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Results tagged with pr.probability
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user 115734
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Exponential upper bounds for sums of martingale differences
Let $(X_{i})_{i\geq 1}$ be a sequence of centered real-valued martingale-differences with respect to some filtration $(\mathcal{F}_{i})_{i \geq 1}$. Define $S_{n} = \sum_{i=1}^{n}X_{i}$ and $\Sigma^{2 …
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Constructing weakly-dependent process with certain decay rate of dependency coefficients
Let $(X_{t})_{t \in \mathbb{N}}$ be a real-valued stationary stochastic process over probability $(\Omega,\mathcal{F},\mathbb{P})$, such that for $p\geq 2$, $X_{t} \in L_{p}(\mathbb{P})$ and it holds: …
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Question on example 3.0.1 in Yurinsky's book "Sums and Gaussian vectors"
Good day to All.
Let $S_{1,n} = \sum_{i=1}^{n}\xi_{i}$, where $(\xi_{i})_{i \in \mathbb{N}}$ be independent RV with values in some Banach space.
On pages 79-80 in this book author provides an examp …
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