[图书][B] Real analysis and probability
RM Dudley - 2018 - taylorfrancis.com
Written by one of the best-known probabilists in the world this text offers a clear and modern
presentation of modern probability theory and an exposition of the interplay between the …
presentation of modern probability theory and an exposition of the interplay between the …
of Independent Random Variables
VV Petrov - Yu. V. Prokhorov. V. StatuleviCius (Eds.), 1972 - Springer
This article presents a number of classical limit theorems for sums of independent random
variables and more recent results which are closely related to the classical theorems. It …
variables and more recent results which are closely related to the classical theorems. It …
[图书][B] Generalized Renewal Processes
VV Buldygin, KH Indlekofer, OI Klesov, JG Steinebach… - 2018 - Springer
This chapter is organized as follows. In Sect. 8.2, generalized renewal processes
constructed from random sequences are studied and a number of results are proved on the …
constructed from random sequences are studied and a number of results are proved on the …
General one-sided laws of the iterated logarithm
WE Pruitt - The Annals of Probability, 1981 - JSTOR
Let {X_i\} be a sequence of independent, identically distributed nondegenerate random
variables and S_n=∑^n_i=1X_i. We consider the question for various centering sequences …
variables and S_n=∑^n_i=1X_i. We consider the question for various centering sequences …
[图书][B] Limit theorems for multi-indexed sums of random variables
O Klesov - 2014 - Springer
It would not be an exaggeration to say that the history of probability theory is the story of limit
theorems, notably the law of large numbers, the law of small numbers and the central limit …
theorems, notably the law of large numbers, the law of small numbers and the central limit …
On the laws of the iterated logarithm under the sub-linear expectations without the assumption on the continuity of capacities
LX Zhang - arXiv preprint arXiv:2109.13083, 2021 - arxiv.org
In this paper, we establish some general forms of the law of the iterated logarithm for
independent random variables in a sub-linear expectation space, where the random …
independent random variables in a sub-linear expectation space, where the random …
[图书][B] Limit theorems of probability theory
IUV Prokhorov, V Statulevicius - 2000 - books.google.com
This book consists of five parts written by different authors devoted to various problems
dealing with probability limit theorems. The first part," Classical-Type Limit Theorems for …
dealing with probability limit theorems. The first part," Classical-Type Limit Theorems for …
Equivalences in strong limit theorems for renewal counting processes
A Gut, O Klesov, J Steinebach - Statistics & probability letters, 1997 - Elsevier
A number of strong limit theorems for renewal counting processes, eg the strong law of large
numbers, the Marcinkiewicz-Zygmund law of large numbers or the law of the iterated …
numbers, the Marcinkiewicz-Zygmund law of large numbers or the law of the iterated …
Classical-type limit theorems for sums of independent random variables
VV Petrov - Limit theorems of probability theory, 2000 - Springer
This article presents a number of classical limit theorems for sums of independent random
variables and more recent results which are closely related to the classical theorems. It …
variables and more recent results which are closely related to the classical theorems. It …
Pseudo-regularly varying functions and generalized renewal processes
VV Buldygin, KH Indlekofer, OI Klesov… - Probability Theory and …, 2018 - Springer
Renewal theory is a branch of probability theory rich in fascinating mathematical problems
and also in various important applications. On the other hand, regular variation of functions …
and also in various important applications. On the other hand, regular variation of functions …