共查询到20条相似文献,搜索用时 15 毫秒
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2.
Lithuanian Mathematical Journal - In this paper, we generalize a result on approximation of sums by sums with a fixed number of summands in [V. Bentkus, A new method for approximation in... 相似文献
3.
Ramesh M. Korwar 《Journal of multivariate analysis》2002,80(2):344
In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a common shape parameter greater than 1 is larger in (a) likelihood ratio order and (b) dispersive order when the scale parameters are more dispersed in the sense of majorization. 相似文献
4.
We obtain precise large deviations for heavy-tailed random sums
, of independent random variables.
are nonnegative integer-valued random variables independent of r.v. (X
i
)i
N with distribution functions F
i. We assume that the average of right tails of distribution functions F
i is equivalent to some distribution function with regularly varying tail. An example with the Pareto law as the limit function is given. 相似文献
5.
研究了在概率空间(Ω,T,P)上,独立的无界随机变量和尾部概率不等式,提出了一种用切割原始概率空间(Ω,T,P)的新型方法去处理独立的无界随机变量和。给出了独立的无界随机变量和的指数型概率不等式。作为结果的应用,一些有趣的例子被给出。这些例子表明:文中提出的方法和结果对研究独立的无界随机变量和的大样本性质是十分有用的。 相似文献
6.
Mathematical Notes - The paper is devoted to the study of conditional bounds for the expectation of the maximum of independent identically distributed standardized random variables for which the... 相似文献
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L. V. Rozovsky 《Journal of Mathematical Sciences》2006,133(3):1345-1355
In the present note, new nonuniform bounds in the CLT for sums of independent random variables with finite variances are obtained.
Some simple and sharp nonasymptotic upper bounds for large-deviation probabilities of the mentioned sums are derived. The
results obtained are applied to refine the known conditions and to find new ones under which the large-deviation theorems
in the series scheme are true. Bibliography: 11 titles.
__________
Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 242–259. 相似文献
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本文给出了上期望空间中独立随机变量部分和的最大不等式、指数
不等式、Marcinkiewicz-Zygmund不等式. 并且应用指数不等式和Marcinkiewicz-Zygmund不等式
研究了随机变量部分和序列完备收敛的性质. 相似文献
11.
N. N. Amosova 《Journal of Mathematical Sciences》2003,118(6):5507-5512
We investigate necessary and sufficient conditions under which one estimate of exponential type is valid for large deviation probabilities of sums of independent identically distributed random variables. Bibliography: 3 titles. 相似文献
12.
Let X,X
n
;n1 be a sequence of real-valued i.i.d. random variables with E(X)=0. Assume B(u) is positive, strictly increasing and regularly-varying at infinity with index 1/2<1. Set b
n
=B(n),n1. If
and
for some [0,), then it is shown that
and
for every real triangular array (a
n,k
;1kn,n1) and every array of bounded real-valued i.i.d. random variables W,W
n,k
;1kn,n1`` independent of {X,X
n
;n1}, where (W)=(E(W–E(W))2)1/2. An analogous law of the iterated logarithm for the unweighted sums
n
k=1
X
k
;n1} is also given, along with some illustrative examples. 相似文献
13.
A. N. Frolov 《Journal of Mathematical Sciences》2006,133(3):1356-1370
We derive universal strong laws for increments of sums of independent, nonidentically distributed, random variables. These
results generalize universal results of the author for the i.i.d. case which include the strong law of large numbers, law
of the iterated logarithm, Erdos-Renyi law, and Csorgo-Revesz laws. Bibliography: 27 titles.
__________
Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 260–285. 相似文献
14.
具有 φ(x)一致可积的混合序列的强逼近问题(其中 φ(x)/x2+ δ↑∞,δ> 0)是本文所要论述的主题.文章给出的结论弥补了[1]中强混合序列的强逼近与独立序列之间的空隙,同时推广了[1]中的结论 相似文献
15.
We find the exact distribution of an arbitrary remainder of an infinite sum of overlapping products of a sequence of independent Bernoulli random variables. 相似文献
16.
任意随机序列关于非齐次马氏链的随机和的一类随机偏差定理 总被引:1,自引:0,他引:1
In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions. 相似文献
17.
Let {X, X_k : k ≥ 1} be a sequence of independent and identically distributed random variables with a common distribution F. In this paper, the authors establish some results on the local precise large and moderate deviation probabilities for partial sums S_n =sum from i=1 to n(X_i) in a unified form in which X may be a random variable of an arbitrary type,which state that under some suitable conditions, for some constants T 0, a and τ 1/2and for every fixed γ 0, the relation P(S_n- na ∈(x, x + T ]) ~nF((x + a, x + a + T ]) holds uniformly for all x ≥γn~τ as n→∞, that is, P(Sn- na ∈(x, x + T ]) lim sup- 1 = 0.n→+∞x≥γnτnF((x + a, x + a + T ])The authors also discuss the case where X has an infinite mean. 相似文献
18.
通过研究了长尾上的带宽上限相依的随机变量和的精确大偏差,利用经典大偏差的方法,得到了非随机和和随机和的两种渐近结果. 相似文献
19.
Li Xin Zhang 《数学学报(英文版)》2002,18(2):311-326
Let {X
n
;n≥1} be a sequence of i.i.d. random variables and let X
(r)
n
= X
j
if |X
j
| is the r-th maximum of |X
1|, ..., |X
n
|. Let S
n
= X
1+⋯+X
n
and
(r)
S
n
= S
n
−(X
(1)
n
+⋯+X
(r)
n
). Sufficient and necessary conditions for
(r)
S
n
approximating to sums of independent normal random variables are obtained. Via approximation results, the convergence rates
of the strong law of large numbers for
(r)
S
n
are studied.
Received March 22, 1999, Revised November 6, 2000, Accepted March 16, 2001 相似文献