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SELF-NORMALIZED: 作品数：17被引量：16H指数：2; 导出分析报告; 相关领域：理学更多>>; 相关机构：浙江大学更多>>; 相关期刊：《Journal of Mathematical Research with Applications》《Science China Mathematics》《Acta Mathematicae Applicatae Sinica》《Probability, Uncertainty and Quantitative Risk》更多>>; 相关基金：国家自然科学基金国家重点基础研究发展计划更多>>

Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE: 《Science China Mathematics》2024年第8期1865-1880,共16页Xiequan Fan Haijuan Hu Lihu Xu; supported by National Natural Science Foundation of China(Grant No.11971063)。; In this paper,we establish normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for SDE.Due to our results,Berry-Esseen's bounds and moderate deviation principles are also obta...; 关键词：Euler-Maruyama scheme Cramer-type moderate deviations self-normalized sequences Berry-Esseen’s bounds

Ext-ICAS:A Novel Self-Normalized Extractive Intra Cosine Attention Similarity Summarization: 《Computer Systems Science & Engineering》2023年第4期377-393,共17页P.Sharmila C.Deisy S.Parthasarathy; With the continuous growth of online news articles,there arises the necessity for an efficient abstractive summarization technique for the problem of information overloading.Abstractive summarization is highly complex...; 关键词：Abstractive summarization natural language processing sequence-tosequence learning(seq2seq) SELF-NORMALIZATION intra(self)attention

Self-normalized Cramer-type Moderate Deviations for Functionals of Markov Chain被引量：1: 《Acta Mathematicae Applicatae Sinica》2020年第2期294-313,共20页Xin-wei FENG Qi-Man SHAO; partially supported by Hong Kong Research Grants Council General Research Fund 14304917.Corresponding author.; Let{xn,n≥0}be a Markov chain with a countable state space S and let f(·)be a measurable function from S to R and consider the functionals of the Markov chain yn:=f(xn).We construct a new type of self-normalized sums...; 关键词：SELF-NORMALIZED partial SUMS Cramer-type moderate deviations Markov Chain ERGODIC

A Note on “Limit Distributions of Self-Normalized Sums” Using Cauchy-Generated Samples: 《Applied Mathematics》2019年第11期863-875,共13页Jan Vrbik; In this case study, we would like to illustrate the utility of characteristic functions, using an example of a sample statistic defined for samples from Cauchy distribution. The derivation of the corresponding asympto...; 关键词：SELF-NORMALIZED SUM CAUCHY Distribution Characteristic Functions FOURIER Transform Padé Approximation

Self-Normalized Exponential Inequalities for Martingales: 《Journal of Mathematical Research with Applications》2019年第3期304-314,共11页Shen WANG; We give an extension of Delyon's inequality for locally square integrable martingales.The result is very useful for establishing self-normalized exponential inequality for martingales.An application to linear regressi...; 关键词：EXPONENTIAL INEQUALITIES SELF-NORMALIZED PROCESSES MARTINGALES

On necessary and sufficient conditions for the self-normalized central limit theorem In Honor of Professor Chuanrong Lu on His 85th Birthday被引量：1: 《Science China Mathematics》2018年第10期1741-1748,共8页Qiman Shao; supported by Hong Kong Research Grants Council General Research Fund(Grant Nos.14302515 and 14304917); Let X_1, X_2,... be a sequence of independent random variables and S_n=sum X_1 from i=1 to n and V_n^2=sum X_1~2 from i=1 to n . When the elements of the sequence are i.i.d., it is known that the self-normalized sum S...; 关键词：central limit theorem SELF-NORMALIZED independent random variables

Berry-Esseen Bounds for Self-Normalized Martingales被引量：2: 《Communications in Mathematics and Statistics》2018年第1期13-27,共15页Xiequan Fan Qi-Man Shao; A Berry–Esseen bound is obtained for self-normalized martingales under the assumption of finite moments.The bound coincides with the classical Berry–Esseenboundforstandardizedmartingales.Anexampleisgiventoshowtheopt...; 关键词：Self-normalized process Berry-Esseen bounds MARTINGALES Student’s statistic Autoregressive process

Convergence to a self-normalized G-Brownian motion被引量：1: 《Probability, Uncertainty and Quantitative Risk》2017年第1期87-111,共25页Zhengyan Lin Li-Xin Zhang; Research supported by Grants from the National Natural Science Foundation of China(No.11225104);the 973 Program(No.2015CB352302)and the Fundamental Research Funds for the Central Universities.; G-Brownian motion has a very rich and interesting new structure that nontrivially generalizes the classical Brownian motion.Its quadratic variation process is also a continuous process with independent and stationary ...; 关键词：Sub-linear expectation G-Brownian motion Central limit theorem Invariance principle SELF-NORMALIZATION

Self-Normalized Moderate Deviation and Laws of the Iterated Logarithm Under G-Expectation被引量：3: 《Communications in Mathematics and Statistics》2016年第2期229-263,共35页Li-Xin Zhang; Grants from the National Natural Science Foundation of China(No.11225104);973 Program(No.2015CB352302);the Fundamental Research Funds for the CentralUniversities.; The sub-linear expectation or called G-expectation is a non-linear expectation having advantage of modeling non-additive probability problems and the volatilityuncertainty in finance.Let{Xn;n≥1}be a sequence of indep...; 关键词：Non-linear expectation Capacity SELF-NORMALIZATION Law of theiterated logarithm Moderate deviation

A Self-normalized Law of the Iterated Logarithm for the Geometrically Weighted Random Series: 《Acta Mathematica Sinica,English Series》2016年第3期384-392,共9页Ke Ang FU Wei HUANG; Supported by National Natural Science Foundation of China(Grant Nos.11301481,11371321 and 10901138);National Statistical Science Research Project of China(Grant No.2012LY174);Zhejiang Provincial Natural Science Foundation of China(Grant No.LQ12A01018);the Fundamental Research Funds for the Central Universities and Zhejiang Provincial Key Research Base for Humanities and Social Science Research(Statistics); Let {X, Xn; n ≥ 0} be a sequence of independent and identically distributed random variables with EX=0, and assume that EX^2I（｜X｜ ≤ x） is slowly varying as x →∞, i.e., X is in the domain of attraction of the n...; 关键词：Domain of attraction of the normal law geometrically weighted series law of the iteratedlogarithm SELF-NORMALIZATION slowly varying

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