On the Law of Iterated Logarithm for the Maximum Scheme in Ideal Banach Spaces
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DOI: 10.1007/s11253-019-01650-7
Abstract: We obtain asymptotic estimates in the law of iterated logarithm for the extreme values of a sequence of independent random variables in Banach spaces. read more here.
Keywords: logarithm maximum; law iterated; banach spaces; iterated logarithm ... See more keywords
Asymptotic variability analysis for a two-stage tandem queue, part II: The law of the iterated logarithm
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DOI: 10.1016/j.jmaa.2016.10.054
Abstract: Abstract A strong form of the law of the iterated logarithm (LIL) is established for a two-stage tandem queue. The concerned LIL, with a stronger mathematical form, is a later generalization of Levy's LIL, and… read more here.
Keywords: two stage; law iterated; stage tandem; tandem queue ... See more keywords
The law of the iterated logarithm for a class of SPDEs
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DOI: 10.1080/07362994.2020.1785313
Abstract: Abstract After establishing the moderate deviation principle by the classical Azencott method, we prove the Strassen’s compact law of the iterated logarithm (LIL) for a class of stochastic partial differential equations (SPDEs). As an application,… read more here.
Keywords: class spdes; class; law iterated; logarithm class ... See more keywords
The law of iterated logarithm for the estimations of diffusion-type processes
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DOI: 10.1186/s13662-020-2506-5
Abstract: This paper mainly discusses the asymptotic behaviours on the lasso-type estimators for diffusion-type processes with a small noise. By constructing the objective function on the estimation, in view of convexity argument, it is proved that… read more here.
Keywords: type processes; law iterated; logarithm estimations; diffusion type ... See more keywords
Gaussian fluctuations and a law of the iterated logarithm for Nerman’s martingale in the supercritical general branching process
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DOI: 10.1214/21-ejp727
Abstract: In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t)_{t \geq 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a.… read more here.
Keywords: iterated logarithm; general branching; supercritical general; nerman martingale ... See more keywords