15 research outputs found
Une condition suffisante pour la continuité presque sûre des trajectoires de certains processus gaussiens
Théorèmes de dérivation du type de Lebesgue et continuité presque sûre de certains processus gaussiens
Some confidence intervals arising from weak lp spaces
In this paper we give a method for constructing a confidence interval for the mean of certain non-square integrable random variables (r.v.). If X is such a r.v. and (X1,...,Xn) is sample of size n of X, that confidence interval involves the empirical mean Xn and the weak lp norm of the sample (the numerical constant p belonging to the interval ]1,2[).Confidence interval non-increasing rearrangement of a sequence weak lp space
Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes
It is shown that for the elements X of a large class of subgaussian random variables with values in (C(S), ·[infinity]) the existence of a probability measure [lambda] on S such that: (where [psi] denotes the inverse function of x --> exp x2L2x) is sufficient to imply that X satisfies the law of the iterated logarithm.Majorizing measures law of the iterated logarithm subgaussian random variables