Library

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Electronic Resource
    Electronic Resource
    Extreme values and the law of the iterated logarithm (1987)
    Springer
    Probability theory and related fields 74 (1987), S. 319-340 
    Details
    ISSN: 1432-2064
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary IfX takes values in a Banach spaceB and is in the domain of attraction of a Gaussian law onB, thenX satisfies the compact law of the iterated logarithm (LIL) with respect to a regular normalizing sequence {γ n } iffX satisfies a certain integrability condition. The integrability condition is equivalent to the fact that the maximal term of the sample {‖X 1‖, ‖X 2‖,..., ‖X n‖} does not dominate the partial sums {S n}, and here we examine the precise influence of these maximal terms and its relation to the compactLIL. In particular, it is shown that if one deletes enough of the maximal terms there is always a compactLIL with non-trivial limit set.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00699094
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 2
    Electronic Resource
    Electronic Resource
    Extreme values and a Gaussian central limit theorem (1987)
    Springer
    Probability theory and related fields 74 (1987), S. 341-355 
    Details
    ISSN: 1432-2064
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We examine the central limit theorem with Gaussian limit law for a sequence of independent, identically distributed, vector valued random variables whose partial sums can be centered and normalized to be tight with non-degenerate limit laws. These results apply to the situation when the sequence is in the domain of attraction of a non-degenerate stable law of indexp∈(0,2], and are achieved by eliminating the extreme values from the partial sums.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00699095
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    Electronic Resource
    Electronic Resource
    Rates of convergence for increments of Brownian motion (1988)
    Springer
    Journal of theoretical probability 1 (1988), S. 27-63 
    Details
    ISSN: 1572-9230
    Keywords: Brownian motion ; Gaussian measures ; Strassen's law of the iterated logarithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The results of this paper concern rates of convergence for increments of Brownian motion. As a by-product we give some improvements of a result of Bolthausen dealing with Strassen's law of the iterated logarithm.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01076287
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...