共查询到20条相似文献,搜索用时 109 毫秒
1.
Li Xin Zhang 《数学学报(英文版)》2008,24(4):631-646
Let X, X1, X2,... be i.i.d, random variables with mean zero and positive, finite variance σ^2, and set Sn = X1 +... + Xn, n≥1. The author proves that, if EX^2I{|X|≥t} = 0((log log t)^-1) as t→∞, then for any a〉-1 and b〉 -1,lim ε↑1/√1+a(1/√1+a-ε)b+1 ∑n=1^∞(logn)^a(loglogn)^b/nP{max κ≤n|Sκ|≤√σ^2π^2n/8loglogn(ε+an)}=4/π(1/2(1+a)^3/2)^b+1 Г(b+1),whenever an = o(1/log log n). The author obtains the sufficient and necessary conditions for this kind of results to hold. 相似文献
2.
Wen heng Wang 《数学学报(英文版)》2002,18(4):727-736
Let {W(t); t≥ 0} be a standard Wiener process and S be the Strassen set of functions. We investigate the exact rates of convergence to zero (as T→∞) of the variables $ \sup _{{0 \leqslant t \leqslant T - \alpha _{T} }} \inf _{{f \in S}} \sup _{{0 \leqslant x \leqslant 1}} {\left| {Y_{{t,T}} {\left( x \right)} - f{\left( x \right)}} \right|} Let {W(t); t≥ 0} be a standard Wiener process and S be the Strassen set of functions. We investigate the exact rates of convergence to zero (as T→∞) of the variables sup0≤
t
≤
T
−
aT
inf
f∈S
sup0≤
x
≤1|Y
t,T
(x) −f(x)| and inf0≤
t
≤
T−aT
sup0≤
x
≤1|Y
t,T
(x−f(x)| for any given f∈S, where Y
t,T
(x) = (W(t+xa
T
) −W(t)) (2a
T
(log Ta
T
−1 + log log T))−1/2.
We establish a relation between how small the increments are and the functional limit results of Cs?rg{\H o}-Révész increments
for a Wiener process. Similar results for partial sums of i.i.d. random variables are also given.
Received September 10, 1999, Accepted June 1, 2000 相似文献
3.
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
4.
Let X,X
n
;n1 be a sequence of real-valued i.i.d. random variables with E(X)=0. Assume B(u) is positive, strictly increasing and regularly-varying at infinity with index 1/2<1. Set b
n
=B(n),n1. If
and
for some [0,), then it is shown that
and
for every real triangular array (a
n,k
;1kn,n1) and every array of bounded real-valued i.i.d. random variables W,W
n,k
;1kn,n1`` independent of {X,X
n
;n1}, where (W)=(E(W–E(W))2)1/2. An analogous law of the iterated logarithm for the unweighted sums
n
k=1
X
k
;n1} is also given, along with some illustrative examples. 相似文献
5.
Yuexu Zhao 《Bulletin of the Brazilian Mathematical Society》2006,37(3):377-391
Let X1, X2, ... be i.i.d. random variables with EX1 = 0 and positive, finite variance σ2, and set Sn = X1 + ... + Xn. For any α > −1, β > −1/2 and for κn(ε) a function of ε and n such that κn(ε) log log n → λ as n ↑ ∞ and
, we prove that
*Supported by the Natural Science Foundation of Department of Education of Zhejiang Province (Grant No. 20060237 and 20050494). 相似文献
6.
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
7.
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
8.
Let{Xn;n≥1}be a sequence of i.i.d, random variables with finite variance,Q(n)be the related R/S statistics. It is proved that lim ε↓0 ε^2 ∑n=1 ^8 n log n/1 P{Q(n)≥ε√2n log log n}=2/1 EY^2,where Y=sup0≤t≤1B(t)-inf0≤t≤sB(t),and B(t) is a Brownian bridge. 相似文献
9.
Abstract
Let Λ = {λ
k
} be an infinite increasing sequence of positive integers with λ
k
→∞. Let X = {X(t), t ∈? R
N
} be a multi-parameter fractional Brownian motion of index α(0 < α < 1) in R
d
. Subject to certain hypotheses, we prove that if N < αd, then there exist positive finite constants K
1 and K
2 such that, with unit probability,
if and only if there exists γ > 0 such that
where ϕ(s) = s
N/α
(log log 1/s)
N/(2α), ϕ-p
Λ(E) is the Packing-type measure of E,X([0, 1])
N
is the image and GrX([0, 1]
N
) = {(t,X(t)); ∈? [0, 1]
N
} is the graph of X, respectively. We also establish liminf type laws of the iterated logarithm for the sojourn measure of X.
Supported by the National Natural Science Foundation of China (No.10471148), Sci-tech Innovation Item for Excellent Young
and Middle-Aged University Teachers and Major Item of Educational Department of Hubei (No.2003A005) 相似文献
10.
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
11.
De-xiang Ma Wei-gao Ge Xue-gang Chen 《应用数学学报(英文版)》2005,21(4):661-670
In this paper, we obtain positive solution to the following multi-point singular boundary value problem with p-Laplacian operator,{( φp(u'))'+q(t)f(t,u,u')=0,0〈t〈1,u(0)=∑i=1^nαiu(ξi),u'(1)=∑i=1^nβiu'(ξi),whereφp(s)=|s|^p-2s,p≥2;ξi∈(0,1)(i=1,2,…,n),0≤αi,βi〈1(i=1,2,…n),0≤∑i=1^nαi,∑i=1^nβi〈1,and q(t) may be singular at t=0,1,f(t,u,u')may be singular at u'=0 相似文献
12.
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
13.
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
14.
For the Dirichlet series F(s) = ?n = 1¥ anexp{ sln } F(s) = \sum\nolimits_{n = 1}^\infty {{a_n}\exp \left\{ {s{\lambda_n}} \right\}} with abscissa of absolute convergence σ
a
=0, we establish conditions for (λ
n
) and (a
n
) under which lnM( s, F ) = TR( 1 + o(1) )exp{ rR