作者:KESTEN, H; MALLER, RA
作者单位:University of Western Australia
摘要:We consider infinite limit points (in probability) for sums and lightly trimmed sums of i.i.d, random variables normalized by a nonstochastic sequence. More specifically, let X(1),X(2),... be independent random variables with common distribution F. Let M(n)((r))) be the rth largest among X(1),...,X,,; also let; X(n)((r)) be the observation with the rth largest absolute value among X(1),...,X(n). Set S-n = Sigma(1)(n)X(i), ((r))S-n = S-n - M(n)((1)) - ... - M(n)((r)) and ((r))(S) over tilde(n) ...
作者:KHOSHNEVISAN, D
作者单位:University of Washington; University of Washington Seattle
摘要:In this article we are mainly concerned with proving lower bounds on some uniform approximation schemes for the local times of one-dimensional Brownian motion. Consequently, this leads to many exact limit theorems for Brownian local times. The latter results are Paul Levy's occupation time approximation, the downcrossing theorem and an intrinsic construction.