Supported by the National Natural Science Foundation of China (10671149,60574002)
Rosenthal inequality for NOD (negatively' orthant dependent) random variable sequences is established. As its applications, two theorems of complete convergence of weighted sums for arrays of NOD random variables a...
supported by National Natural Science Foundation of China (Grant No. 60574002);supported by MASCOS grant from Australian Research Council;National Natural Science Foundation of China (Grant No. 70671018)
In the paper we extend and generalize some results of complete moment convergence results (or the refinement of complete convergence) obtained by Chow [On the rate of moment complete convergence of sample sums and e...
the National Natural Science Foundation of China (No. 60574002).
In this paper, we obtain the transition probability of jump chain of semi-Markov pro- cess, the distribution of sojourn time and one-dimensional distribution of semi-Markov process. Furthermore, the semi-Markov proces...
the National Natural Science Foundation of China (No. 60574002).
We present an integral test to determine the limiting behavior of delayed sums under a non-identical distribution setup for φ-mixing sequence, and deduce Chover-type laws of the iterated logarithm for them. These com...