M
Michael J. Klass
Researcher at University of California, Berkeley
Publications - 55
Citations - 1099
Michael J. Klass is an academic researcher from University of California, Berkeley. The author has contributed to research in topics: Random variable & Law of the iterated logarithm. The author has an hindex of 17, co-authored 55 publications receiving 1070 citations.
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A Representation of Independent Increment Processes without Gaussian Components
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A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
TL;DR: It is proved that an optimal policy keeps the ratio of funds in risky and nonrisky assets within a certain interval with minimal effort.
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Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal
TL;DR: In this article, necessary and sufficient conditions are given for the existence of matrices An such that the transform of Sn by An is asymptotically multivariate normal with identity covariance matrix.
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Iterated Logarithm Laws for Asymmetric Random Variables Barely with or Without Finite Mean
Michael J. Klass,Henry Teicher +1 more
TL;DR: One-sided iterated logarithm laws of the form (1/b_n) \sum^n_1 X_i = 1, a.s. are obtained for asymmetric independent and identically distributed random variables, the first when these have a vanishing but barely finite mean, the second when $E|X|$ is barely infinite.