The limiting distributions of cumulative sums of independent two-valued random variables

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Limiting Distributions for Sums of Independent Random Products

Let {Xi,j : (i, j) ∈ N } be a two-dimensional array of independent copies of a random variable X, and let {Nn}n∈N be a sequence of natural numbers such that limn→∞ e Nn = 1 for some c > 0. Our main object of interest is the sum of independent random products

متن کامل

THE EXACT APPROXIMATION ORDER OF THE RANDOM MAXIl\fiJM OF CUMULATIVE SUMS OF INDEPENDENT VARIABLES

We investigate the asymptotic behavior of the uniform distance between the distributions of the random maximum of cumulative sums and suPte[o. l]WU where Wt is the Wiener process. It is assumed here that the variates are independent and identically distributed. We show that, under some weak conditions on the random index of the maximum, the approximation order of the uniform distance is as shar...

متن کامل

Estimating Sums of Independent Random Variables

The paper deals with a problem proposed by Uriel Feige in 2005: if X1, . . . , Xn is a set of independent nonnegative random variables with expectations equal to 1, is it true that P ( ∑n i=1 Xi < n + 1) > 1 e ? He proved that P ( ∑n i=1Xi < n + 1) > 1 13 . In this paper we prove that infimum of the P ( ∑n i=1Xi < n + 1) can be achieved when all random variables have only two possible values, a...

متن کامل

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.

متن کامل

Moderate Deviation Principles for Trajectories of Sums of Independent Banach Space Valued Random Variables

Let {Xn} be a sequence of i.i.d. random vectors with values in a separable Banach space. Moderate deviation principles for trajectories of sums of {Xn} are proved, which generalize related results of Borovkov and Mogulskii (1980) and Deshayes and Picard (1979). As an application, functional laws of the iterated logarithm are given. The paper also contains concluding remarks, with examples, on e...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Studia Mathematica

سال: 1959

ISSN: 0039-3223,1730-6337

DOI: 10.4064/sm-18-3-295-309