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Showing 1 to 8 of 8 for “"law of the iterated logarithm"”.
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The Law of the Iterated Logarithm in Noncommutative Probability
… variables, we obtain even stronger version of the Law of the Iterated Logarithm: limsupn→infinity 1n i=1nxi≤ bau2s .
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Strong convergence to diffusion processes with application to queueing theory
We show the almost sure uniform pathwise convergence of birth and death processes and random walks to Brownian motion with drift and sticky Brownian motion. We thus provide constructive definitions of such diffusions. In the first case we give a queueing application and in the latter case we …
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Small-time Chung Laws for L evy processes
In this thesis we review and add to the literature extending the so-called `other' law of the iterated logarithm of Chung (1948). By adapting the large-time techniques of Rushton (2007) to the small-time setting and employing and slightly extending a characterisation result of Maller and Mason …
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Small-time Chung Laws for L evy processes
In this thesis we review and add to the literature extending the so-called `other' law of the iterated logarithm of Chung (1948). By adapting the large-time techniques of Rushton (2007) to the small-time setting and employing and slightly extending a characterisation result of Maller and Mason …
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On the pathwise large deviations of stochatic differential and functional differential equations with applications to finance
The thesis deals with the asymptotic behaviour of highly nonlinear stochastic differential equations, as well as linear and nonlinear functional differential equations. Both ordinary functional and neutral equations are analysed. In the first chapter, a class of nonlinear stochastic differential …
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Analysis of Lightweight Cryptographic Primitives
Internet-of-Things (IoT) devices have become increasingly popular in the last 10 years, yet also show an acceptance for lack of security due to hardware constraints. The range of sophistication in IoT devices varies substantially depending on the functionality required, so security options need to …
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Poincar�� inequalities in noncommutative Lp spaces
… Item was in collections: University of Illinois Theses & Dissertations (ID: 1) No. of bitstreams: 1 Zeng_Qiang.pdf: 1079162 bytes, checksum: 9bc39920faa20922d493e9a86e6e6403 (MD5)