550 citations
- Virginia TechUS27 papers
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- Budker Institute of Nuclear PhysicsRU23 papers
- École Polytechnique Fédérale de LausanneCH23 papers
- Institute for Theoretical and Experimental PhysicsRU23 papers
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Showing 2004 · math.PRShow all
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math.PR2004★ 96 cited
A new maximal inequality and invariance principle for stationary sequences
Magda Peligrad, Sergey Utev
We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply i…
math.PR2004★ 39 cited
Conditional moments of q-Meixner processes
Wlodzimierz Bryc, Jacek Wesolowski
We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-par…