Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Illia Donhauzer"'
Publikováno v:
Methodology and Computing in Applied Probability. 24:1341-1366
The article studies the running maxima $Y_{m,j}=\max_{1 \le k \le m, 1 \le n \le j} X_{k,n} - a_{m,j}$ where {Xk,n,k ≥ 1,n ≥ 1} is a double array of φ-subgaussian random variables and {am,j,m ≥ 1,j ≥ 1} is a double array of constants. Asympt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::09a84f9c32ef9c0678eec9a5cc9abd80
https://doi.org/10.1007/s11009-021-09866-6
https://doi.org/10.1007/s11009-021-09866-6
Autor:
Illia Donhauzer, Andriy Olenko
Publikováno v:
Stochastics. 93:1107-1121
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The case of increasing multidimensional domain asymptotics is studied. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1f10ec75bad20e7f8d5461ba6a07570
https://doi.org/10.1080/17442508.2020.1844709
https://doi.org/10.1080/17442508.2020.1844709
Strong Law of Large Numbers for Functionals of Random Fields With Unboundedly Increasing Covariances
The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the Strong Law
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76d784a55961158a146d32b8b3b59aeb
