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20052013
most citedGlobal Rates of Convergence of the MLE for Multivariate Interval Censoring

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math.PR2013

Comparison for upper tail probabilities of random series

Fuchang Gao, Zhenxia Liu, Xiangfeng Yang

Let be a sequence of independent and identically distributed random variables. In this paper we study the comparison for two upper tail probabilities $\mathbb{P}\{\sum_{n…

math.PR2011

Persistence of iterated partial sums

Amir Dembo, Fuchang Gao

Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded a…