On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm

Published:1976 Issue:1 Volume:34 Page:59-71
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Lai T. L.,Lan K. K.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00532689.pdf

Reference14 articles.

1. Baum, L., Katz, M.: Convergence rates in the law of large numbers. Trans. Amer. Math. Soc. 120, 108?123 (1965)

2. Chow, Y.S., Lai, T.L.: Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings. Trans. Amer. Math. Soc. 208, 51?72 (1975)

3. Erdös, P.: On a theorem of Hsu and Robbins. Ann. Math. Statist. 20, 286?291 (1949)

4. Esseen, C.G.: Fourier analysis of distributions of functions. A mathematical study of the Laplace-Gaussian law. Acta Math. 11, 1?125 (1945)

5. Esseen, C.G., von Bahr, B.: Inequalities for the rth absolute moment of a sum of random variables, 1

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Excursions of a normal random walk above a boundary;Statistics & Probability Letters;2000-06

2. Excursions of a Random Walk Related to the Strong Law of Large Numbers;Rocky Mountain Journal of Mathematics;1998-06-01

3. On Random Walks and Levels of the Form $n^\a$;Rocky Mountain Journal of Mathematics;1996-03-01

4. On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings;Stochastic Processes and their Applications;1992-12

5. Last exit times for random walks;Stochastic Processes and their Applications;1989-04

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3