Rafał Latała (2009)
Bulletin of the Polish Academy of Sciences. Mathematics
Motivated by a question of Krzysztof Oleszkiewicz we study a notion of weak tail domination of random vectors. We show that if the dominating random variable is sufficiently regular then weak tail domination implies strong tail domination. In particular, a positive answer to Oleszkiewicz's question would follow from the so-called Bernoulli conjecture. We also prove that any unconditional logarithmically concave distribution is strongly dominated by a product symmetric exponential measure.
One-dimensional random walks, decreasing rearrangements and discrete Steiner symmetrization
Alexander R. Pruss (1997)
Annales de l'I.H.P. Probabilités et statistiques
Ordered random walks.
Eichelsbacher, Peter, König, Wolfgang (2008)
Electronic Journal of Probability [electronic only]
Ornstein-Metivier-Brunel theorem revisited
Shaul R. Foguel, Nassif A. Ghoussoub (1979)
Annales de l'I.H.P. Probabilités et statistiques
Currently displaying 61 – 66 of 66
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