随机左截断数据下乘积限估计的强逼近及其应用

本文建立了左截断数据下乘积限估计的强表示结果,其误差项的收敛速度达到重对数律。作为应用,推出了乘积限估计的重对数律和强逼近等深刻结果。     

Sufficient moment and truncated moment conditions for the law of the iterated logarithm

Summary Various sufficient conditions for the law of the iterated logarithm are given extending the main result of the author's previous paper [16] and Kolmogoroff's law of iterated logarithm. As a byproduct we give a unified approach to various old and new stability results     

在通常矩条件下B—值随机元配重迭对数律不成立的一个反例

本文讨论B－值随机元配重迭对数律,给出了在通常矩条件下B－值随机元配重迭对数律不成立的一个反例,文中还指出,当随机元范数矩的条件弱于二阶矩时,配重迭对数律不成立。     

The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm

We prove a convergence rate in the functional central limit theorem for quadratic forms in independent random variables satisfying a fourth moment condition. Using this result we get a law of the iterated logarithm as well as an analogue of Chung's law of the iterated logarithm for random quadratic forms.     

Some laws of the iterated logarithm in Hilbertian autoregressive models

We consider the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes. As an application, we obtain laws of the iterated logarithm for the eigenvalues and associated projectors of the empirical covariance.     

线性过程的强逼近和重对数律

本文讨论由独立同分布随机变量列产生的线性过程的泛函型重对数律和强逼近, 同时又给出由NA随机变量列产生的线性过程的重对数律.     

带有反馈机制的单服务台排队系统的泛函重对数律

本文考虑了一个带有贝努里反馈机制的单服务台排队系统.我们将该系统的一些数量指标如队长过程,忙期过程,负荷过程的泛函重对数律的问题转化为一个反射布朗运动相关的问题,利用已有的布朗运动的重对数率的结果,刻画了队长过程,忙期过程,负荷过程的重对数律.     

扩散过程在Holder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Ito积分的泛函重对数律.     

A note on some laws of the iterated logarithm

Some function space laws of the iterated logarithm for Brownian motion with values in finite and infinite dimensional vector spaces are shown to follow from Hincin's classical law of the iterated logarithm and some martingale techniques. A law of the iterated logarithm for Brownian motion in a differentible manifold is also stated.     

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.     

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．     

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.     

Small ball probabilities for Gaussian processes with stationary increments under Hölder norms

Small ball probabilities are estimated for Gaussian processes with stationary increments when the small balls are given by various Hölder norms. As an application we establish results related to Chung's functional law of the iterated logarithm for fractional Brownian motion under Hölder norms. In particular, we identify the points approached slowest in the functional law of the iterated logarithm.Supported in part by NSF Grant DMS-9024961.     

相伴的高斯随机变量序列的一个强不变原理

本文利用鞅的Skorohod表示, 在序列是高斯的且序列的协方差系数以幂指数速度递减的条件下,证明了相伴高斯随机变量序列的一个强不变原理\bd 作为推论得到了相伴高斯随机变量序列的重对数律和钟重对数律     

The small-time Chung-Wichura law for L��vy processes with non-vanishing Brownian component

We give a ??small time?? functional version of Chung??s ??other?? law of the iterated logarithm for Lévy processes with non-vanishing Brownian component. This is an analogue of the ??other?? law of the iterated logarithm at ??large times?? for Lévy processes and random walks with finite variance, as extended to a functional version by Wichura. As one of many possible applications, we mention a functional law for a two-sided passage time process.     

Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game

We study the law of the iterated logarithm in the framework of game-theoretic probability of Shafer and Vovk. We investigate hedges under which a game-theoretic version of the upper bound of the law of the iterated logarithm holds without any condition on Reality’s moves in the unbounded forecasting game. We prove that in the unbounded forecasting game with an exponential hedge, Skeptic can force the upper bound of the law of the iterated logarithm without conditions on Reality’s moves. We give two examples such a hedge. For proving these results we derive exponential inequalities in the game-theoretic framework which may be of independent interest. Finally, we give related results for measure-theoretic probability which improve the results of Liu and Watbled (Stochastic Processes and their Applications 119:3101–3132, 2009).     

B值独立随机元重对数律收敛速度的一般形式

本文讨论了Ｂ值独立同分布（ｉｉｄ）随机元重对数律收敛速度的一般形式,使得Ｄａｖｉｓ＾「１」及Ｇｕｔ＾「２,３」中的一些结果成为特款,同时减弱了Ｄａｖｉｓ结果中的矩条件,并且得到了Ｂ值ｉｉｄ随机元满足有界重对数律的一个充分性条件。作为应用,我们给出了随机足标和的相应结果。     

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.     

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.     

One moment estimate for the supremum of normalized sums in the law of the iterated logarithm

For a sequence of independent random elements in a Banach space, we obtain an upper bound for moments of the supremum of normalized sums in the law of the iterated logarithm by using an estimate for moments in the law of large numbers. An example of their application to the law of the iterated logarithm in Banach lattices is given. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 5, pp. 653–665, May, 2006.