共查询到20条相似文献,搜索用时 250 毫秒
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Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables 总被引:1,自引:0,他引:1
Ye JIANG Li Xin ZHANG 《数学学报(英文版)》2006,22(3):781-792
Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1+X2+…+Xn,Mn=max k≤n│Sk│,n≥1.Let an=O(1/loglogn).In this paper,we prove that,for b〉-1,lim ε→0 →^2(b+1)∑n=1^∞ (loglogn)^b/nlogn n^1/2 E{Mn-σ(ε+an)√2nloglogn}+σ2^-b/(b+1)(2b+3)E│N│^2b+3∑k=0^∞ (-1)k/(2k+1)^2b+3 holds if and only if EX=0 and EX^2=σ^2〈∞. 相似文献
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引入一个新常数μ,它是调和级数与1nn,欧拉常数γ、1/2n之差的尾项的级数和.由于新常数μ和欧拉常数γ都同调和级数与Inn之差有关,因此可再定义一个新常数θ=1+γ+2μ,它和圆周率π、自然对数的底e之间可组成公式π=1/2e^*. 相似文献
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负相依样本平滑移动过程的完全收敛性 总被引:2,自引:0,他引:2
设{Yi;-∞<i<∞}为一负相伴的同分布随机变量序列,{ai;-∞<i<∞}为绝对可和的实数序列。本文在适当的条件下。证明了平滑移动过程{∑k=1^n∑i=-∞^∞ai kYi/n^1/t;n≥1}的完全收敛性。 相似文献
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Wel Dong LIU Zheng Yan LIN 《数学学报(英文版)》2008,24(1):59-74
Let {X, X1, X2,...} be a strictly stationaryφ-mixing sequence which satisfies EX = 0,EX^2(log2{X})^2〈∞and φ(n)=O(1/log n)^Tfor some T〉2.Let Sn=∑k=1^nXk and an=O(√n/(log2n)^γ for some γ〉1/2.We prove that limε→√2√ε^2-2∑n=3^∞1/nP(|Sn|≥ε√ESn^2log2n+an)=√2.The results of Gut and Spataru (2000) are special cases of ours. 相似文献
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设{Y,Yi,-∞<i<∞}为一负相伴同分布随机变量序列,{ai,-∞<i<∞}绝对可和的实数序列,本文在适当的条件下,证明了平滑移动过程{∑k=1^n∑i=-∞^∞ai k Yi/n^1/t,n≥1}的完全收敛性.所得的结果改进了[1]中的定理1. 相似文献
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Let {εt;t ∈ Z} be a sequence of m-dependent B-valued random elements with mean zeros and finite second moment. {a3;j ∈ Z} is a sequence of real numbers satisfying ∑j=-∞^∞|aj| 〈 ∞. Define a moving average process Xt = ∑j=-∞^∞aj+tEj,t ≥ 1, and Sn = ∑t=1^n Xt,n ≥ 1. In this article, by using the weak convergence theorem of { Sn/√ n _〉 1}, we study the precise asymptotics of the complete convergence for the sequence {Xt; t ∈ N}. 相似文献
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整体退火遗传算法的几乎处处强收敛性 总被引:4,自引:0,他引:4
本文通过鞍论来分析整体退火遗传算法收敛的特性,得出整体退火遗传算法几乎处处强收敛的条件∑n=1^∞e^-δ,Tn< ∞,并且给出其收敛率0(1/N N0 (2-Cn^-^N0-mn^-^N0)e^(△-d)/Tm)。 相似文献
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Michel WEBER 《数学学报(英文版)》2006,22(2):377-382
Let D be an increasing sequence of positive integers, and consider the divisor functions:
d(n, D) =∑d|n,d∈D,d≤√n1, d2(n,D)=∑[d,δ]|n,d,δ∈D,[d,δ]≤√n1,
where [d,δ]=1.c.m.(d,δ). A probabilistic argument is introduced to evaluate the series ∑n=1^∞and(n,D) and ∑n=1^∞and2(n,D). 相似文献
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A general result on precise asymptotics for linear processes of positively associated sequences 总被引:2,自引:0,他引:2
Let {εt; t ∈ Z^+} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2+1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^+} is a sequence of real numbers satisfying ∑j=0^∞|aj|〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E|ε1|^2+δ′〈 for some δ′〉0 and μ(n)=O(n^-ρ) for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}. 相似文献
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Complete moment and integral convergence for sums of negatively associated random variables 总被引:2,自引:0,他引:2
For a sequence of identically distributed negatively associated random variables {Xn; n ≥ 1} with partial sums Sn = ∑i=1^n Xi, n ≥ 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form ∑n≥n0 n^r-2-1/pq anE(max1≤k≤n|Sk|^1/q-∈bn^1/qp)^+〈∞to hold where r 〉 1, q 〉 0 and either n0 = 1,0 〈 p 〈 2, an = 1,bn = n or n0 = 3,p = 2, an = 1 (log n) ^1/2q, bn=n log n. These results extend results of Chow and of Li and Spataru from the indepen- dent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence. 相似文献
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杨长森 《数学物理学报(B辑英文版)》2003,23(3)
Let X be a Banach space and {e_j}_(j=1)~∞ be a sequence in X. The author showsthat {e_j}_(j=1)~∞ is a basic sequence if and only if ∑_(n=1)~∞, r_nα_(nj) converges for every j≥1 and∑_(n=1)~∞ r_n ∑_(j=1)~∞, α_(nj)e_j=∑_(j=1)~∞,(∑_(n=1)~∞ r_nα_(nj))e_j holds for every choice of scalar variables{α_(nj)} such that ∑_(j=1)~∞ α_(nj)e_j converges for each n≥1 and any choice of scalar variables{r_n} such that ∑_(n=1)~∞ ∑_(j=1)~∞, r_nα_(nj)e_j converges. Moreover, some applications about theresult are given. 相似文献
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利用stirling公式和阿拉伯判别法可证级数∑n=0^∞(2n)!/(n!)^2(1/2)^2发散,但其相应的交错级数条件收敛. 相似文献
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Let (X, Xn; n ≥1) be a sequence of i.i.d, random variables taking values in a real separable Hilbert space (H, ||·||) with covariance operator ∑. Set Sn = X1 + X2 + ... + Xn, n≥ 1. We prove that, for b 〉 -1,
lim ε→0 ε^2(b+1) ∞ ∑n=1 (logn)^b/n^3/2 E{||Sn||-σε√nlogn}=σ^-2(b+1)/(2b+3)(b+1) B||Y|^2b+3
holds if EX=0,and E||X||^2(log||x||)^3bv(b+4)〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑. 相似文献
lim ε→0 ε^2(b+1) ∞ ∑n=1 (logn)^b/n^3/2 E{||Sn||-σε√nlogn}=σ^-2(b+1)/(2b+3)(b+1) B||Y|^2b+3
holds if EX=0,and E||X||^2(log||x||)^3bv(b+4)〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑. 相似文献
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Yu Can ZHU 《数学学报(英文版)》2007,23(9):1707-1718
In this paper, we introduce the concepts of q-Besselian frame and (p, σ)-near Riesz basis in a Banach space, where a is a finite subset of positive integers and 1/p+1/q = 1 with p 〉 1, q 〉 1, and determine the relations among q-frame, p-Riesz basis, q-Besselian frame and (p, σ)-near Riesz basis in a Banach space. We also give some sufficient and necessary conditions on a q-Besselian frame for a Banach space. In particular, we prove reconstruction formulas for Banach spaces X and X^* that if {xn}n=1^∞ C X is a q-Besselian frame for X, then there exists a p-Besselian frame {y&*}n=1^∞ belong to X^* for X^* such that x = ∑n=1^∞ yn^*(x)xn for all x ∈ X, and x^* =∑n=1^∞ x^*(xn)yn^* for all x^* ∈ X^*. Lastly, we consider the stability of a q-Besselian frame for the Banach space X under perturbation. Some results of J. R. Holub, P. G. Casazza, O. Christensen and others in Hilbert spaces are extended to Banach spaces. 相似文献
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Zheng Yan LIN Sung Chul LEE 《数学学报(英文版)》2006,22(2):535-544
Let {Xn,n ≥ 0} be an AR(1) process. Let Q(n) be the rescaled range statistic, or the R/S statistic for {Xn} which is given by (max1≤k≤n(∑j=1^k(Xj - ^-Xn)) - min 1≤k≤n(∑j=1^k( Xj - ^Xn ))) /(n ^-1∑j=1^n(Xj -^-Xn)^2)^1/2 where ^-Xn = n^-1 ∑j=1^nXj. In this paper we show a law of iterated logarithm for rescaled range statistics Q(n) for AR(1) model. 相似文献
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i=n∑n ai+bi/1〈c(c为常数)型的数列不等式的推导,可以使用数学归纳法来证明,但在实际解决中,有时难以实现从n=k到n-k+1的过渡;也可以考虑将原命题强化为i=n∑n ai+bi/1〈c-f(n)/1(其中f(n)与n有关,且f(n)〉O)的形式。 相似文献
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Let {A, B} and {C, D} be diagonalizable pairs of order n, i.e., there exist invertible matrices P, Q and X, Ysuchthat A = P∧Q, B = PΩQ, C =XГY, D= X△Y, where
∧ = diag(α1, α2, …, αn), Ω= diag(βl, β2, …βn),
Г=diag(γ1,γ2,…,γn), △=diag(δl,δ2,…,δn).
Let ρ((α,β), (γ,δ))=|αδ-βγ|/√|α|^2+|β|^2√|γ|^2+|δ|^2.In this paper, it will be proved that there is a permutation τ of {1,2,... ,n} such that
n∑i=1[ρ((αi,βi),(γτ(i),δτ(i)))]^2≤n[1-1/κ^2(Y)κ^2(Q)(1-d2F(Z,W)/n)],
where κ(Y) = ||Y||2||Y^-1||2,Z= (A,B),W= (C, D) and dF(Z,W) = 1/√2||Pz* -Pw*||F. 相似文献
∧ = diag(α1, α2, …, αn), Ω= diag(βl, β2, …βn),
Г=diag(γ1,γ2,…,γn), △=diag(δl,δ2,…,δn).
Let ρ((α,β), (γ,δ))=|αδ-βγ|/√|α|^2+|β|^2√|γ|^2+|δ|^2.In this paper, it will be proved that there is a permutation τ of {1,2,... ,n} such that
n∑i=1[ρ((αi,βi),(γτ(i),δτ(i)))]^2≤n[1-1/κ^2(Y)κ^2(Q)(1-d2F(Z,W)/n)],
where κ(Y) = ||Y||2||Y^-1||2,Z= (A,B),W= (C, D) and dF(Z,W) = 1/√2||Pz* -Pw*||F. 相似文献