Search Results - subject:"i.i.d. random variables"

On the asymptotic behavior of the expectation of the maximum of i.i.d. random variables

Correa, José R.; Romero, Matías - In: Operations research letters 49 (2021) 5, pp. 785-786

Persistent link: https://www.econbiz.de/10013207447

Complete moment convergence for i.i.d. random variables

Qiu, Dehua; Chen, Pingyan - In: Statistics & Probability Letters 91 (2014) C, pp. 76-82

In the paper, the complete moment convergence is obtained for i.i.d. random variables such that all moments exist, but …

Persistent link: https://www.econbiz.de/10011040057

A Baum–Katz theorem for i.i.d. random variables with higher order moments

Chen, Pingyan; Sung, Soo Hak - In: Statistics & Probability Letters 94 (2014) C, pp. 63-68

For a sequence of i.i.d. random variables {X,Xn,n≥1} with EX=0 and Eexp{(log|X|)α}<∞ for some α>1, Gut and Stadtmüller …

Persistent link: https://www.econbiz.de/10011040110

On convergence of randomly indexed sequences; a counterexample based on the St. Petersburg game

Gut, Allan - In: Statistics & Probability Letters 87 (2014) C, pp. 105-107

If Y1,Y2,… is a sequence of random variables such that Yn⟶a.s.Y as n→∞, and {τ(t),t≥0} is a family of “indices” such that τ(t)⟶a.s.∞ as t→∞, then it is pretty obvious that Yτ(t)⟶a.s.Y as t→∞. However, if one relaxes one of ⟶a.s. to ⟶p and lets the other one...

Persistent link: https://www.econbiz.de/10011040140

On the central limit theorem along subsequences of sums of i.i.d. random variables

Li, Deli; Klesov, Oleg; Stoica, George - In: Statistical Papers 55 (2014) 4, pp. 1035-1045

a sequence of i.i.d. random variables, and let <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$S_{n}=\sum _{i … along subsequences of sums of i.i.d. random variables when <InlineEquation ID="IEq9"> <EquationSource Format … symmetric i.i.d. random variables such that <InlineEquation ID="IEq18"> <EquationSource Format="TEX">$$\mathbb E h …

Persistent link: https://www.econbiz.de/10010998625

Records in subsets of a random field

Gut, Allan; Stadtmüller, Ulrich - In: Statistics & Probability Letters 83 (2013) 3, pp. 689-699

Consider an i.i.d. random field {Xk:k∈Z+d}, together with a sequence of unboundedly increasing nested sets Sj=⋃k=1jHk,j≥1, where the sets Hj are disjoint. The canonical example consists of the hyperbolas Hj={k∈Z+d:|k|=j}. We are interested in the number of “hyperbolas” Hj that...

Persistent link: https://www.econbiz.de/10011039775

Precise rates in the generalized law of the iterated logarithm

Xiao, Xiao-Yong; Zhang, Li-Xin; Yin, Hong-Wei - In: Statistics & Probability Letters 83 (2013) 2, pp. 616-623

Let {X,Xn,n≥1} be a sequence of i.i.d. random variables with EX=0 and 0<EX2=σ2<∞, and set Sn=∑i=1nXi, n≥1. For every d …

Persistent link: https://www.econbiz.de/10011040099

Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables

Xiao, Xiaoyong; Yin, Hongwei - In: Statistics & Probability Letters 82 (2012) 8, pp. 1590-1596

Let {X,Xn,n≥1} be a sequence of i.i.d. random variables and set Sn=∑i=1nXi. N is the standard normal random variable …

Persistent link: https://www.econbiz.de/10011040046

Li, Deli; Spătaru, Aurel - In: Statistics & Probability Letters 82 (2012) 8, pp. 1538-1548

Let {X,Xn,n≥1} be a sequence of i.i.d. random variables, and set Sn=X1+⋯+Xn. For 1<p≤3/2, if EX=0, EX2=1 and E[|X|2p …

Persistent link: https://www.econbiz.de/10011040144

Mixed systems with minimal and maximal lifetime variances

Beśka, Marek; Jasiński, Krzysztof; Rychlik, Tomasz; … - In: Metrika 75 (2012) 7, pp. 877-894

We consider the mixed systems composed of a fixed number of components whose lifetimes are i.i.d. with a known distribution which has a positive and finite variance. We show that a certain of the k-out-of-n systems has the minimal lifetime variance, and the maximal one is attained by a mixture...

Persistent link: https://www.econbiz.de/10010995133