共查询到20条相似文献,搜索用时 31 毫秒
1.
Considering the positive d-dimensional lattice point Z
+
d
(d ≥ 2) with partial ordering ≤, let {X
k: k ∈ Z
+
d
} be i.i.d. random variables taking values in a real separable Hilbert space (H, ‖ · ‖) with mean zero and covariance operator Σ, and set $
S_n = \sum\limits_{k \leqslant n} {X_k }
$
S_n = \sum\limits_{k \leqslant n} {X_k }
, n ∈ Z
+
d
. Let σ
i
2, i ≥ 1, be the eigenvalues of Σ arranged in the non-increasing order and taking into account the multiplicities. Let l be the dimension of the corresponding eigenspace, and denote the largest eigenvalue of Σ by σ
2. Let logx = ln(x ∨ e), x ≥ 0. This paper studies the convergence rates for $
\sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right)
$
\sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right)
. We show that when l ≥ 2 and b > −l/2, E[‖X‖2(log ‖X‖)
d−2(log log ‖X‖)
b+4] < ∞ implies $
\begin{gathered}
\mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\
= \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}}
{2}} \Gamma (b + l/2)}}
{{\Gamma (l/2)(d - 1)!}} \hfill \\
\end{gathered}
$
\begin{gathered}
\mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\
= \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}}
{2}} \Gamma (b + l/2)}}
{{\Gamma (l/2)(d - 1)!}} \hfill \\
\end{gathered}
, where Γ(·) is the Gamma function and $
\prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/
{\vphantom {1 2}} \right.
\kern-\nulldelimiterspace} 2}} }
$
\prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/
{\vphantom {1 2}} \right.
\kern-\nulldelimiterspace} 2}} }
. 相似文献
2.
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
3.
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
4.
A mapT: X→X on a normed linear space is callednonexpansive if ‖Tx-Ty‖≤‖x-y‖∀x, y∈X. Let (Ω, Σ,P) be a probability space,
an increasing chain of σ-fields spanning Σ,X a Banach space, andT: X→X. A sequence (xn) of strongly
-measurable and stronglyP-integrable functions on Ω taking on values inX is called aT-martingale if
.
LetT: H→H be a nonexpansive mapping on a Hilbert spaceH and let (xn) be aT-martingale taking on values inH. If
then x
n
/n converges a.e.
LetT: X→X be a nonexpansive mapping on ap-uniformly smooth Banach spaceX, 1<p≤2, and let (xn) be aT-martingale (taking on values inX). If
then there exists a continuous linear functionalf∈X
* of norm 1 such that
If, in addition, the spaceX is strictly convex, x
n
/n converges weakly; and if the norm ofX
* is Fréchet differentiable (away from zero), x
n
/n converges strongly.
This work was supported by National Science Foundation Grant MCS-82-02093 相似文献
5.
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
6.
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
7.
Let X, X1 , X2 , . . . be i.i.d. random variables, and set Sn = X1 +···+Xn , Mn = maxk≤n |Sk|, n ≥1. Let an = o( (n)(1/2)/logn). By using the strong approximation, we prove that, if EX = 0, VarX = σ2 0 and E|X| 2+ε ∞ for some ε 0, then for any r 1, lim ε1/(r-1)(1/2) [ε-2-(r-1)]∞∑n=1 nr-2 P{Mn ≤εσ (π2n/(8log n))(1/2) + an } = 4/π . We also show that the widest a n is o( n(1/2)/logn). 相似文献
8.
Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes 总被引:1,自引:0,他引:1
Yun Xia LI Li Xin ZHANG 《数学学报(英文版)》2006,22(1):143-156
In this paper, we discuss the moving-average process Xk = ∑i=-∞ ^∞ ai+kεi, where {εi;-∞ 〈 i 〈 ∞} is a doubly infinite sequence of identically distributed ψ-mixing or negatively associated random variables with mean zeros and finite variances, {ai;-∞ 〈 i 〈 -∞) is an absolutely solutely summable sequence of real numbers. 相似文献
9.
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
10.
Piotr Niemiec 《Rendiconti del Circolo Matematico di Palermo》2008,57(3):391-399
The aim of the paper is to prove that every f ∈ L
1([0,1]) is of the form f = , where j
n,k
is the characteristic function of the interval [k- 1 / 2
n
, k / 2
n
) and Σ
n=0∞Σ
k=12n
|a
n,k
| is arbitrarily close to ||f|| (Theorem 2). It is also shown that if μ is any probabilistic Borel measure on [0,1], then for any ɛ > 0 there exists a sequence (b
n,k
)
n≧0
k=1,...,2n
of real numbers such that and for each Lipschitz function g: [0,1] → ℝ (Theorem 3).
相似文献
11.
Precise asymptotics in the Baum-Katz and davis law of large numbers for positively associated sequences 总被引:6,自引:1,他引:5
§ 1 Introduction and resultsL et { X,Xi;i≥ 1} be a sequence of i.i.d.random variables,and set Sn= ni=1 Xi,n≥1.Hsu and Robbins[1 ] introduced the conceptof complete convergence.They together withErdos[2 ] proved n≥ 1 P(|Sn|≥εn) <∞ ,ε>0 (1)if and only if EX=0 and EX2 <∞ .L ater,Spitzer[3] proved n≥ 11n P(|Sn|≥εn) <∞ ,ε>0if and only if EX =0 and E|X|<∞ .More generally,it was shown by Baum and Katz[4 ]that,for 0
0 (… 相似文献
12.
Zamira Abdikalikova Ryskul Oinarov Lars-Erik Persson 《Czechoslovak Mathematical Journal》2011,61(1):7-26
We consider a new Sobolev type function space called the space with multiweighted derivatives $
W_{p,\bar \alpha }^n
$
W_{p,\bar \alpha }^n
, where $
\bar \alpha
$
\bar \alpha
= (α
0, α
1,…, α
n
), α
i
∈ ℝ, i = 0, 1,…, n, and $
\left\| f \right\|W_{p,\bar \alpha }^n = \left\| {D_{\bar \alpha }^n f} \right\|_p + \sum\limits_{i = 0}^{n - 1} {\left| {D_{\bar \alpha }^i f(1)} \right|}
$
\left\| f \right\|W_{p,\bar \alpha }^n = \left\| {D_{\bar \alpha }^n f} \right\|_p + \sum\limits_{i = 0}^{n - 1} {\left| {D_{\bar \alpha }^i f(1)} \right|}
,
$
D_{\bar \alpha }^0 f(t) = t^{\alpha _0 } f(t),D_{\bar \alpha }^i f(t) = t^{\alpha _i } \frac{d}
{{dt}}D_{\bar \alpha }^{i - 1} f(t),i = 1,2,...,n
$
D_{\bar \alpha }^0 f(t) = t^{\alpha _0 } f(t),D_{\bar \alpha }^i f(t) = t^{\alpha _i } \frac{d}
{{dt}}D_{\bar \alpha }^{i - 1} f(t),i = 1,2,...,n
相似文献
13.
De Li LI Andrew ROSALSKY Andrei VOLODIN 《数学学报(英文版)》2007,23(4):599-612
For a sequence of i.i.d. Banach space-valued random variables {Xn; n ≥ 1} and a sequence of positive constants {an; n ≥ 1}, the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm is investigated. Sets of conditions are provided under which
(i) lim sup n→∞ ||Sn||/an〈∞ a.s.and
∞ ∑n=1(1/n)P(||Sn||/an ≥ε〈∞for all ε 〉 λ for some constant λ ∈ [0, ∞) are equivalent;
(ii) For all constants λ ∈ [0, ∞),
lim sup ||Sn||/an =λ a.s.and ^∞∑ n=1(1/n) P(||Sn||/an ≥ε){〈∞, if ε〉λ =∞,if ε〈λare equivalent. In general, no geometric conditions are imposed on the underlying Banach space. Corollaries are presented and new results are obtained even in the case of real-valued random variables. 相似文献
14.
Let {X n : n ?? 1} be a strictly stationary sequence of positively associated random variables with mean zero and finite variance. Set $S_n = \sum\limits_{k = 1}^n {X_k }$ , $Mn = \mathop {\max }\limits_{k \leqslant n} \left| {S_k } \right|$ , n ?? 1. Suppose that $0 < \sigma ^2 = EX_1^2 + 2\sum\limits_{k = 2}^\infty {EX_1 X_k < \infty }$ . In this paper, we prove that if E|X 1|2+?? < for some ?? ?? (0, 1], and $\sum\limits_{j = n + 1}^\infty {Cov\left( {X_1 ,X_j } \right) = O\left( {n^{ - \alpha } } \right)}$ for some ?? > 1, then for any b > ?1/2 $$\mathop {\lim }\limits_{\varepsilon \searrow 0} \varepsilon ^{2b + 1} \sum\limits_{n = 1}^\infty {\frac{{(\log \log n)^{b - 1/2} }} {{n^{3/2} \log n}}} E\left\{ {M_n - \sigma \varepsilon \sqrt {2n\log \log n} } \right\}_ + = \frac{{2^{ - 1/2 - b} E\left| N \right|^{2(b + 1)} }} {{(b + 1)(2b + 1)}}\sum\limits_{k = 0}^\infty {\frac{{( - 1)^k }} {{(2k + 1)^{2(b + 1)} }}}$$ and $$\mathop {\lim }\limits_{\varepsilon \nearrow \infty } \varepsilon ^{ - 2(b + 1)} \sum\limits_{n = 1}^\infty {\frac{{(\log \log n)^b }} {{n^{3/2} \log n}}E\left\{ {\sigma \varepsilon \sqrt {\frac{{\pi ^2 n}} {{8\log \log n}}} - M_n } \right\}} _ + = \frac{{\Gamma (b + 1/2)}} {{\sqrt 2 (b + 1)}}\sum\limits_{k = 0}^\infty {\frac{{( - 1)^k }} {{(2k + 1)^{2b + 2} }}} ,$$ where x + = max{x, 0}, N is a standard normal random variable, and ??(·) is a Gamma function. 相似文献
15.
V. A. Kofanov 《Ukrainian Mathematical Journal》2008,60(10):1557-1573
We obtain a new sharp inequality for the local norms of functions x ∈ L
∞, ∞
r
(R), namely,
16.
Suppose that X is a complex Banach space with the norm ‖·‖ and n is a positive integer with dim X ⩾ n ⩾ 2. In this paper, we consider the generalized Roper-Suffridge extension operator $
\Phi _{n,\beta _2 ,\gamma _2 , \ldots ,\beta _{n + 1} ,\gamma _{n + 1} } (f)
$
\Phi _{n,\beta _2 ,\gamma _2 , \ldots ,\beta _{n + 1} ,\gamma _{n + 1} } (f)
on the domain $
\Omega _{p_1 ,p_2 , \ldots ,p_{n + 1} }
$
\Omega _{p_1 ,p_2 , \ldots ,p_{n + 1} }
defined by
|