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The product of subsequent partial sums of independent, identically distributed, square inte- grable, positive random variables is asymptotically lognormal.. The result extends in
An auxiliary large deviation result for multinomial distribution with increasing number of equiprobable cells may also be of independent interest.. 1 Introduction and
Metric entropy of the class of probability distribution functions on [0, 1] with a k-monotone density is studied through its connection with the small ball probability of
Although bounds on the tail distribution of sums of independent random variables are generally proved by means of a good estimate on the moment generating function, in the
We show how an initial-boundary problems for a 4-th order parabolic differential equation can be represented by BP P with various boundary conditions for the two particles:
Abstract: In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an
b) Under the above conditions existence for the forward equation implies existence for the martingale problem and uniqueness for the forward equation for every initial
Zinn: Hyper- contractivity and comparison of moments of iterated maxima and minima of independent random variables, Electronic J. Zinn: Convergence to a stable distribution via
