Supported by National Natural Science Foundation of China(Grant No.10771192);Natural Science Foundation of Zhejiang Province(Grant No.J20091364)
Let X, X1, X2,… be i.i.d, random variables, and set Sn =X1+…+Xn,Mn=maxk≤n|Sk|,n≥1.Let an=o(√log n).By using the strong approximation, we prove that, if EX = 0,
Supported by the National Natural Science Foundation of China (10671176, 10771192, 70871103)
In this paper, we study the compound binomial model in Markovian environment, which is proposed by Cossette, et al. (2003). We obtain the recursive formula of the joint distributions of T, X(T - 1) and |X(T)|...
Supported by the National Natural Science Foundation of China (10771192);the Zhejiang Natural Science Foundation (J20091364)
Empirical Euclidean likelihood for general estimating equations for association dependent processes is investigated. The strong consistency and asymptotic normality of the blockwise maximum empirical Euclidean likelih...
supported by National Natural Science Foundation of China (Grant No. 10771192);National Science Foundation of USA (Grant No. DMS-0349048)
The generalized Friedman’s urn model is a popular urn model which is widely used in many disciplines.In particular,it is extensively used in treatment allocation schemes in clinical trials.In this paper,we show that ...