摘要:

For weighted sums, general strong laws of large numbers of the formalmost certainly are established where the random variablesare stochastically dominated by a random variableare suitable conditional expectations or are all 0. The hypotheses involve both the behavior of the tail of the distribution of ∣Y∣ and the growth behavior of the constants bn/an. In general, no assumptions are made regarding the joint distributions of. As special cases, both old and new results are obtained

ISSN:0736-2994    

DOI:10.1080/07362998708809104

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

In this note we shall prove the existence of optional and predictable projections of stochastic processes X taking values in a Banach space E. Furthermore, if the range of X is contained in a compact set and if X is cadlag (respectively caglad), then the optional (respectively predictable) projection possesses the same property. Finally, we shall prove that every E-valued martingale has a cadlag modification

ISSN:0736-2994    

DOI:10.1080/07362998708809105

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

In this paper, we discuss the relationship between the vector Ornstein–Uhlenbeck operatorLand Itô- and McShane–Calculus, and use the variational calculus to prove an important property of the operatorL. The componentsLi, 1≤i≥, ofLdefined on q-dim standard Wiener space are discussed to replace the sum operator σLiin earlier work

ISSN:0736-2994    

DOI:10.1080/07362998708809106

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

The aim of this article is to apply some results of L. Schwartz's theory of radonifying maps to prove existence theorems for infinite dimensional valued random variables. As a consequence, we deduce some known results in this direction due to K. Itô, K. Itô and M Nawata, V. Perez-Abreu C., T. Bojdecki and L.G. Gorostiza

ISSN:0736-2994    

DOI:10.1080/07362998708809107

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

In this work, sequences of random variables are considered satisfying certain mixing conditions. After the relevant definitions are presented, some alternative characterizations are discussed. Also, illustrative examples are given for each case considered. Finally , various moment in equalities are extensively discussed in a systematic manner. These equalities are interesting on their own right and also useful in statistical applications. Certain such applications will be presented in a separate report to avoid overloading the present one

ISSN:0736-2994    

DOI:10.1080/07362998708809108

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998708809103

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor