Asymptotic Behavior of the Maximum of Sums of I.I.D. Random Variables along Monotone Blocks

Let {X_i, Y_i}_i=1,2,... be an i.i.d. sequence of bivariate random vectors with P(Y₁ = y) = 0 for all y. Put M_n(j) = max_0≤k≤n-j (X_k+1 + ... X_k+j)I_k,j, where I_k,k+j = I{Y_k+1 < ⋯ < Y_k+j} denotes the indicator function for the event in brackets, 1 ≤ j ≤ n. Let L_n be the largest index l ≤ n for which I_k,k+l = 1 for some k = 0, 1, ..., n - l. The strong law of large numbers for “the maximal gain over the longest increasing runs,” i.e., for M_n(L_n) has been recently derived for the case where X₁ has a finite moment of order 3 + ε, ε > 0. Assuming that X₁ has a finite mean, we prove for any a = 0, 1, ..., that the s.l.l.n. for M(L_n - a) is equivalent to EX ₁ ^3+a I{X₁ > 0} < ∞. We derive also some new results for the a.s. asymptotics of L_n. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 179–189.     

Asymptotic expansions in limit theorems for stochastic processes. II

. For a certain class of families of stochastic processes η^ε(t), 0≤t≤T, constructed starting from sums of independent random variables, limit theorems for expectations of functionals F(η^ε[0,T]) are proved of the form

The Titchmarsh problem with integers having a given number of prime divisors

The asymptotics for the number of representations ofN asN→∞ is expressed as the sum of a number havingk prime divisors and a product of two natural numbers. The asymptotics is found fork≤(2−ε) ln lnN and (2+ε) ln lnN≤k≤b ln lnN, whereε>0. The results obtained are uniform with respect tok. Translated fromMatematicheskie Zametki, Vol. 59, No. 4, pp. 585–602, April, 1996. This research was partially supported by the Russian Foundation for Basic Research under grant No. 93-01-00260.     

A remark on the unitary group of a tensor product of<Emphasis Type="Italic">n</Emphasis> finite-dimensional Hilbert spaces

LetH _i, 1 ≤ i ≤n be complex finite-dimensional Hilbert spaces of dimension d_i,1 ≤ i ≤n respectively withd _i ≥ 2 for everyi. By using the method of quantum circuits in the theory of quantum computing as outlined in Nielsen and Chuang [2] and using a key lemma of Jaikumar [1] we show that every unitary operator on the tensor productH =H ₁ ⊗H ₂ ⊗... ⊗H _n can be expressed as a composition of a finite number of unitary operators living on pair productsH _i ⊗H _j,1 ≤i,j ≤n. An estimate of the number of operators appearing in such a composition is obtained. Dedicated to Prof. A.K. Roy on his 62nd birthday.     

Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index

Let Y _i , 1 ≤ i ≤ n be i.i.d. random variables with the generalized Pareto distribution W _γ,σ with γ < 0. We define the empirical mean excess process with respect to {Y _i , 1 ≤ i ≤ n} as in Eq. 2.1 (see below) and investigate its weak convergence. As an application, two new estimators of the negative tail index γ are constructed based on the linear regression to the empirical mean excess function and their consistency and asymptotic normality are obtained.      

L p − Lq estimates for convolution operators with n-Dimensional singular measures

Let S ⊂ ℜⁿ⁺¹ be the graph of the function ϕ :[−1, 1] ⁿ → ℜ defined by ϕ (x ₁ , …, x_n) = ∑ _j=1 ⁿ |x_j|^αj, with1<α ₁ ≤ … ≤ α_n, let σ the Euclidean area measure on S. In this article we study the L^p − L^q boundedness of convolution operators with the singular Borel measure on Rⁿ⁺¹ given by μ (E)=σ (E ∩ S)     

On samples of independent random vectors in spaces of infinitely increasing dimension

We study the asymptotic behavior of a set of random vectors ξ_i, i = 1,..., m, whose coordinates are independent and identically distributed in a space of infinitely increasing dimension. We investigate the asymptotics of the distribution of the random vectors, the consistency of the sets M _m⁽ⁿ⁾ = ξ₁,..., ξ_m and X _n^λ = x ∈ X _n: ρ(x) ≤ λn, and the mutual location of pairs of vectors. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1706–1711, December, 1998.     

THE GLOBAL APPROXIMATION BY LEFT-BERNSTEIN-DURRMEYER QUASI-INTERPOLANTS IN Lp[0, 1]

In this paper,we will use the 2r-th Ditzian-Totik modulus of smoothness wp^2r(f,t)p to discuss the direct and inverse theorem of approximation by Left-Bernstein-Durrmeyer quasi-interpolants Mn^[2r-1]f for functions of the space Lp[0,1](1≤p≤ ∞)。     

The <Emphasis Type="Italic">f</Emphasis>-Vector of the Descent Polytope

For a positive integer n and a subset S⊆[n−1], the descent polytope DP  _S is the set of points (x ₁,…,x _n ) in the n-dimensional unit cube [0,1] ⁿ such that x _i ≥x _i+1 if i∈S and x _i ≤x _i+1 otherwise. First, we express the f-vector as a sum over all subsets of [n−1]. Second, we use certain factorizations of the associated word over a two-letter alphabet to describe the f-vector. We show that the f-vector is maximized when the set S is the alternating set {1,3,5,…}∩[n−1]. We derive a generating function for F _S (t), written as a formal power series in two non-commuting variables with coefficients in ℤ[t]. We also obtain the generating function for the Ehrhart polynomials of the descent polytopes.     

Asymtotics of <Emphasis Type="Italic">M</Emphasis>-estmation in Non-linear Regression

Consider the standard non-linear regression model y _i = g(x _i , θ ₀)+ε _i , i = 1, ... ,n where g(x, θ) is a continuous function on a bounded closed region X × Θ, θ ₀ is the unknown parameter vector in Θ ⊂ R ^p , {x ₁, x ₂, ... , x _n } is a deterministic design of experiment and {ε₁, ε₂, ... , ε _n } is a sequence of independent random variables. This paper establishes the existences of M-estimates and the asymptotic uniform linearity of M-scores in a family of non-linear regression models when the errors are independent and identically distributed. This result is then used to obtain the asymptotic distribution of a class of M-estimators for a large class of non-linear regression models. At the same time, we point out that Theorem 2 of Wang (1995) (J. of Multivariate Analysis, vol. 54, pp. 227–238, Corrigenda. vol. 55, p. 350) is not correct. This research was supported by the Natural Science Foundation of China (Grant No. 19831010 and grant No. 39930160) and the Doctoral Foundation of China     

Scattering theory for perturbed stratified media

We study the operatorH = -c ² x,y)Μx,y)∇ · Μ ^-1 (x,y)∇, wherec andΜ are perturbations of functionsc ₀(y) andΜ ₀(y) which depend only on the one-dimensional variabley. In particular, we study the spatial asymptotics of lim_ε↺0(H - (λ +iε)²)^-1 applied to functions which have compact support or are otherwise well-behaved at infinity and relate the scattering matrix to the asymptotics of the generalized eigenfunctions. We then prove a trace formula for the operatorH in terms of the scattering phase, and, in a very special situation, use the trace formula to find spectral asymptotics forH. Partially supported by an NSF Postdoctoral Fellowship and the University of Missouri Research Board.     

Large-deviation probability and the local dimension of sets

Let X ₁ , X ₂ , ..., X_n be n independent identically distributed real random variables and S_n = Σ _n=1 ⁿ X_i. We obtain precise asymptotics forP (S_n ∈ nA) for rather arbitrary Borel sets A₁ in terms of the density of the dominating points in A. Our result extends classical theorems in the field of large deviations for independent samples. We also obtain asymptotics forP (S_n ∈ γ_nA), with γ_n/n → ∞. Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russia, 1998, Part I.     

Spline monotone approximation with linear differential operators

Let f∈C³[a,b] and L be a linear differential operator such that L(f)≥0. Then there exists a sequence Q_n, n≥1, of polynomial splines with equally spaced knots, such that Q^(r), approximates f^(r), 0≤r≤s, simultaneously in the uniform norm. This approximation is given through inequalities with rates, involving a measure of smoothness to f^(s); so that L (Q_n)≥0. The encountered cases are the continuous, periodic and discrete.     

A class of Hamiltonian and edge symmetric Cayley graphs on symmetric groups

Abstract. Let Sn be the symmetric group     

Asymptotics of multinomial sums and identities between multi-integrals

We calculate the asymptotics of combinatorial sums ∑ _α f(α)( _α ⁿ ) ^β , whereα = (α ₁, …,α _h ) withα _i =α _j for certaini, j. Hereh is fixed and theα _i ’s are natural numbers. This implies the asymptotics of the correspondingS _n -character degrees ∑_λ f(λ)d _λ ^β . For certain sequences ofS _n characters which involve Young’s rule, the latter asymptotics were obtained earlier [1] by a different method. Equating the two asymptotics, we obtain equations between multi-integrals which involve Gaussian measures. Special cases here give certain extensions of the Mehta integral [5], [6]. Supported by the Weizmann Institute of Science, Rehovot, Israel; by the Institute for Advanced Study, Princeton, New Jersey, USA; NSF grant number DMS 9304580; and by the Centre National de Recherche Scientifique, Lille, France. This work was partially supported by an NSF grant number DMS 94-01197.     

On the accuracy of empirical likelihood confidence regions for linear regression model

The coverage errors of the empirical likelihood confidence regions for in a linear regression model,Y _i=x _i+ _i , 1in, are of ordern ^–1. Bartlett corrections may be employed to reduce the order of magnitude of the coverage errors ton ^–2. For practical implementation of Bartlett correction, an empirical Bartlett correction is given.     

Symmetric block bases of sequences with large average growth

We show that if 0<ε≦1, 1≦p<2 andx ₁, …,x _n is a sequence of unit vectors in a normed spaceX such thatE ‖∑ _l ⁿ ε_i x _l‖≧n ^1/p, then one can find a block basisy ₁, …,y _m ofx ₁, …,x _n which is (1+ε)-symmetric and has cardinality at leastγn ^2/p-1(logn)⁻¹, where γ depends on ε only. Two examples are given which show that this bound is close to being best possible. The first is a sequencex ₁, …,x _n satisfying the above conditions with no 2-symmetric block basis of cardinality exceeding 2n ^2/p-1. This sequence is not linearly independent. The second example is a sequence which satisfies a lowerp-estimate but which has no 2-symmetric block basis of cardinality exceedingCn ^2/p-1(logn)^4/3, whereC is an absolute constant. This applies when 1≦p≦3/2. Finally, we obtain improvements of the lower bound when the spaceX containing the sequence satisfies certain type-condition. These results extend results of Amir and Milman in [1] and [2]. We include an appendix giving a simple counterexample to a question about norm-attaining operators.     

Subsequence generators for ergodic group translations

LetT be an ergodic translation on a compact abelian group. For every infinite set of integers {n _i} and ε >0 there is a setA of measure less than ε such that {T ⁿ _iA} generates the σ-algebra of measurable sets. Research partially supported by National Science Foundation Grants MCS7703659 (first author) and MCS7606735A01 (second author).     

Extensions of the measurable choice theorem by means of forcing

Using the method of forcing of set theory, we prove the following two theorems on the existence of measurable choice functions: LetT be the closed unit interval [0,1] and letm be the usual Lebesgue measure defined on the Borel subsets ofT. Theorem1. LetS⊂T×T be a Borel set such that for alltεT,S _t ^def={x|(t,x)εS} is countable and non-empty. Then there exists a countable series of Lebesgue-measurable functionsf _n: T→T such thatS _t={f_n(t)|nεω} for alltε[0,1],W _x={y|(x,y)εW} is uncountable. Then there exists a functionh:[0,1]×[0,1]→W with the following properties: (a) for each xε[0,1], the functionh(x,·) is one-one and ontoW _x and is Borel measurable; (b) for eachy, h(·, y) is Lebesgue measurable; (c) the functionh is Lebesgue measurable.