扩散过程在Hlder范数下的局部Strassen重对数律

在该文中,作者应用扩散过程在Holder范数下的大偏差得到了扩散过程在Holder范数下的局部Strassen重对数律．并且还得到了重It■积分的泛函重对数律．     

l~p-值Wiener过程增量在H?lder范数下的局部Strassen重对数律

应用l~p-值Wiener过程在Holder范数下的大偏差,研究了l~p-值Wiener过程增量在H?lder范数下的局部Strassen重对数律.     

Strassen定理的一个推广

该文得到了在(p,r) -容度及 Holder 范数意义下的Schilder 定理. 作为它的一个应用, 作者在此情形下证明了一个更强的Strassen 重对数律.     

Brown运动增量在H?lder范数下的局部泛函Chung重对数律

本文利用Brown运动在H?lder范数下的大偏差和小偏差,得到了Brown运动增量在H?lder范数下的局部泛函Chung重对数律.     

二参数L{\'e}vy区域在Holder 范数下的局部Strassen重对数律

利用大偏差,得到了二参数L\'evy区域在H\"older 范数下的局部Strassen重对数律.     

$l^p$-值Wiener过程增量在H\"older范数下的局部Strassen重对数律

应用$l^p$-值Wiener过程在H\"older范数下的大偏差, 研究了$l^p$-值Wiener过程增量在H\"older范数下的局部Strassen重对数律.     

大偏差与l~p-值Wiener过程在Hlder范数下的泛函连续模

本文在Holder范数生成的强拓扑下,建立了l~2-值Wiener过程的大偏差公式,从而得到了l~2-值与l~p-值Wiener过程在Holder范数下的泛函连续模.     

大偏差与lp-值Wiener过程在H(o)lder范数下的泛函连续模

本文在Holder范数生成的强拓扑下,建立了l~2-值Wiener过程的大偏差公式,从而得到了l~2-值与l~p-值Wiener过程在Holder范数下的泛函连续模.     

扩散过程的拟必然局部Strassen重对数律

应用大偏差,得到了扩散过程和重随机积分的拟必然局部Strassen重对数律.     

Brown运动连续模在Holder范数下的收敛速率

应用Brown运动在Holder范数下的大偏差和小偏差得到了Brown运动连续模在Holder范数下的泛函极限的收敛速率.     

The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics

The Chung–Smirnov law of the iterated logarithm and the Finkelstein functional law of the iterated logarithm for empirical processes are used to establish new results on the central limit theorem, the law of the iterated logarithm, and the strong law of large numbers for L-statistics with certain bounded and smooth weight functions. These results are used to obtain necessary and sufficient conditions for almost sure convergence and for convergence in distribution of some well-known L-statistics and U-statistics, including Gini's mean difference statistic. A law of the logarithm for weighted sums of order statistics is also presented.     

A Functional LIL and Some Weighted Occupation Measure Results for Fractional Brownian Motion

Weighted occupation measure results are obtained for fractional Brownian motion. Proofs depend on small ball probability estimates of the sup-norm for these processes, which are then used to obtain a functional law of the iterated logarithm. The occupation measure results are consequences of the law of the iterated logarithm.     

The Strassen law of iterated logarithm for combinatorial assemblies

In [13], we investigated one-dimensional laws of iterated logarithm for additive functions defined on a class of combinatorial assemblies. In this paper, we obtain a functional law of iterated logarithm. Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 2, pp. 211–219, April–June, 2007.     

On the law of the iterated logarithm for Gaussian processes

We present some optimal conditions for the compact law of the iterated logarithm of a sequence of jointly Gaussian processes in different situations. We also discuss the local law of the iterated logarithm for Gaussian processes indexed by arbitrary index sets, in particular for self-similar Gaussian processes. We apply these results to obtain the law of the iterated logarithm for compositions of Gaussian processes. Research partially supported by NSF Grant DMS-93-02583.     

线性过程的强逼近

该文对由独立同分布随机变量序列所生成的线性过程建立了泛函重对数律和用Wiener过程对线性过程的强逼近结果.     

THE LAW OF THE ITERATED LOGARITHM OF THE KAPLAN-MEIER INTEGRAL AND ITS APPLICATION

For right censored data, the law of the iterated logarithm of the Kaplan-Meier integral is established. As an application, the authors prove the law of the iterated logarithm for weighted least square estimates of randomly censored linear regression model.     

布朗单增量的Strassen重对数律

利用布朗单与布朗单增量的大偏差,得到了布朗单与布朗单增量的泛函重对数律.     

A LIL for independent non-identically distributed random variables in Banach space and its applications

In this paper,we prove a general law of the iterated logarithm (LIL) for independent non-identically distributed B-valued random variables.As an interesting application,we obtain the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes.     

Convergence en loi et lois du logarithme itéré pour les vecteurs gaussiens

In this paper we prove a Strassen version of the law of the iterated logarithm for some sequences of weakly asymptotically independant Banach space valued gaussian random variables which converge in distribution, and we prove that the central limit theorem implies the functional form of the law of the iterated logarithm for the partial sums of certain Banach space valued gaussian sequences.Furthermore we give conditions for the convergence in distribution of sequences of gaussian random variables and gaussian stochastic processes, and these conditions permit us to prove that our results generalize in the gaussian case all similar results known to the authors at present.