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ERGODICITIES AND EXPONENTIAL ERGODICITIES OF DAWSON-WATANABE TYPE PROCESSES

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 66 (2)

Under natural assumptions, we prove the ergodicities and exponential ergodicities in Wasserstein and total variation distances of Dawson-Watanabe supe......

BACKWARD NONLINEAR SMOOTHING DIFFUSIONS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 66 (2)

We present a backward diffusion flow (i.e., a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is ......

PROKHOROV DISTANCE WITH RATES OF CONVERGENCE UNDER SUBLINEAR EXPECTATIONS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 65 (4)

Prokhorov distances under sublinear expectations are presented in the CLT and the functional CLT, and the convergence rates for them are obtained by t......

COMPLETE MOMENT CONVERGENCE FOR THE DEPENDENT LINEAR PROCESSES WITH APPLICATION TO THE STATE OBSERVERS OF LINEAR-TIME-INVARIANT SYSTEMS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 65 (4)

Let X-t = Sigma j(=-infinity)(infinity) A(j)epsilon(t-j) be a dependent linear process, where the {epsilon(n), n is an element of Z} is a sequence of ......

A COMPLEMENT TO THE GRIGORIEV THEOREM FOR THE KABANOV MODEL

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2020; 65 (2)

We provide an equivalent characterization of the absence of arbitrage opportunity for the bid and ask financial market model. This result, which is an......

STRUCTURE CONDITIONS UNDER PROGRESSIVELY ADDED INFORMATION

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2020; 65 (3)

It has been understood that the "local" existence of the Markowitz optimal portfolio or the solution to the local-risk minimization problem is guarant......

REDUCED CRITICAL BRANCHING PROCESSES FOR SMALL POPULATIONS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019; 63 (4)

Let {Z(n), n >= 0} be a critical Galton-Watson branching process with finite variance for the offspring number of particles. Assuming that 0 < Z......

JIF:0.59

THE BERRY-ESSEEN BOUND FOR rho-MIXING RANDOM VARIABLES AND ITS APPLICATIONS IN NONPARAMETRIC REGRESSION MODEL

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019; 63 (3)

In this paper, the Berry-Esseen bound for rho-mixing random variables with the rate of normal approximation O(n(-1/6) logn) is established under some ......

JIF:0.59

A RISK PROCESS WITH DELAYED CLAIMS AND CONSTANT DIVIDEND BARRIER

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019; 64 (1)

This article studies a risk process with constant dividend barrier where the delayed claims are considered, and two types of individual claims, main c......

JIF:0.59

BOUNDS FOR THE CONCENTRATION FUNCTIONS OF RANDOM SUMS UNDER RELAXED MOMENT CONDITIONS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2018; 62 (1)

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the fold......

JIF:0.59

A MOMENT INEQUALITY WITH APPLICATION TO CONVERGENCE RATE ESTIMATES IN THE GLOBAL CLT FOR POISSON-BINOMIAL RANDOM SUMS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2018; 62 (2)

A moment inequality between the central and noncentral third-order absolute moments is proved, which is optimal for every value of the recentering par......

JIF:0.59

CONVERGENCE RATE ESTIMATES IN THE GLOBAL CLT FOR COMPOUND MIXED POISSON DISTRIBUTIONS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2018; 63 (1)

Using the estimates of the accuracy of the normal approximation to distributions of Poisson-binomial random sums from [I. G. Shevtsova, Theory Probab.......

JIF:0.59

BROWNIAN BRIDGES ON RANDOM INTERVALS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2017; 61 (1)

The issue of giving an explicit description of the flow of information concerning the time of bankruptcy of a company (or a state) arriving on the mar......

JIF:0.38

BINOMIAL-chi(2) VECTOR RANDOM FIELDS

期刊: THEORY OF PROBABILITY AND ITS APPLICATIONS, 2017; 61 (3)

We introduce a new class of non-Gaussian vector random fields in space and/or time, which are termed binomial-chi(2) vector random fields and include ......

JIF:0.38

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