Add to ORKGBy using Doob's martingale convergence theorem, this paper presents a class of strong limit theorems for arbitrary stochastic sequence. Chow's two strong limit theorems for martingale-difference sequence and Loève's and Petrov's strong limit theorems for independent random variables are the particular cases of the main results.</p
AbstractIn this paper, we obtain precise rates of convergence in the strong invariance principle for...
The aim of this paper is to give a functional form for the central limit theorem obtained by Bradley...
AbstractThis paper is concerned with large-O error estimates concerning convergence in distribution ...
In this paper, we study the almost sure convergence for -mixing sequences of random variables. As a ...
AbstractThe analysis of asymptotic behaviour of stochastic approximation procedures rests heavily on...
Abstract In this paper, we extend some known results about complete convergence and establish the co...
In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries...
summary:In this paper we establish a new local convergence theorem for partial sums of arbitrary sto...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
Abstract. In this paper we obtain almost sure convergence theorems for vector-valued uniform amarts ...
AbstractIn this paper, we obtain precise rates of convergence in the strong invariance principle for...
The aim of this paper is to give a functional form for the central limit theorem obtained by Bradley...
AbstractThis paper is concerned with large-O error estimates concerning convergence in distribution ...
In this paper, we study the almost sure convergence for -mixing sequences of random variables. As a ...
AbstractThe analysis of asymptotic behaviour of stochastic approximation procedures rests heavily on...
Abstract In this paper, we extend some known results about complete convergence and establish the co...
In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries...
summary:In this paper we establish a new local convergence theorem for partial sums of arbitrary sto...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
In this paper, we obtain precise rates of convergence in the strong invariance principle for station...
Abstract. In this paper we obtain almost sure convergence theorems for vector-valued uniform amarts ...
AbstractIn this paper, we obtain precise rates of convergence in the strong invariance principle for...
The aim of this paper is to give a functional form for the central limit theorem obtained by Bradley...
AbstractThis paper is concerned with large-O error estimates concerning convergence in distribution ...