𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Invariance principles for martingales and sums of independent random variables

✍ Scribed by Walter Philipp; William Stout


Publisher
Springer-Verlag
Year
1986
Tongue
French
Weight
458 KB
Volume
192
Category
Article
ISSN
0025-5874

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Comparing sums of independent bounded ra
✍ Erich Berger πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 363 KB

This paper deals with the comparison of tail probabilities for sums of independent bounded random variables and those fbr sums of Bernoulli random variables. As a consequence, we obtain a new sufficient criterion for the strong law of large numbers for a certain class of sequences of independent ran

On Stochastic Orders for Sums of Indepen
✍ Ramesh M. Korwar πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 131 KB

In this paper, it is shown that a convolution of uniform distributions (a) is more dispersed and (b) has a smaller hazard rate when the scale parameters of the uniform distributions are more dispersed in the sense of majorization. It is also shown that a convolution of gamma distributions with a com

A Comparison Inequality for Sums of Inde
✍ Stephen J. Montgomery-Smith; Alexander R. Pruss πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 83 KB

We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let X 1 X n be independent Banach-valued random variables. Let I