On a Conjecture of Revesz

DOI10.2307/2160916zbMath0809.60036OpenAlexW4230710417WikidataQ123203701 ScholiaQ123203701MaRDI QIDQ4318444

Qui-Man Shao

Publication date: 26 March 1995

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2160916

zbMATH Keywords

partial sumsrandom walkalmost sure convergencemoment generating functionincrements

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

Related Items (13)

Consistency of an estimator of the number of changes in binomial observations ⋮ Locally adaptive image denoising by a statistical multiresolution criterion ⋮ Maxima of increments of partial sums for certain subexponential distributions ⋮ A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters ⋮ On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case ⋮ Sufficient and necessary conditions for limit laws on lag sums of I. I. D. R. V. S ⋮ Extremes of the standardized Gaussian noise ⋮ Two-stage data segmentation permitting multiscale change points, heavy tails and dependence ⋮ Consistencies and rates of convergence of jump-penalized least squares estimators ⋮ Limiting distribution for the maximal standardized increment of a random walk ⋮ Multiscale change-point segmentation: beyond step functions ⋮ Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays ⋮ Comments on: ``Extensions of some classical methods in change point analysis

This page was built for publication: On a Conjecture of Revesz