共查询到20条相似文献,搜索用时 62 毫秒
1.
André Adler 《随机分析与应用》2013,31(2):339-358
Abstract Consider independent and identically distributed random variables {X nk , 1 ≤ k ≤ m, n ≥ 1} from the Pareto distribution. We randomly select a pair of order statistics from each row, X n(i) and X n(j), where 1 ≤ i < j ≤ m. Then we test to see whether or not Strong and Weak Laws of Large Numbers with nonzero limits for weighted sums of the random variables X n(j)/X n(i) exist where we place a prior distribution on the selection of each of these possible pairs of order statistics. 相似文献
2.
Li Xin Zhang 《数学学报(英文版)》2002,18(2):311-326
Let {X
n
;n≥1} be a sequence of i.i.d. random variables and let X
(r)
n
= X
j
if |X
j
| is the r-th maximum of |X
1|, ..., |X
n
|. Let S
n
= X
1+⋯+X
n
and
(r)
S
n
= S
n
−(X
(1)
n
+⋯+X
(r)
n
). Sufficient and necessary conditions for
(r)
S
n
approximating to sums of independent normal random variables are obtained. Via approximation results, the convergence rates
of the strong law of large numbers for
(r)
S
n
are studied.
Received March 22, 1999, Revised November 6, 2000, Accepted March 16, 2001 相似文献
3.
A. I. Martikainen 《Journal of Mathematical Sciences》2006,133(3):1308-1313
Let {Xi, Yi}i=1,2,... be an i.i.d. sequence of bivariate random vectors with P(Y1 = y) = 0 for all y. Put Mn(j) = max0≤k≤n-j (Xk+1 + ... Xk+j)Ik,j, where Ik,k+j = I{Yk+1 < ⋯ < Yk+j} denotes the indicator function for the event in brackets, 1 ≤ j ≤ n. Let Ln be the largest index l ≤ n for which Ik,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 Mn(Ln) 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(Ln - a) is equivalent to EX
1
3+a
I{X1 > 0} < ∞. We derive also some new results for the a.s. asymptotics of Ln. Bibliography: 5 titles.
__________
Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 179–189. 相似文献
4.
M. Ahsanullah 《Annals of the Institute of Statistical Mathematics》1978,30(1):163-166
Summary LetX be a non-negative random variable with probability distribution functionF. SupposeX
i,n (i=1,…,n) is theith smallest order statistics in a random sample of sizen fromF. A necessary and sufficient condition forF to be exponential is given which involves the identical distribution of the random variables (n−i)(X
i+1,n−Xi,n) and (n−j)(X
j+1,n−Xj,n) for somei, j andn, (1≦i<j<n).
The work was partly completed when the author was at the Dept. of Statistics, University of Brasilia, Brazil. 相似文献
5.
Jiang Chaowei Yang Xiaorong 《高校应用数学学报(英文版)》2007,22(1):87-94
In the case of Zd (d ≥ 2)-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k ∈ Zd } i.i.d. random variables with mean 0, Sn = ∑k≤nXk and Vn2 = ∑j≤nX2j, the precise asymptotics for ∑n1/|n|(log|n|)dP(|Sn/vn|≥ ε√loglog|n|) and ∑n(logn|)δ/|n|(log|n|)d-1 P(|Sn/Vn| ≥ ε√log n), as ε ↘ 0, is established. 相似文献
6.
André Adler 《Journal of Theoretical Probability》2002,15(4):939-949
Consider independent and identically distributed random variables {X,X
nj
, 1jn,n1} with density f(x)=px
–p–1
I(x1), where p>0. We show that there exist unusual generalized Laws of the Iterated Logarithm involving the larger order statistics from our array. 相似文献
7.
We prove large deviation results on the partial and random sums Sn = ∑i=1n Xi,n≥1; S(t) = ∑i=1N(t) Xi, t≥0, where {N(t);t≥0} are non-negative integer-valued random variables and {Xn;n≥1} are independent non-negative random variables with distribution, Fn, of Xn, independent of {N(t); t≥0}. Special attention is paid to the distribution of dominated variation. 相似文献
8.
Let X be a normed space that satisfies the Johnson–Lindenstrauss lemma (J–L lemma, in short) in the sense that for any integer
n and any x
1,…,x
n
∈X, there exists a linear mapping L:X→F, where F⊆X is a linear subspace of dimension O(log n), such that ‖x
i
−x
j
‖≤‖L(x
i
)−L(x
j
)‖≤O(1)⋅‖x
i
−x
j
‖ for all i,j∈{1,…,n}. We show that this implies that X is almost Euclidean in the following sense: Every n-dimensional subspace of X embeds into Hilbert space with distortion
22O(log*n)2^{2^{O(\log^{*}n)}}
. On the other hand, we show that there exists a normed space Y which satisfies the J–L lemma, but for every n, there exists an n-dimensional subspace E
n
⊆Y whose Euclidean distortion is at least 2Ω(α(n)), where α is the inverse Ackermann function. 相似文献
9.
Let Φ be a symmetric function, nondecreasing on [0,∞) and satisfying a Δ2 growth condition, (X
1,Y
1), (X
2,Y
2),…,(X
n
,Y
n
) be arbitrary independent random vectors such that for any given i either Y
i
=X
i
or Y
i
is independent of all the other variates. The purpose of this paper is to develop an approximation of
valid for any constants {a
ij
}1≤
i,j≤n
, {b
i
}
i
=1
n
, {c
j
}
j
=1
n
and d. Our approach relies primarily on a chain of successive extensions of Khintchin's inequality for decoupled random variables
and the result of Klass and Nowicki (1997) for non-negative bilinear forms of non-negative random variables. The decoupling
is achieved by a slight modification of a theorem of de la Pe?a and Montgomery–Smith (1995).
Received: 25 March 1997 / Revised version: 5 December 1997 相似文献
10.
刘文 《应用数学学报(英文版)》1996,12(3):328-331
ASTRONGLIMITTHEOREMFORGENERALIZEDCANTOR-LIKE RANDOM SEQUENCESLIUWEN(刘文)(DepartmentofMathematicsandPhysics,HebeiUniversityofTe... 相似文献
11.
We study the asymptotic behavior of a set of random vectors ξi, 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,..., ξm and X
nλ = 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. 相似文献
12.
ZhangYi LuTongyu 《高校应用数学学报(英文版)》2004,19(4):429-434
Let (X1,X2,…,Xn) and (Y1,Y2,…Yn) be real random vectors with the same marginal distributions,if (X1,X2,…,Xn)≤c(Y1,Y2,…Yn), it is showed in this paper that ∑i=1^n Xi≤cx∑i=1^n Yi and max1≤k≤n∑i=1^k Xi≤icx max1≤k≤n∑i=1^k Yi hold. Based on this fact,a more general comparison theorem is obtained. 相似文献
13.
A. K. Aleskeviciene 《Lithuanian Mathematical Journal》2005,45(4):359-367
Let X
1, X
2,... be independent identically distributed random variables with distribution function F, S
0 = 0, S
n
= X
1 + ⋯ + X
n
, and Sˉ
n
= max1⩽k⩽n
S
k
. We obtain large-deviation theorems for S
n
and Sˉ
n
under the condition 1 − F(x) = P{X
1 ⩾ x} = e−l(x), l(x) = x
α
L(x), α ∈ (0, 1), where L(x) is a slowly varying function as x → ∞.
__________
Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 447–456, October–December, 2005. 相似文献
14.
Summary We give a survey of known results regarding Schur-convexity of probability distribution functions. Then we prove that the
functionF(p
1,...,pn;t)=P(X1+...+Xn≤t) is Schur-concave with respect to (p
1,...,pn) for every realt, whereX
i are independent geometric random variables with parametersp
i. A generalization to negative binomial random variables is also presented. 相似文献
15.
Normal approximations for descents and inversions of permutations of the set {1,2,…,n} are well known. We consider the number of inversions of a permutation π(1),π(2),…,π(n) of a multiset with n elements, which is the number of pairs (i,j) with 1≤i<j≤n and π(i)>π(j). The number of descents is the number of i in the range 1≤i<n such that π(i)>π(i+1). We prove that, appropriately normalized, the distribution of both inversions and descents of a random permutation of
the multiset approaches the normal distribution as n→∞, provided that the permutation is equally likely to be any possible permutation of the multiset and no element occurs more
than α
n times in the multiset for a fixed α with 0<α<1. Both normal approximation theorems are proved using the size bias version of Stein’s method of auxiliary randomization
and are accompanied by error bounds.
This work was supported by a research fellowship from the Sloan Foundation. 相似文献
16.
Let {ξ
j
; j ∈ ℤ+
d
be a centered stationary Gaussian random field, where ℤ+
d
is the d-dimensional lattice of all points in d-dimensional Euclidean space ℝd, having nonnegative integer coordinates. For each j = (j
1
, ..., jd) in ℤ+
d
, we denote |j| = j
1
... j
d
and for m, n ∈ ℤ+
d
, define S(m, n] = Σ
m<j≤n
ζ
j
, σ2(|n−m|) = ES
2
(m, n], S
n
= S(0, n] and S
0
= 0. Assume that σ(|n|) can be extended to a continuous function σ(t) of t > 0, which is nondecreasing and regularly varying with exponent α at b ≥ 0 for some 0 < α < 1. Under some additional conditions, we study limsup results for increments of partial sum processes and prove as well the law of the iterated logarithm for such partial sum processes.
Research supported by NSERC Canada grants at Carleton University, Ottawa 相似文献
17.
Tobias Müller 《Combinatorica》2008,28(5):529-545
A random geometric graph G
n
is constructed by taking vertices X
1,…,X
n
∈ℝ
d
at random (i.i.d. according to some probability distribution ν with a bounded density function) and including an edge between
X
i
and X
j
if ‖X
i
-X
j
‖ < r where r = r(n) > 0. We prove a conjecture of Penrose ([14]) stating that when r=r(n) is chosen such that nr
d
= o(lnn) then the probability distribution of the clique number ω(G
n
) becomes concentrated on two consecutive integers and we show that the same holds for a number of other graph parameters
including the chromatic number χ(G
n
).
The author was partially supported by EPSRC, the Department of Statistics, Bekkerla-Bastide fonds, Dr. Hendrik Muller’s Vaderlandsch
fonds, and Prins Bernhard Cultuurfonds. 相似文献
18.
Let (X
t
, t ∈ Z) be a stationary process, and let S
n
= ∑1⩽ i⩽n
X
i
. In this paper, we consider the central limit theorem for the self-normalized sequence S
n
/U
n
, where U
n
2
= ∑1⩽j⩽N
Y
j
2
, Y
j
= ∑(j−1)m<i⩽jm
X
i
, n = mN. We show how such a self-normalization works for AR(1) and MA(q) processes.__________Published in Lietuvos Matematikos Rinkinys, Vol. 45, No. 2, pp. 173–183, April–June, 2005. 相似文献
19.
Michel Talagrand 《Israel Journal of Mathematics》1992,79(2-3):207-224
Consider a setA of symmetricn×n matricesa=(a
i,j)
i,j≤n
. Consider an independent sequence (g
i)
i≤n
of standard normal random variables, and letM=Esupa∈A|Σi,j⪯nai,jgigj|. Denote byN
2(A, α) (resp.N
t(A, α)) the smallest number of balls of radiusα for thel
2 norm ofR
n
2 (resp. the operator norm) needed to coverA. Then for a universal constantK we haveα(logN
2(A, α))1/4≤KM. This inequality is best possible. We also show that forδ≥0, there exists a constantK(δ) such thatα(logN
t≤K(δ)M.
Work partially supported by an N.S.F. grant. 相似文献
20.
For a natural number k, define an oriented site percolation on ℤ2 as follows. Let x
i
, y
j
be independent random variables with values uniformly distributed in {1, …, k}. Declare a site (i, j) ∈ℤ2
closed if x
i
= y
j
, and open otherwise. Peter Winkler conjectured some years ago that if k≥ 4 then with positive probability there is an infinite oriented path starting at the origin, all of whose sites are open.
I.e., there is an infinite path P = (i
0, j
0)(i
1, j
1) · · · such that 0 = i
0≤i
1≤· · ·, 0 = j
0≤j
1≤· · ·, and each site (i
n
, j
n
) is open. Rather surprisingly, this conjecture is still open: in fact, it is not known whether the conjecture holds for any value of k. In this note, we shall prove the weaker result that the corresponding assertion holds in the unoriented case: if k≤ 4 then the probability that there is an infinite path that starts at the origin and consists only of open sites is positive.
Furthermore, we shall show that our method can be applied to a wide variety of distributions of (x
i
) and (y
j
). Independently, Peter Winkler [14] has recently proved a variety of similar assertions by different methods.
Received: 4 March 1999 / Revised version: 27 September 1999 / Published online: 21 June 2000 相似文献