Cluster sets for partial sums and partial sum processes
نویسندگان
چکیده
منابع مشابه
Ldp of Partial Sums U - Processes 3
The large deviations principle (LDP) is known to hold for U-statistics of real valued kernel functions of Polish space valued i. i. d. random variables, where moreover appropriate exponential tail conditions are assumed to hold. We prove that similar conditions suuce for the large deviations principle to carry over to the partial sums U-processes corresponding to the statistics. x1 Introduction...
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The large deviation principle (LDP) is known to hold for partial sums U{processes of real-valued kernel functions of i.i.d. random variables X i. We prove an LDP when the X i are independent but not identically distributed or fullll some Markov dependence or mixing conditions. Moreover we give a general condition which suuces for the LDP to carry over from the partial sums empirical processes L...
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در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...
High Moment Partial Sum Processes of Residuals in Garch Models
In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kth powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian process plus a correction term, where the correction term depends on the kth moment μk of the inno...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2014
ISSN: 0091-1798
DOI: 10.1214/12-aop827