scientific article; zbMATH DE number 741240
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zbMath0826.60001MaRDI QIDQ4327561
Publication date: 5 April 1995
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sums of independent random variableslaws of large numberscentral limit theorylaws of the iterated logarithmgeneralized laws of the iterated logarithmHájek-Rényi inequalitiesrow-independent arrays
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Energy transport equation, Optimal stopping and strong approximation theorems†, Strong laws for weighted sums of i.i.d. random variables, Superlinear Integrality Gaps for the Minimum Majority Problem, Hypothesis testing for the population mean and variance based on r-size biased samples, Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices, Modified unit root tests with nuisance parameter free asymptotic distributions, Stochastic compactness of distributions of sums of independent random variables with finite variances, On the rate of convergence in the global central limit theorem for random sums of independent random variables, The Berry-Esséen bound of sample quantiles for NA sequence, Moment conditions in strong laws of large numbers for multiple sums and random measures, Tail probabilities of St. Petersburg sums, trimmed sums, and their limit, On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence, Consistency of the total least squares estimator in the linear errors-in-variables regression, Unnamed Item, Dimensions of popcorn-like pyramid sets, On mixing conditions in proving the asymptotical normality for harmonic crystals, Mendelian Randomization Test of Causal Effect Using High-Dimensional Summary Data, Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions, Assouad-like dimensions of a class of random Moran measures. II: Non-homogeneous Moran sets, On asymptotically optimal approach for finding of the minimum total weight of edge-disjoint spanning trees with a given diameter, On the linearly extended negative quadrant dependent random variables and its inequalities, Scaling limits of slim and fat trees, Statistical analyses of a class of random pentagonal chain networks with respect to several topological properties, Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments, Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric, Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding, Marchenko-Pastur law for a random tensor model, Tests for symmetry based on the integrated empirical process, Wavelet Estimation for Regression Convolution Model with Heteroscedastic Errors, Lyapunov exponents in a slow environment, How smooth can the convex hull of a Lévy path be?, Convergence in law for the capacity of the range of a critical branching random walk, Series acceleration via negative binomial probabilities, The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations, Invariant measures for contact processes with state-dependent birth and death rates, Optimal covariance matrix estimation for high-dimensional noise in high-frequency data, Non-uniform Berry-Esseen-type inequalities for a supercritical branching process with immigration in a random environment, Maximal inequalities and some applications, Asymptotic shape of the concave majorant of a Lévy process, Linear functional estimation under multiplicative measurement error, Some improved results on Berry–Esséen bounds for strong mixing random variables and applications, On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations, Multi-normex distributions for the sum of random vectors. Rates of convergence, On Mukhin's necessary and sufficient condition for the validity of the local limit theorem, Central limit theorems for high dimensional dependent data, Improving exploration strategies in large dimensions and rate of convergence of global random search algorithms, Almost sure behavior of the critical points of random polynomials, Classical and almost sure local limit theorems, Detecting identification failure in moment condition models, Asymptotic analysis in multivariate worst case approximation with Gaussian kernels, Long and short paths in uniform random recursive dags, A note on the distance in random recursive trees, A Sharp Uniform Bound for the Distribution of Sums of Bernoulli Trials, The precise tail behavior of the total progeny of a killed branching random walk, Adaptive circular deconvolution by model selection under unknown error distribution, Adaptive estimation in circular functional linear models, Approximations for a multivariate hybrid process with applications to change-point detection, A generalized skewness statistic for stationary ergodic martingale differences, Weighted empirical processes in the nonparametric inference for Lévy processes, Estimation and detection of functions from weighted tensor product spaces, Stein shrinkage and second-order efficiency for semiparametric estimation of the shift, Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence, Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data, Characterization properties based on the Fisher information for weighted distributions, Unnamed Item, Complex random energy model: zeros and fluctuations, Unbiased shifts of Brownian motion, Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula, Change‐point detection in panel data, Asymptotics of trees with a prescribed degree sequence and applications, One- and two-term Edgeworth expansions for a finite population sample mean. Exact results. I, Noise sensitivity of Boolean functions and applications to percolation, Multifold sumsets and fast decreasing of concentration functions, An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables, Strong laws of large numbers for weighted sums of $$\tilde \rho $$ -mixing random variables, On large deviations of branching processes in a random environment: geometric distribution of descendants, ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION, Thresholding algorithms, maxisets and well-concentrated bases, Norms of powers of absolutely convergent Fourier series, A generalization of the Borel-Cantelli lemma, Moderate deviations for two sample t-statistics, The strong approximation for the Kesten-Spitzer random walk, A nonstandard \(\chi^2\)-test with application to generalized linear model diagnostics, Mixed-effects models with random cluster sizes, Resampling non-homogeneous spatial data with smoothly varying mean values, How many moments can be estimated from a large sample?, A note on the Borel-Cantelli lemma, Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix, Principal eigenvalue for the random walk among random traps on \({\mathbb{Z}}^{d}\), Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series, A Central Limit Theorem for Non-Overlapping Return Times, An optimal Berry-Esseen type theorem for integrals of smooth functions, Critical points of random polynomials with independent identically distributed roots, LIMITING BEHAVIOUR FOR ARRAYS OF UPPER EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES, Structural breaks in panel data: Large number of panels and short length time series, Testing for strict stationarity in a random coefficient autoregressive model, On Complete Convergence for the Hybrid Process, On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums, On the convergence of series of moments for row sums of random variables, On almost sure convergence for sums of stochastic sequence, Dimensions of the popcorn graph, Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games, Weak Convergence of Self-normalized Partial Sums Processes, Some Results and Problems for Anisotropic Random Walks on the Plane, Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations, On Stein's method for multivariate self-decomposable laws with finite first moment, On the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm, The limiting behavior for observations that change with time, Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation, A shorter proof of Kanter's Bessel function concentration bound, A Monte Carlo estimation of the entropy for Markov chains, Rescaled range analysis in the presence of stochastic trend, Nonparametric Wavelet Regression Based on Biased Data, On Complete Convergence for an Extended Negatively Dependent Sequence, The sub-Gaussian norm of a binary random variable, The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model, From risk sharing to pure premium for a large number of heterogeneous losses, Berry-Esseen smoothing inequality for the Wasserstein metric on compact Lie groups, A limit theorem for the survival probability of a simple random walk among power-law renewal obstacles, Heyde's theorem under the sub-linear expectations, Efficient random graph matching via degree profiles, Asymptotic Normality of Local Averaging Estimates for Weakly Dependent Random Fields, The law of iterated logarithm for a class of random variables satisfying Rosenthal type inequality, On the laws of the iterated logarithm under sub-linear expectations, REGULATORY CAPITAL MODELING FOR CREDIT RISK, On a Conjecture of Godsil Concerning Controllable Random Graphs, Limit theorems for discounted convergent perpetuities. II, Probability Inequalities for Set-Valued Negatively Orthant Dependent Random Variables, A Berry-Esseen bound with (almost) sharp dependence conditions, On the sum of the non-negative Lyapunov exponents for some cocycles related to the Anderson model, The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges, ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS, A Fourier analysis of extreme events, Esseen type bounds of the remainder in a combinatorial CLT, On the use of the Borel-Cantelli lemma in Markov chains, Invariance principles for random bipartite planar maps, On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables. II, Strong laws of large numbers for random walks in random sceneries, CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR, Asymptotic properties of particle filter-based maximum likelihood estimators for state space models, The lineage process in Galton-Watson trees and globally centered discrete snakes, Asymptotic distributions of standardized \(\Psi\)-sums for a class of distributions, Strong laws of large numbers for arrays of rowwise \(\rho ^{\ast }\)-mixing random variables, Varying weights for orthogonal polynomials with monotonically varying recurrence coefficients, The theta-dependence coefficient and an almost sure limit theorem for random iterative models, Large void zones and occupation times for coalescing random walks, A note on recurrent random walks, Some strong limit theorems for the largest entries of sample correlation matrices, Branching structure of uniform recursive trees, Functional large deviations for multivariate regularly varying random walks, Adaptive goodness-of-fit tests in a density model, Precise asymptotics in complete moment convergence of moving-average processes, Generalized fractional Lévy processes with fractional Brownian motion limit, Penultimate gamma approximation in the CLT for skewed distributions, Every random variable satisfies a certain nontrivial integrability condition, Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables, On Wavelet Estimation of the Derivatives of a Density Based on Biased Data, Wavelet block thresholding for density estimation in the presence of bias, Precise asymptotics in the law of the logarithm for the rescaled range statistic, A Measure-Valued Differentiation Approach to Sensitivities of Quantiles, On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models, Semiparametric GEE analysis in partially linear single-index models for longitudinal data, The logarithmic law of random determinant, On the law of the logarithm for weighted sums of extended negatively dependent random variables, UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS, Parametric inference in a perturbed gamma degradation process, Convergence of estimators in the polynomial measurement error model, Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series, On the asymptotic patterns of supercritical branching processes in varying environments, On Hipp's compound Poisson approximations via concentration functions, On the growth of sums of independent random variables, The growth of sums of indicators of events, Asymptotic behavior of increments of random fields, Some results on two-sided LIL behavior, Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations, A consistent procedure for determining the number of clusters in regression clustering, Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions., Complete Convergence for Weighted Sums and Arrays of Rowwise Extended Negatively Dependent Random Variables, Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences, Nonparametric homogeneity tests, An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums, Nonparametric estimation of random-effects densities in linear mixed-effects model
