Relevant bibliographies by topics / Laws of the iterated logarithm of Chung type

Academic literature on the topic 'Laws of the iterated logarithm of Chung type'

Author: Grafiati
Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "Laws of the iterated logarithm of Chung type"

1

Deheuvels, P. "Chung-type functional laws of the iterated logarithm for tail empirical processes." Annales de l'Institut Henri Poincare (B) Probability and Statistics 36, no. 5 (September 2000): 583–616. http://dx.doi.org/10.1016/s0246-0203(00)00143-6.

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Tudor, Ciprian A., and Yimin Xiao. "Sample paths of the solution to the fractional-colored stochastic heat equation." Stochastics and Dynamics 17, no. 01 (December 15, 2016): 1750004. http://dx.doi.org/10.1142/s0219493717500046.

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Let [Formula: see text] be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process [Formula: see text] with respect to the time and to the space variable, respectively. In particular, we derive exact uniform moduli of continuity and Chung-type laws of iterated logarithm.
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3

Cai, Guang-hui. "Chover-type laws of the iterated logarithm for weighted sums of ρ∗-mixing sequences." Journal of Applied Mathematics and Stochastic Analysis 2006 (April 5, 2006): 1–7. http://dx.doi.org/10.1155/jamsa/2006/65023.

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To derive a Baum-Katz-type result, we establish a Chover-type law of the iterated logarithm for the weighted sums of ρ∗-mixing and identically distributed random variables with a distribution in the domain of a stable law. Our result obtained not only generalizes the main results of Peng and Qi (2003) and Qi and Cheng (1996) to ρ∗-mixing sequences of random variables, but also improves them.
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Einmahl, Uwe, and David M. Mason. "A Universal Chung-Type Law of the Iterated Logarithm." Annals of Probability 22, no. 4 (October 1994): 1803–25. http://dx.doi.org/10.1214/aop/1176988484.

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Zheng Yan, Lin, and Lin Zheng Yan. "A self-normalized Chung type law of the iterated logarithm." Teoriya Veroyatnostei i ee Primeneniya 41, no. 4 (1996): 934–42. http://dx.doi.org/10.4213/tvp3285.

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6

Guo, Xiaofan, Shan Li, and Xinpeng Li. "On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations." Probability, Uncertainty and Quantitative Risk 7, no. 1 (2022): 1. http://dx.doi.org/10.3934/puqr.2022001.

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<p style='text-indent:20px;'>A new Hartman–Wintner-type law of the iterated logarithm for independent random variables with mean-uncertainty under sublinear expectations is established by the martingale analogue of the Kolmogorov law of the iterated logarithm in classical probability theory.</p>
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7

Choi, Yong-Kab, Zhenyan Lin, and Wensheng Wang. "CHUNG-TYPE LAW OF THE ITERATED LOGARITHM OF l∞-VALUED GAUSSIAN PROCESSES." Journal of the Korean Mathematical Society 46, no. 2 (March 31, 2009): 347–61. http://dx.doi.org/10.4134/jkms.2009.46.2.347.

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Kesten, Harry. "A universal form of the Chung-type law of the iterated logarithm." Annals of Probability 25, no. 4 (October 1997): 1588–620. http://dx.doi.org/10.1214/aop/1023481104.

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9

Wang, Wen-sheng. "Chung-type law of the iterated logarithm for continuous time random walk." Acta Mathematicae Applicatae Sinica, English Series 33, no. 4 (October 2017): 959–66. http://dx.doi.org/10.1007/s10255-017-0711-0.

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Wang, Wen Sheng, and Li Xin Zhang. "Chung–type Law of the Iterated Logarithm on lp–valued Gaussian Processes." Acta Mathematica Sinica, English Series 22, no. 2 (September 5, 2005): 551–60. http://dx.doi.org/10.1007/s10114-005-0580-y.

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Dissertations / Theses on the topic "Laws of the iterated logarithm of Chung type"

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Phelan, Thomas Michael. "Small-time Chung Laws for L evy processes." Master's thesis, 2014. http://hdl.handle.net/1885/12271.

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In this thesis we review and add to the literature extending the so-called `other' law of the iterated logarithm of Chung (1948). By adapting the large-time techniques of Rushton (2007) to the small-time setting and employing and slightly extending a characterisation result of Maller and Mason (2008), we derive both one-dimensional and functional Chung laws for a large class of Levy processes lying in the domain of attraction of strictly stable laws at zero. In particular, our results extend the work of Buchmann and Maller (2011) to encompass processes with vanishing Gaussian component lying in the domain of attraction of a normal distribution at zero.
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Book chapters on the topic "Laws of the iterated logarithm of Chung type"

1

Gruet, J. C., and Z. Shi. "On the Spitzer and Chung laws of the iterated logarithm for Brownian motion." In Lecture Notes in Mathematics, 237–47. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/bfb0094216.

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