Zobrazeno 1 - 10
of 155
pro vyhledávání: '"Stadtmüller, Ulrich"'
Autor:
Gut, Allan, Stadtmüller, Ulrich
In the simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the Elephant random walk(ERW), which was introduced by Schuetz and Trimper in 2004, the next step always depends on the whole path so far. Various au
Externí odkaz:
http://arxiv.org/abs/2110.13497
Autor:
Gut, Allan, Stadtmüller, Ulrich
In the simple random walk the steps are independent, whereas in the Elephant Random Walk (ERW), which was introduced by Sch\"utz and Trimper in 2004, the next step always depends on the whole path so far. In an earlier paper we investigated Elephant
Externí odkaz:
http://arxiv.org/abs/2005.09517
Autor:
Gut, Allan, Stadtmüller, Ulrich
In the simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the Elephant Random walk (ERW), which was introduced by Sch\"utz and Trimper in 2004, the walker remembers the whole past, and the next step always d
Externí odkaz:
http://arxiv.org/abs/1906.04930
Autor:
Gut, Allan, Stadtmüller, Ulrich
Publikováno v:
J. Appl. Probab. 58 (2021) 805-829
In the classical simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the elephant random walk which was introduced by Sch\"utz and Trimper in 2004, the walker remembers the whole past, and the next step alway
Externí odkaz:
http://arxiv.org/abs/1812.01915
Autor:
Harder, Michael, Stadtmüller, Ulrich
Publikováno v:
Journal of Multivariate Analysis 124C (2014), pp. 31-41
We give the maximal distance between a copula and itself when the argument is permuted for arbitrary dimension, generalizing a result for dimension two by Nelsen (2007), Klement and Mesiar (2006). Furthermore, we establish a subset of $[0,1]^d$ in wh
Externí odkaz:
http://arxiv.org/abs/1311.5832
Autor:
Liflyand, Elijah, Stadtmueller, Ulrich
A known Hardy-Littlewood theorem asserts that if both the function and its conjugate are of bounded variation, then their Fourier series are absolutely convergent. It is proved in the paper that the same result holds true for functions on the whole a
Externí odkaz:
http://arxiv.org/abs/1303.1764
Publikováno v:
Bernoulli 2010, Vol. 16, No. 1, 1-22
In two earlier papers, two of the present authors (A.G. and U.S.) extended Lai's [Ann. Probab. 2 (1974) 432--440] law of the single logarithm for delayed sums to a multiindex setting in which the edges of the $\mathbf{n}$th window grow like $|\mathbf
Externí odkaz:
http://arxiv.org/abs/1002.4121
Autor:
Gut, Allan, Stadtmueller, Ulrich
In some earlier work we have considered extensions of Lai's (1974) law of the single logarithm for delayed sums to a multiindex setting with the same as well as different expansion rates in the various dimensions. A further generalization concerns wi
Externí odkaz:
http://arxiv.org/abs/0912.0871
Autor:
Gut, Allan, Stadtmueller, Ulrich
Various methods of summation for divergent series of real numbers have been generalized to analogous results for sums of iid random variables. The natural extension of results corresponding to Ces\`aro summation amounts to proving almost sure converg
Externí odkaz:
http://arxiv.org/abs/0904.0538
Autor:
Gut, Allan, Stadtmüller, Ulrich
Publikováno v:
Bernoulli 2008, Vol. 14, No. 1, 249-276
We extend a law of the single logarithm for delayed sums by Lai to delayed sums of random fields. A law for subsequences, which also includes the one-dimensional case, is obtained in passing.
Comment: Published in at http://dx.doi.org/10.3150/07
Comment: Published in at http://dx.doi.org/10.3150/07
Externí odkaz:
http://arxiv.org/abs/0803.2181