Approximations to inverse moments of double-indexed weighted sums

Second Moments of Dirichlet L-functions Weighted by Kloosterman Sums

State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes

Abstract. Algorithms for system identification, estimation, and adaptive control in stochastic systems rely mostly on different types of signal averaging to achieve uncertainty reduction, convergence, stability, and performance enhancement. The core of such algorithms is various types of laws of large numbers that reduce the effect of noises when they are averaged. Many of the noise sequences e...

Strong Laws for Weighted Sums of Negative Dependent Random Variables

In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.

Approximation to the moments of cumulative sums

Abstract: We propose an approximation to the mean of the ratio of cumulative sums of a sequence of independently distributed nonnegative random variables. We investigate leading term and higher order approximations. The result is applied to vector ratio approximation, changepoint analysis, and kernel regression, and compared with results in the literature. The Canadian Journal of Statistics : 1...

Approximation to the moments of ratios of cumulative sums

We propose an approximation to the mean of the ratio of cumulative sums of a sequence of independently distributed nonnegative random variables. Both leading term and higher-order saddlepoint approximations are presented, and the results are applied to a vector ratio approximation, change-point analysis, and kernel regression. The Canadian Journal of Statistics 42: 325–336; 2014 © 2014 Statisti...