共查询到20条相似文献,搜索用时 31 毫秒
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Tasos C. Christofides 《Statistics & probability letters》2000,50(4):910
Chow's maximal inequality for (sub)martingales is extended to the case of demi(sub)martingales introduced by Newman and Wright (Z. Wahrsch. Verw. Geb. 59 (1982) 361–371). This result serves as a “source” inequality for other inequalities such as the Hajek–Renyi inequality and Doob's maximal inequality and leads to a strong law of large numbers. The partial sum of mean zero associated random variables is a demimartingale. Therefore, maximal inequalities and a strong law of large numbers are obtained for associated random variables as special cases. 相似文献
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In this paper,a semiparametric regression model in which errors are i.i.d random variables from an unknown density f(·) is considered.Based on Hall et al.(1995),a nonlinear wavelet estimation of f(·) without restrictions of continuity everywhere on f(·) is given,and the convergence rate of the estimators in L2 is obtained. 相似文献
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给出了具有不同分布的NA随机变量列满足的若干强大数律;作为应用,不仅将独立随机变量的一类强极限定理完整的推广到NA随机变量情形,而且关于NA随机变量的一些已有结果可以作为推论得出. 相似文献
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本文研究了由m个超越整函数函数f1,f2,···,fm生成的随机迭代系统的Fatou分支的有界性问题.利用复动力系统理论的方法,得到一个Fatou连通分支U分别作为游荡域和非游荡域有界的条件,推广了Zheng的结果,同时也是对Baker的问题在随机迭代系统情形的一个回答. 相似文献
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Recently, T. K. Chandra, T. -C. Hu and A. Rosalsky [Statist. Probab. Lett., 2016, 116: 27–37] introduced the notion of a sequence of random variables being uniformly nonintegrable, and presented a list of interesting results on this uniform nonintegrability. We introduce a weaker definition on uniform nonintegrability (W-UNI) of random variables, present a necessary and sufficient condition for W-UNI, and give two equivalent characterizations of W-UNI, one of which is a W-UNI analogue of the celebrated de La Vallée Poussin criterion for uniform integrability. In addition, we give some remarks, one of which gives a negative answer to the open problem raised by Chandra et al. 相似文献
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Xue Liugen Cai GuoliangDept.of Appl.Math. Beijing Polytechnic Univ. Beijing . Faculty of Science Jiangsu Univ.of Science Technology Zhenjiang . 《高校应用数学学报(英文版)》2000,(4)
§ 1 IntroductionLet(X,Y) be a random vector taking values Rp×Rqand assume that with given X=x,f(y|x) is the conditional density of Y,the Borel-measurable function on(x,y) ,X has amarginal distribution function F(x) and a marginal density function f(x) .Let(X1 ,Y1 ) ,...,(Xn,Yn) be i.i.d.sample taking values in(X,Y) .A class of double kernel esti-mates of f(y|x) proposed by Zhao Linchang and Liu Zhijun[1 ] has the formfn(y|x) = ni=1K1Xi -xan K2Yi -ybn bqn nj=1K1Xj-xan ,(1 .1 )where… 相似文献
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胡迪鹤 《数学物理学报(B辑英文版)》2006,26(3):431-442
The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties. 相似文献
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利用Rademacher随机变量,本文讨论了学习函数f的亏损函数及f的样本误差的估计问题,给出了f的亏损函数及样本误差的估计,同时也给出了f的亏损函数的期望值的估计,这些估计都是O(m-1/2),这里m为样本容量. 相似文献
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M. A. Vronskii 《Mathematical Notes》2000,68(4):444-451
In this paper, for the partial sumsS
n
of a stationary associated random process it is proved that the logarithmic averages
converge almost surely. The asymptotic normality of the normalized difference between the logarithmic averages and their
limiting value is established.
Translated fromMatematicheskie Zametki, Vol. 68, No. 4, pp. 513–522, October, 2000. 相似文献
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Peggy Tang Strait 《Journal of multivariate analysis》1974,4(4):494-496
It is shown that if X1, X2, …, Xn are symmetric random variables and max(X1, …, Xn)+ = max(0, X1, …, Xn), then E[max(X1,…,Xn)+]=[max(X1,X1,+X2,+X1,+X3,…X1,+Xn)+], and in the case of independent identically distributed symmetric random variables, E[max(X1, X2)+] = E[(X1)+] + (1/2)E[(X1 + X2)+], so that for independent standard normal random variables, E[max(X1, X2)+] = (1/√2π)[1 + (1/√2)]. 相似文献
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Let be an array of rowwise
asymptotically almost negative associated (AANA, in short) random variables. The
complete convergence for weighted sums of arrays of rowwise AANA random variables
is established under some general moment conditions. The result obtained in the
paper generalizes and improves the corresponding one for negatively associated
random variables. 相似文献
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Let f be a holomorphic function on the unit polydisc Dn,with Taylor expansion f(z) = ∞ |k|=0 akzk ≡∞ (k1+···+kn=0) (ak1,···,kn zk1 1znkn)where k = (k1, , kn) ∈ Z+n. The authors define generalized Hilbert operator on Dn by Hγ,n(f)(z) = ∞ |k|=0 i1,···,in≥0 ai1,···,in n j=1 Γ(γj + kj + 1)Γ(kj + ij + 1) Γ(kj + 1)Γ(kj + ij + γj + 2) zk,where γ∈ Cn, such that R γj > -1, j = 1, 2, , n. An upper bound for the norm of the operator on Hardy spaces Hp(Dn) is found. The authors also present a Fejér-Riesz type inequalit... 相似文献
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《数学季刊》2016,(4):369-378
In this paper, we investigate the growth of solutions of the differential equations f(k)+Ak?1(z)f(k?1)+· · ·+A0(z)f =0, where Aj(z)(j=0, · · · , k?1) are entire functions. When there exists some coe?cient As(z)(s ∈ {1, · · · , k?1}) being a nonzero solution of f00+P(z)f =0, where P(z) is a polynomial with degree n(≥1) and A0(z) satisfiesσ(A0)≤1/2 or its Taylor expansion is Fabry gap, we obtain that every nonzero solution of such equations is of infinite order. 相似文献
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兰冲锋 《数学年刊A辑(中文版)》2015,36(4):401-410
在非同分布的情况下,给出了行为ND随机变量阵列加权和的完全收敛性的充分条件,所得结果部分地推广了独立随机变量和NA随机变量的相应结果.作为其应用,获得了ND随机变量序列加权和的Marcinkiewicz-Zygmund型强大数定律. 相似文献
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设{X_(ni):1≤i≤n,n≥1}为行间NA阵列,g(x)是R~+上指数为α的正则变化函数,r>0,m为正整数,{a_(ni):1≤i≤n,n≥1}为满足条件(?)|a_(ni)|=O((g(n))~1)的实数阵列,本文得到了使sum from n=1 to ∞n~(r-1)Pr(|■multiply from j=1 to m a_(nij) X_(nij)|>ε)<∞,■ε>0成立的条件,推广并改进了Stout及王岳宝和苏淳等的结论。 相似文献
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Soo Hak Sung 《Journal of Mathematical Analysis and Applications》2011,381(2):538-545
A number of exponential inequalities for identically distributed negatively dependent and negatively associated random variables have been established by many authors. The proofs use the truncation technique together with the control of the bounded terms and unbounded terms. In this paper, we improve essentially the control of bounds for the unbounded terms and obtain exponential inequalities for negatively dependent random variables which include negatively associated random variables. Our results improve on the corresponding ones in the literature. 相似文献
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本文研究了NA变量线性形式的强稳定性.利用随机变量的截尾术及强大数定律,得到了一般情况下不同分布NA变量具有强稳定性的充分条件,推广了NA列的Jamison型加权和具有强稳定性的充分条件. 相似文献
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??Examining the conditions of positively or negatively associated
sequences of random variables obeying the strong law of large numbers provided by
Alexander, the sequences of Gaussian random variables, nonnegative and uniformly bounded
sequences of random variables with general dependent structure were studied, and the
sufficient conditions for they obeying the strong law of large numbers were given. At
last, an example for Gaussian sequence satisfying the strong law of large numbers was
given. 相似文献