46 citations · 69 across the 6 of their papers we have counts for
3 papers · 1 filter
Pseudo-maximization and self-normalized processes
Victor H. de la Peña, Michael J. Klass, Tze Leung Lai
Self-normalized processes are basic to many probabilistic and statistical studies. They arise naturally in the the study of stochastic integrals, martingale inequalities and limit…
Inverse problems for random walks on trees: network tomography
Victor de la Pena, Henryk Gzyl, Patrick McDonald
Let be a finite tree with root and associate to the internal vertices of a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd in…
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws
Victor H. de la Pena, Michael J. Klass, Tze Leung Lai
Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or wea…