Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables

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〈∞.     

The Asymptotics of the Two-Dimensional Wave Equation for a General Multi-Connected Vibrating Membrane with Piecewise Smooth Robin Boundary Conditions

The asymptotic expansion for small |t| of the trace of the wave kernel ∧↑μ(t) =∑v=1^∞exp(-it μv^1/2), where i= √-1 and {μv}v=1^∞ are the eigenvalues of the negative Laplacian -△=-∑β=1^2(δ/δx^β)^2 in the (x^1, x^2)-plane, is studied for a multi-connected vibrating membrane Ω in R^2 surrounded by simply connected bounded domains Ωj with smooth boundaries δΩj(j=1,...,n), where a finite number of piecewise smooth Robin boundary conditions on the piecewise smooth components Гi(i=1 κj-1,...,κj) of the boundaries δΩj are considered, such that δΩj=∪i=1 κj-1^κj Гi and κ0=0. The basic problem is to extract information on the geometry of Ω using the wave equation approach. Some geometric quantities of Ω (e.g. the area of Ω, the total lengths of its boundary, the curvature of its boundary, the number of the holes of Ω, etc.) are determined from the asymptotic expansion of the trace of the wave kernel ∧↑μ(t) for small |t|.     

On the Similarity of Analytic Matrix Functions

Consider a domain , and two analytic matrix-valued functions functions . Consider also points and positive integers n ₁, n ₂, . . . , n _N . We are interested in the existence of an analytic function such that X(ω) is invertible, and G(ω) coincides with X(ω)F(ω)X(ω)⁻¹ up to order n _j at the point ω _j . We will see that such a function exists provided that F(ω _j ),G(ω _j ) have cyclic vectors, and the characteristic polynomials of F,G coincide up to order n _j at ω _j . This allows one to give a short proof to a result of Huang, Marcantognini and Young concerning spectral interpolation in the unit disk. The author was partially supported by a grant from the National Science Foundation. Received: September 8, 2006. Accepted: January 11, 2007.     

Invariant Subspaces for Banach Space Operators with a Multiply Connected Spectrum

We consider a multiply connected domain where denotes the unit disk and denotes the closed disk centered at with radius r _j for j = 1, . . . , n. We show that if T is a bounded linear operator on a Banach space X whose spectrum contains ∂Ω and does not contain the points λ₁, λ₂, . . . , λ _n , and the operators T and r _j (T − λ _j I)⁻¹ are polynomially bounded, then there exists a nontrivial common invariant subspace for T ^* and (T − λ _j I)^*-1.     

Fourier and Hermite series estimates of regression functions

Summary In the paper we estimate a regressionm(x)=E {Y|X=x} from a sequence of independent observations (X ₁,Y ₁),…, (X _n, Y_n) of a pair (X, Y) of random variables. We examine an estimate of a type , whereN depends onn andϕ _N is Dirichlet kernel and the kernel associated with the hermite series. Assuming, that E|Y|<∞ and |Y|≦γ≦∞, we give condition for to converge tom(x) at almost allx, provided thatX has a density. if the regression hass derivatives, then converges tom(x) as rapidly asO(nC^{−(2s−1)/4s}) in probability andO(n ^{−(2s−1)/4s} logn) almost completely.     

Asymptotic normality and efficiency of a weighted correlogram

For a process X(t)=Σ _j=1 ^M g _j (t)ξ _j (), where g_j(t) are nonrandom given functions, is a stationary vector-valued Gaussian process, Eξ_k(t) = 0, and Eξ_k(0) Eξ_l(τ) = r _kl(τ), we construct an estimate for the functions r _kl(τ) on the basis of observations X(t), t ∈ [0, T]. We establish conditions for the asymptotic normality of as T → ∞. We consider the problem of the optimal choice of parameters of the estimate depending on observations. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 7, pp. 937–947, July, 1998.     

The precise asymptotics of the complete convergence for moving average processes of <Emphasis Type="Italic">m</Emphasis>-dependent <Emphasis Type="Italic">B</Emphasis>-valued elements

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}.     

Precise asymptotics in Chung’s law of the iterated logarithm

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.     

The 3D Inverse Problem of the Wave Equation for a General Multi-connected Vibrating Membrane with a Finite Number of Piecewise Smooth Boundary Conditions

The trace of the wave kernel μ（t） =∑ω=1^∞ exp（-itEω^1/2）, where {Eω}ω^∞=1 are the eigenvalues of the negative Laplacian -△↓2 = -∑k^3=1 （δ/δxk）^2 in the （x^1, x^2, x^3）-space, is studied for a variety of bounded domains, where -∞ 〈 t 〈 ∞ and i= √-1. The dependence of μ （t） on the connectivity of bounded domains and the Dirichlet, Neumann and Robin boundary conditions are analyzed. Particular attention is given for a multi-connected vibrating membrane Ω in Ra surrounded by simply connected bounded domains Ω j with smooth bounding surfaces S j （j = 1,……, n）, where a finite number of piecewise smooth Dirichlet, Neumann and Robin boundary conditions on the piecewise smooth components Si^＊ （i = 1 ＋ kj-1,……, kj） of the bounding surfaces S j are considered, such that S j = Ui-1＋kj-1^kj Si^＊, where k0=0. The basic problem is to extract information on the geometry Ω by using the wave equation approach from a complete knowledge of its eigenvalues. Some geometrical quantities of Ω （e.g. the volume, the surface area, the mean curvuture and the Gaussian curvature） are determined from the asymptotic expansion ofexpansion of μ（t） for small │t│.     

Packing-type Measures of the Sample Paths of Fractional Brownian Motion

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,

A general result on precise asymptotics for linear processes of positively associated sequences

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}.     

Precise asymptotics in self-normalized sums of iterated logarithm for multidimensionally indexed random variables

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.     

Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces

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 ∑.     

A generalization of the rogosinski-rogosinski theorem

We establish necessary and sufficient conditions for numerical functions αj(x), j ∈ N, x ∈ X, under which the conditions K(f _j ⊂ K(f ₁) ∀j≥2 and yield The functions fj(x) are uniformly bounded on the set X and take values in a boundedly compact space L, and K(fj) is the kernel of the function fj. The well-known Rogosinski-Rogosinski theorem follows from the proved statements in the case where X = N, α _j (x) ≡ α_j, and the space L is the m-dimensional Euclidean space.     

Non-commutative Clarkson Inequalities for n-Tuples of Operators

Let A ₀, ... , A _n−1 be operators on a separable complex Hilbert space , and let α₀,..., α _n−1 be positive real numbers such that 1. We prove that for every unitarily invariant norm,

Convex mappings on some Reinhardt domains

In this paper, we consider the following Reinhardt domains. Let M = （M1, M2,..., Mn） ： [0,1] → [0,1]^n be a C2-function and Mj（0） = 0, Mj（1） = 1, Mj″ 〉 0, C1jr^pj-1 〈 Mj′（r） 〈 C2jr^pj-1, r∈ （0, 1）, pj 〉 2, 1 ≤ j ≤ n, 0 〈 C1j 〈 C2j be constants. Define
DM={z=（z1,z2,…,Zn）^T∈C^n：n∑j=1 Mj（｜zj｜）〈1}
Then DM C^n is a convex Reinhardt domain. We give an extension theorem for a normalized biholomorphic convex mapping f ： DM -→ C^n.     

Extremum problems for Golubev sums

Suppose thatG is a finitely connected domain with rectifiable boundary γ, ∞εG, the domainsD ₁,...,D _s are the complements ofG, the subsetsF _j ⊂D _j are infinite and compact,n _j ≥1,j=1,...,s, are integers, λ₀ is a complex-valued measure on γ, and

On the strong law of large numbers and additive functions

Let f(n) be a strongly additive complex-valued arithmetic function. Under mild conditions on f, we prove the following weighted strong law of large numbers: if X,X ₁,X ₂, … is any sequence of integrable i.i.d. random variables, then

On the rates of the other law of the logarithm

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).