Basic renewal theorems for random walks with widely dependent increments

From MaRDI portal
Publication:719596

DOI10.1016/j.jmaa.2011.06.010zbMath1230.60095OpenAlexW2039528852MaRDI QIDQ719596

Dong Ya Cheng, Yue-bao Wang

Publication date: 10 October 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.06.010




Related Items (59)

On the convergence rates of kernel estimator and hazard estimator for widely dependent samplesAn inequality of widely dependent random variables and its applicationsStrong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent dataThe inverse moment for widely orthant dependent random variablesComplete moment convergence for arrays of rowwise widely orthant dependent random variablesUniformly complete consistency of frequency polygon estimation for dependent samples and an applicationOn the exponential inequality for acceptable random variablesAsymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival timesElementary renewal theorems for widely dependent random variables with applications to precise large deviationsComplete convergence and complete moment convergence for weighted sums of extended negatively dependent random variablesAsymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claimStrong law of large numbers and complete convergence for non-identically distributed WOD random variablesLimiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of Rh-integrability and its applicationsLarge deviations for random sums of differences between two sequences of random variables with applications to risk theoryComplete convergence of moving average process based on widely orthant dependent random variablesComplete convergence for arrays of rowwise widely orthant dependent random variables and its applicationsUniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk modelMarcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applicationsSufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression modelsUniform asymptotics of the finite-time ruin probability for all timesThe Kolmogorov strong law of large numbers for WOD random variablesAsymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interestStrong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variablesStrong convergence for weighted sums of widely orthant dependent random variables and applicationsLarge deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting timesLaws of large numbers and complete convergence for WOD random variables and their applicationsComplete moment convergence for weighted sums of widely orthant-dependent random variables and its application in nonparametric regression modelsStrong convergence for weighted sums of WOD random variables and its application in the EV regression model.On the complete convergence of weighted sums for widely orthant dependent random variablesPrecise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tailsAsymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest forceAsymptotic property of \(M\) estimator in classical linear models under dependent random errorsAlmost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression modelsPrecise large deviations for widely orthant dependent random variables with different distributionsAsymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk ModelAsymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interestAsymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk modelStrong law of large numbers for pair-wise extended lower/upper negatively dependent random variablesA Spitzer-type law of large numbers for widely orthant dependent random variablesComplete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric modelsTail behavior of the sums of dependent and heavy-tailed random variablesOn complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression modelsComplete \(q\)-th moment convergence and its statistical applicationsComplete and complete moment convergence for weighted sums of widely orthant dependent random variablesConvergence for weighted sums of widely orthant dependent random variablesComplete consistency for recursive probability density estimator of widely orthant dependent samplesUniform asymptotics for ruin probability of a two-dimensional dependent renewal risk modelConsistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errorsOn the strong convergence of weighted sums of widely dependent random variablesOn complete consistency for the weighted estimator of nonparametric regression modelsBernstein-type inequality for widely dependent sequence and its application to nonparametric regression modelsFurther Spitzer's law for widely orthant dependent random variablesComplete consistency and convergence rate of the nearest neighbor estimator of the density function based on WOD samplesTHE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORSAsymptotic bounds for precise large deviations in a compound risk model under dependence structuresThe consistency of the nearest neighbor estimator of the density function based on WOD samplesComplete consistency for the estimator of nonparametric regression models based on extended negatively dependent errorsAsymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent IncrementsExponential probability inequalities for WNOD random variables and their applications



Cites Work




This page was built for publication: Basic renewal theorems for random walks with widely dependent increments