Abstract not found

sum processes

On weighted approximations in D[0, 1] with applications to self-normalized partial sum processes. (English summary) Acta Math. Hungar. 121 (2008), no. 4, 307–332. Summary: “Let X, X1, X2,... be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted

In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kth powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian

investigations in which self-ratings have been compared with judgments made by observers. In sum, the perception of self that most individuals hold is not as well-balanced as traditional models of mental health suggest. Rather than being attentive to both the favorable and unfavorable aspects of self, normal

We consider an Ornstein-Uhleneck process associated to self-normalized sums in i.i.d. symmetric random variables from the domain of attraction of N(0, 1) distribution. The proofs use recursive equations similar to those that arise in the area of stochastic approximation.

. Let fX n ; n 1g be i.i.d. R d -valued random variables. We prove Partial Large Deviation Principles (PLDP) for self-normalized partial sums with minimal or no moment assumptions, for both moderate and large deviation scales. Applications to the self-normalized law of the iterated logarithm

. Let fXn ; n 1g be i.i.d. R d -valued random variables. We prove Partial Moderate Deviation Principles for self-normalized partial sums subject to minimal moment assumptions. Applications to the self-normalized law of the iterated logarithm are also discussed. 1 Introduction Let Z be a

XML employs a tree-structured data model, and, naturally, XML queries specify patterns of selection predicates on multiple elements related by a tree structure. Finding all occurrences of such a twig pattern in an XML database is a core operation for XML query processing. Prior work has typically

Abstract. We investigate the invariance principle for set-indexed partial sums of a stationary field (Xk) k∈Zd of martingale-difference or independent random variables under standard-normalization or self-normalization respectively. 1.