This is a preview. Log in through your library . Abstract The maximal variance of Lipschitz functions (with respect to the ℓ 1-distance) of independent random vectors is found. This is then used to ...

We discuss limit distributions of partial sums of bounded functions h of a long-memory moving-average process Xt=∑j=1 ∞ bjζ t-j with coefficients bj decaying as j-β, 1/2 < β < 1, and independent and ...

Jakob Bernoulli, head of a dynasty of brilliant scholars, was one of the world's leading mathematicians. His great work, Ars Conjectandi, published in 1713, included a profound result that he ...