搜索结果: 1-15 共查到“理论统计学 Martingales”相关记录17条 . 查询时间(0.039 秒)
PAC-Bayesian Analysis of Martingales and Multiarmed Bandits
PAC-Bayesian Analysis Martingales Multiarmed Bandits
2011/6/21
We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent
random variables. The first is based on a new lemma that enables to bound expectations
of convex functions of...
On convergence of L(1)-bounded martingales indexed by directed sets
convergence of L(1)-bounded martingales directed sets
2009/9/24
On convergence of L(1)-bounded martingales indexed by directed sets。
Mathematical expectation and martingales of random subsets of a metric space
Mathematical expectation martingales of random subsets a metric space
2009/9/23
Mathematical expectation and martingales of random subsets of a metric space。
Methodes de changement de temps pour la convergence en loi des martingales
Methodes changemen convergence martingales
2009/9/23
Methodes de changement de temps pour la convergence en loi des martingales。
Pursuing the earlier work of Emery [I], Meyer [2], [3]
and the author [4] it is shown that Akma martingales starting from
a varying initial point on the line constitute an Evans-Hudson flow in
the ...
Independent martingales of operator-semistable and operator-stable probability measures
Independent martingales of operator-semistable operator-stable probability measures
2009/9/22
We investigate independent marginals of full operator-
semistable and operator-stable probability measures on linite-
-dimensional vector spaces. In particular, it is shown that for purely
Poissoni...
Operators on martingales,Phi-summing operators, and the contraction pronciple
Operators on martingales Phi-summing operators the contraction pronciple
2009/9/22
For the absolutely @-summing operators T: X + Y
between Banach spaces X and Y we consider martingale inequalities of
the type
where (dR)F='=c, L: (R, f,P) is a martingale difference sequence and
(...
Pseudo-martingales
Pseudo-martingales
2009/9/22
For a probability space (n, F, P) and a filtration (a,,)
in R, we consider the sequences (X,) of random variables satisfying the
condition
( X + - X 1 ) 0 n = 1, 2, ...
In general, the process (X,...
A general contraction principle for vector-valued martingales
Vector-valued martingales exponential random variables operators defined on martingales
2009/9/22
We prove a contraction principle for vector-valued
martingales of type
where X is a Banach space with elements x,, . . ., x,,, (A& c Ll (9, P)
a martingale difference sequence belonging to a certai...
Almost sure properties of weighted vectorial martingales transforms with applications to prediction for linear regression models
least squares estimators cumulative prediction and estimation Linear regression models
2009/9/21
We establish new almost sure properties for powers of
weighted martingale transbrms. It allows us to deduce usefuI asymptotic
results for cumulative prediction and estimation errors associated
with...
Some random times and martingales associated with BES0(δ) processes (0<δ<2)
random times martingales BES0(δ) processes
2009/6/12
Some random times and martingales associated with BES0(δ) processes (0<δ<2).
Moderate Deviations for Martingales with Bounded Jumps
Moderate deviations martingales bounded martingale difference
2009/5/11
We prove that the Moderate Deviation Principle (MDP) holds for the trajectory of a locally square integrable martingale with bounded jumps as soon as its quadratic covariation, properly scaled, conver...
Continuous Ocone Martingales as Weak Limits of Rescaled Martingales
ocone martingales rescaled martingales weak convergence
2009/4/29
Consider a martingale $M$ with bounded jumps and two sequences $a_n, b_n to infty$. We show that if the rescaled martingales
M^n_t =frac{1}{sqrt{a_n}}M_{b_n t}
converge weakly, then the limit is...
Sharp maximal inequality for martingales and stochastic integrals
Martingale stochastic integral maximal function
2009/4/29
Let $X=(X_t)_{tgeq 0}$ be a martingale and $H=(H_t)_{tgeq 0}$ be a predictable process taking values in $[-1,1]$. Let $Y$ denote the stochastic integral of $H$ with respect to $X$. We show that $$ ||s...
We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin o...