supported by the National Natural Science Foundation of China(Nos.11871425,11731012);the Fundamental Research Funds for Central Universities.
Let X1,X2,…,Xn,…be a sequence of i.i.d.random variables uniformly distributed on[0;1],and denote by Ln the length of the longest increasing subsequences of X1,X2,…,Xn.Consider the poissonized version Hn based on Ha...
supported by Collaboration Grants for Mathematicians of the Simons Foundation (Grant No. 355480)
By taking a functional analytic point of view,we consider a family of distributions(continuous linear functionals on smooth functions),denoted by{μt,t>0},associated to the law of the iterated logarithm for Brownian m...
Let be a stable subordinator defined on a probability space and let at for t>0?be a non-negative valued function. In this paper, it is shown that under varying conditions on at, there exists a function such that where...
Let be a Gaussian process with stationary increments . Let be a nondecreasing function of t with . This paper aims to study the almost sure behaviour of where with and is an increasing sequence diverging to .
Let {Xn, n ≥ 1} be a sequence of independent and identically distributed positive valued random variables with a common distribution function F. When F belongs to the domain of partial attraction of a semi stable law...
In this paper, we define the generalized linear models (GLM) based on the observed data with incomplete information and random censorship under the case that the regressors are stochastic. Under the given conditions, ...
Research supported by the National Natural Science Foundation of China (1 0 0 71 0 72 )
Let {X,X n;n≥1} be a strictly stationary sequence of ρ-mixing random variables with mean zero and finite variance. Set S n=n k=1X k,M n=max k≤n|S k|,n≥1. Suppose lim n→∞ES2 n/n=∶σ2>0 and ∞n=1...
This research is supported by the National Natural Science Foundation of China.
Functional laws of the iterated logarithm are obtained for cumulative hazard processes in the neighborhood of a fixed point when the data are subject to left truncation and right censorship. On the basis of these resu...
Cheng[1] gave the limit distribution of weighted PP Cramer-Von Mises test statistic when dimension and sample size tend to infinity simultaneously under the underlying distribution being uniform distribution on SP-1 =...
Consider the nonparametric regression model Yi=g(xi) +ei, i=1, 2,...,where g is an unknown function defined on the interval [0, 1], the fixed design points xi(i≥1) are known and ei’s are i.i.d. random variables with...