In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):104...In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):1045-1049]and Monrad and Rootzén[Probab.Theory Related Fields,1995,101(2):173-192].展开更多
In this paper,by utilizing the Marcinkiewicz-Zygmund inequality and Rosenthal-type inequality of negatively superadditive dependent(NSD)random arrays and truncated method,we investigate the complete f-moment convergen...In this paper,by utilizing the Marcinkiewicz-Zygmund inequality and Rosenthal-type inequality of negatively superadditive dependent(NSD)random arrays and truncated method,we investigate the complete f-moment convergence of NSD random variables.We establish and improve a general result on the complete f-moment convergence for Sung’s type randomly weighted sums of NSD random variables under some general assumptions.As an application,we show the complete consistency for the randomly weighted estimator in a nonparametric regression model based on NSD errors.展开更多
In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x...In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x),(t,x)∈[0,T]×R,where D_(δ)^(α)is a nonlocal fractional differential operator and W is the Gaussian noise which is white in time and behaves as a fractional Brownian motion with Hurst index H satisfying 3-α/4<H<1/2,in the space variable.The weak convergence approach plays an important role.展开更多
The complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space is studied.By moment inequality and truncation methods,we establish the...The complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space is studied.By moment inequality and truncation methods,we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space.The results complement the corresponding results in probability space to those for sequences of independent,identically distributed random variables under sublinear expectation space.展开更多
In this paper,large deviations principle(LDP)and moderate deviations principle(MDP)of record numbers in random walks are studied under certain conditions.The results show that the rate functions of LDP and MDP are dif...In this paper,large deviations principle(LDP)and moderate deviations principle(MDP)of record numbers in random walks are studied under certain conditions.The results show that the rate functions of LDP and MDP are different from those of weak record numbers,which are interesting complements of the conclusions by Li and Yao[1].展开更多
基金Supported by NSFC(Nos.11661025,12161024)Natural Science Foundation of Guangxi(Nos.2020GXNSFAA159118,2021GXNSFAA196045)+2 种基金Guangxi Science and Technology Project(No.Guike AD20297006)Training Program for 1000 Young and Middle-aged Cadre Teachers in Universities of GuangxiNational College Student's Innovation and Entrepreneurship Training Program(No.202110595049)。
文摘In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):1045-1049]and Monrad and Rootzén[Probab.Theory Related Fields,1995,101(2):173-192].
基金supported by the National Social Science Fundation(Grant No.21BTJ040)the Project of Outstanding Young People in University of Anhui Province(Grant Nos.2023AH020037,SLXY2024A001).
文摘In this paper,by utilizing the Marcinkiewicz-Zygmund inequality and Rosenthal-type inequality of negatively superadditive dependent(NSD)random arrays and truncated method,we investigate the complete f-moment convergence of NSD random variables.We establish and improve a general result on the complete f-moment convergence for Sung’s type randomly weighted sums of NSD random variables under some general assumptions.As an application,we show the complete consistency for the randomly weighted estimator in a nonparametric regression model based on NSD errors.
基金Partially supported by NSFC(No.11701304)the K.C.Wong Education Foundation。
文摘In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x),(t,x)∈[0,T]×R,where D_(δ)^(α)is a nonlocal fractional differential operator and W is the Gaussian noise which is white in time and behaves as a fractional Brownian motion with Hurst index H satisfying 3-α/4<H<1/2,in the space variable.The weak convergence approach plays an important role.
基金supported by Doctoral Scientific Research Starting Foundation of Jingdezhen Ceramic University(Grant No.102/01003002031)Re-accompanying Funding Project of Academic Achievements of Jingdezhen Ceramic University(Grant Nos.215/20506277,215/20506341)。
文摘The complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space is studied.By moment inequality and truncation methods,we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent,identically distributed random variables under sublinear expectation space.The results complement the corresponding results in probability space to those for sequences of independent,identically distributed random variables under sublinear expectation space.
基金supported by the National Natural Science Foundation of China(Grant No.11671145)the Science and Technology Commission of Shanghai Municipality(Grant No.18dz2271000).
文摘In this paper,large deviations principle(LDP)and moderate deviations principle(MDP)of record numbers in random walks are studied under certain conditions.The results show that the rate functions of LDP and MDP are different from those of weak record numbers,which are interesting complements of the conclusions by Li and Yao[1].
