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1.
Joshua Rushton 《Journal of Theoretical Probability》2007,20(3):397-427
We establish a functional LIL for the maximal process M(t) :=sup 0≤s≤t
‖X(s)‖ of an ℝ
d
-valued α-stable Lévy process X, provided X(1) has density bounded away from zero over some neighborhood of the origin. We also provide a broad invariance result governing
a class independent-increment processes related to the domain of attraction of X(1). This breadth is particularly notable for two types of processes captured: First, it not only describes any partial sum
process built from iid summands in the domain of normal attraction of X(1), but also addresses those with arbitrary iid summands in the full domain of attraction (here we give a technical condition
necessary and sufficient for the partial sum process to share the exact LIL we prove for X). Second, it reveals that any Lévy process L such that L(1) satisfies the technical condition just mentioned will also share the LIL of X.
Supported in part by NSF Grant DMS 02-05034. 相似文献
2.
生存分析中乘积限估计的大样本性质 总被引:3,自引:0,他引:3
生存分析中,人们关心的问题之一是利用不完全的寿命调查数据估计生物折寿命分布。在实际问题中,比较常见的不完全数据包括右删失数据,左截断数据和左截断右删失数据。利用这三种数据估计寿命分布时,常用的统计量是乘积限估计。于是,乘积限估计的大样本性质的研究一直受到关注。本文就这方面的研究近况做一比较系统的论述。 相似文献
3.
李贵斌 《应用数学学报(英文版)》1996,12(3):241-256
IDENTIFICATIONOFMULTIVARIATEARMAMODELSLIGUIBIN(李贵斌)(DepartmentofProbobilityandStatistics,PekingUniversityBeijing100871,China)... 相似文献
4.
A functional law of the iterated logarithm is obtained for processes given by certain stochastic integrals. This extends earlier results by Shi(12) and Rémillard(10) who established analogues of the classical limit results of Chung(4) for a variety of processes, including Lévys stochastic area process. The functional aspects of our results are motivated by a paper of Wichura(13) on Brownian motion. Proofs depend on small ball probability estimates, and yield the small ball probabilities of the weighted sup-norm for the processes given by these stochastic integrals. 相似文献
5.
张维海 《浙江大学学报(理学版)》1997,24(1):20-24
设(X.}是独立随机变量列,EX. = O,supEX} < },n > 1以风}是正的单调趋向无穷大序列,买_1._, R:相似文献
6.
M. Ellman A. Rodríguez M. Echeverria C.S. Peng Z. Wang I. Ayerdi 《Applied Surface Science》2009,255(10):5537-5541
High throughput and low cost fabrication techniques in the sub-micrometer scale are attractive for the industry. Laser interference lithography (LIL) is a promising technique that can produce one, two and three-dimensional periodical patterns over large areas. In this work, two- and four-beam laser interference lithography systems are implemented to produce respectively one- and two-dimensional periodical patterns. A high-power single pulse of ∼8 ns is used as exposure process. The optimum exposure dose for a good feature patterning in a 600 nm layer of AZ-1505 photoresist deposited on silicon wafers is studied. The best aspect ratio is found for a laser fluence of 20 mJ/cm2. A method to control the width of the sub-micrometer structures based on controlling the resist thickness and the laser fluence is proposed. 相似文献
7.
A sharp small ball estimate under Sobolev type norms is obtained for certain Gaussian processes in general and for fractional Brownian motions in particular. New method using the techniques in large deviation theory is developed for small ball estimates. As an application the Chung's LIL for fractional Brownian motions is given in this setting. 相似文献
8.
Small ball estimates are obtained for Brownian motion and the Brownian sheet when balls are given by certain Hölder norms. As an application of these results we include a functional form of Chung's LIL in this setting.Both authors were supported in part by NSF Grant Number DMS-9024961. 相似文献
9.
本文讨论同分布的φ-混合随机向量序列其共同分布属于某个没有Gauss分量的广义的半稳定律的吸引场部分和的积分检验的极限结果,由此可推出相应的Chover型重对数律. 相似文献
10.
Let {Xn,n ≥ 1} be a sequence of α-stable random variables(0 < α < 2), {ani,1 ≤ i≤ n, n≥1} be an array of constant real numbers. Under some restriction of {ani,1 ≤ i ≤ n,n≥1}, the authors discuss the integral test for the weighted partial sums {Σi=1naniXi,n ≥ 1}, and obtain the Chover's laws of iterated logarithm(LIL) as corollaries. 相似文献