共查询到20条相似文献,搜索用时 250 毫秒
1.
Robert Chen 《Journal of multivariate analysis》1978,8(2):328-333
Let {Xn}n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let Sn = Σj=1nXj and . In this paper, we prove that (1) lim?→0+?α(r?1)E{N∞(r, t, ?)} = K(r, t) if E(X1) = 0, Var(X1) = 1, and E(| X1 |t) < ∞, where 2 ≤ t < 2r ≤ 2t, , and ; (2) if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(|X1|t) < ∞, where G(t, ?) = E{N∞(t, t, ?)} = Σn=1∞nt?2P{| Sn | > ?n} → ∞ as ? → 0+ and , i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(| X1 |t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution. 相似文献
2.
Derek W Robinson 《Journal of Functional Analysis》1977,24(3):280-290
Let U, V be two strongly continuous one-parameter groups of bounded operators on a Banach space with corresponding infinitesimal generators S, T. We prove the following: ∥Ut, ? Vt ∥ = O(t), t → 0, if and only if U = V; ∥Ut ? Vt∥ = O(tα), t → 0; with 0 ? α ? 1, if and only if , where Ω, P, are bounded operators on such that if and only if has a bounded extension to 1. Further results of this nature are inferred for semigroups, reflexive spaces, Hilbert spaces, and von Neumann algebras. 相似文献
3.
Allan R Sampson 《Journal of multivariate analysis》1983,13(2):375-381
Let X1, …, Xp have p.d.f. g(x12 + … + xp2). It is shown that (a) X1, …, Xp are positively lower orthant dependent or positively upper orthant dependent if, and only if, X1,…, Xp are i.i.d. N(0, σ2); and (b) the p.d.f. of |X1|,…, |Xp| is TP2 in pairs if, and only if, In g(u) is convex. Let X1, X2 have p.d.f. . Necessary and sufficient conditions are given for f(x1, x2) to be TP2 for fixed correlation ?. It is shown that if f is TP2 for all ? >0. then (X1, X2)′ ~ N(0, Σ). Related positive dependence results and applications are also considered. 相似文献
4.
Thomas G. Kurtz 《Stochastic Processes and their Applications》1978,6(3):223-240
A variety of continuous parameter Markov chains arising in applied probability (e.g. epidemic and chemical reaction models) can be obtained as solutions of equations of the form where , the Y1 are independent Poisson processes, and N is a parameter with a natural interpretation (e.g. total population size or volume of a reacting solution).The corresponding deterministic model, satisfies Under very general conditions limN→∞XN(t)=X(t) a.s. The process XN(t) is compared to the diffusion processes given by and Under conditions satisfied by most of the applied probability models, it is shown that XN,ZN and V can be constructed on the same sample space in such a way that and 相似文献
5.
P. Révész 《Stochastic Processes and their Applications》1983,15(2):169-179
Let U1, U2,… be a sequence of independent, uniform (0, 1) r.v.'s and let R1, R2,… be the lengths of increasing runs of {Ui}, i.e., X1=R1=inf{i:Ui+1<Ui},…, Xn=R1+R2+?+Rn=inf{i:i>Xn?1,Ui+1<Ui}. The first theorem states that the sequence can be approximated by a Wiener process in strong sense.Let τ(n) be the largest integer for which R1+R2+?+Rτ(n)?n, and . Here Mn is the length of the longest increasing block. A strong theorem is given to characterize the limit behaviour of Mn.The limit distribution of the lengths of increasing runs is our third problem. 相似文献
6.
The Fréchet distance between two multivariate normal distributions having means μX, μY and covariance matrices ΣX, ΣY is shown to be given by . The quantity d0 given by is a natural metric on the space of real covariance matrices of given order. 相似文献
7.
Georg Neuhaus 《Journal of multivariate analysis》1980,10(1):19-25
Let X be a Gaussian rv with values in a separable Hilbert space H having a covariance operator R of the form , where L0, A are linear operators on H. A method is given for computing in terms of and A the distribution of |X|2, |·| being the norm in H. The result is applied to the evaluation of the asymptotic distribution of Cramér-von Mises statistics when parameters are present. L0 corresponds to the case where the true underlying parameter is known and A represents the effect of estimating the unknown parameter. 相似文献
8.
K.B. Athreya 《Statistics & probability letters》1983,1(3):147-150
Let X1, X2, X3, … be i.i.d. r.v. with E|X1| < ∞, E X1 = μ. Given a realization X = (X1,X2,…) and integers n and m, construct Yn,i, i = 1, 2, …, m as i.i.d. r.v. with conditional distribution for 1 ? j ? n. ( denotes conditional distribution given X). Conditions relating the growth rate of m with n and the moments of X1 are given to ensure the almost sure convergence of toμ. This equation is of some relevance in the theory of Bootstrap as developed by Efron (1979) and Bickel and Freedman (1981). 相似文献
9.
B.G. Pittel 《Stochastic Processes and their Applications》1980,10(1):33-48
Let X1,X2,… be i.i.d. random variables with a continuous distribution function. Let R0=0, Rk=min{j>Rk?1, such that Xj>Xj+1}, k?1. We prove that all finite-dimensional distributions of a process , converge to those of the standard Brownian motion. 相似文献
10.
L.R. Haff 《Journal of multivariate analysis》1977,7(3):374-385
Let Sp×p ~ Wishart (Σ, k), Σ unknown, k > p + 1. Minimax estimators of Σ?1 are given for L1, an Empirical Bayes loss function; and L2, a standard loss function (Ri ≡ E(Li ∣ Σ), i = 1, 2). The estimators are , a, b ≥ 0, r(·) a functional on . Stein, Efron, and Morris studied the special cases and , for certain, a, b. From their work , a = k ? p ? 1, b = p2 + p ? 2; whereas, we prove . The reversal is surprising because a.e. (for a particular L2). Assume (compact) ? , the set of p × p p.s.d. matrices. A “divergence theorem” on functions Fp×p : → implies identities for Ri, i = 1, 2. Then, conditions are given for , i = 1, 2. Most of our results concern estimators with r(S) = t(U)/tr(S), U = p ∣S∣1/p/tr(S). 相似文献
11.
Let {} denote the N-parameter Wiener process on . For multiple sequences of certain independent random variables the authors find lower bounds for the distributions of maximum of partial sums of these random variables, and as a consequence a useful upper bound for the yet unknown function , c ≥ 0, is obtained where DN = Πk = 1N [0, Tk]. The latter bound is used to give three different varieties of N-parameter generalization of the classical law of iterated logarithm for the standard Brownian motion process. 相似文献
12.
Hermann König 《Journal of Functional Analysis》1977,24(1):32-51
For an open set Ω ? N, 1 ? p ? ∞ and λ ∈ +, let denote the Sobolev-Slobodetzkij space obtained by completing in the usual Sobolev-Slobodetzkij norm (cf. A. Pietsch, “r-nukleare Sobol. Einbett. Oper., Ellipt. Dgln. II,” Akademie-Verlag, Berlin, 1971, pp. 203–215). Choose a Banach ideal of operators , 1 ? p, q ? ∞ and a quasibounded domain Ω ? N. Theorem 1 of the note gives sufficient conditions on λ such that the Sobolev-imbedding map exists and belongs to the given Banach ideal : Assume the quasibounded domain fulfills condition Ckl for some l > 0 and 1 ? k ? N. Roughly this means that the distance of any to the boundary ?Ω tends to zero as for , and that the boundary consists of sufficiently smooth ?(N ? k)-dimensional manifolds. Take, furthermore, 1 ? p, q ? ∞, p > k. Then, if μ, ν are real positive numbers with λ = μ + v ∈ , μ > λ S(; p,q:N) and v > N/l · λD(;p,q), one has that belongs to the Banach ideal . Here λD(;p,q;N)∈+ and λS(;p,q;N)∈+ are the D-limit order and S-limit order of the ideal , introduced by Pietsch in the above mentioned paper. These limit orders may be computed by estimating the ideal norms of the identity mappings lpn → lqn for n → ∞. Theorem 1 in this way generalizes results of R. A. Adams and C. Clark for the ideals of compact resp. Hilbert-Schmidt operators (p = q = 2) as well as results on imbeddings over bounded domains.Similar results over general unbounded domains are indicated for weighted Sobolev spaces.As an application, in Theorem 2 an estimate is given for the rate of growth of the eigenvalues of formally selfadjoint, uniformly strongly elliptic differential operators with Dirichlet boundary conditions in , where Ω fulfills condition C1l.For an open set Ω in N, let denote the Sobolev-Slobodetzkij space obtained by completing in the usual Sobolev-Slobodetzkij norm, see below. Taking a fixed Banach ideal of operators and 1 ? p, q ? ∞, we consider quasibounded domains Ω in N and give sufficient conditions on λ such that the Sobolev imbedding operator exists and belongs to the Banach ideal. This generalizes results of C. Clark and R. A. Adams for compact, respectively, Hilbert-Schmidt operators (p = q = 2) to general Banach ideals of operators, as well as results on imbeddings over bounded domains. Similar results over general unbounded domains may be proved for weighted Sobolev spaces. As an application, we give an estimate for the rate of growth of the eigenvalues of formally selfadjoint, uniformly strongly elliptic differential operators with Dirichlet boundary conditions in , where Ω is a quasibounded open set in N. 相似文献
13.
M.P Heble 《Journal of Mathematical Analysis and Applications》1983,93(2):363-384
Given a cocycle a(t) of a unitary group {U1}, ?∞ < t < ∞, on a Hilbert space , such that a(t) is of bounded variation on [O, T] for every T > O, a(t) is decomposed as a(t) = f;t0Usxds + β(t) for a unique x ? , β(t) yielding a vector measure singular with respect to Lebesgue measure. The variance is defined as if existing. For a stationary diffusion process on 1, with Ω1, the space of paths which are natural extensions backwards in time, of paths confined to one nonsingular interval J of positive recurrent type, an information function I(ω) is defined on , based on the paths restricted to the time interval [0, 1]. It is shown that is continuous and bounded on . The shift τt, defines a unitary representation {Ut}. Assuming , dm being the stationary measure defined by the transition probabilities and the invariant measure on J, has a C∞ spectral density function f;. It is then shown that σ2({Ut}, I) = f;(O). 相似文献
14.
Let Ωm be the set of partitions, ω, of a finite m-element set; induce a uniform probability distribution on Ωm, and define Xms(ω) as the number of s-element subsets in ω. We alow the existence of an integer-valued function n=n(m)(t), t?[0, 1], and centering constants bms, 0?s? m, such that converges to the ‘Brownian Bridge’ process in terms of its finite-dimensional distributions. 相似文献
15.
Lawrence D Brown 《Journal of multivariate analysis》1979,9(2):332-336
Previous work on the problem of estimating a univariate normal mean under squared error loss suggests that an estimator should be admissible if and only if it is generalized Bayes for a prior measure, F, whose tail is “light” in the sense that , where denotes the convolution of F with the normal density. (There is also a precise multivariate analog for this condition.) We provide a counterexample which shows that this suggestion is false unless some further regularity conditions are imposed on F. 相似文献
16.
Matania Ben-Artzi 《Journal of Differential Equations》1980,38(1):51-60
Let H = ?Δ + V, where the potential V is spherically symmetric and can be decomposed as a sum of a short-range and a long-range term, V(r) = VS(r) + VL. Let λ = lim supr→∞VL(r) < ∞ (we allow λ = ? ∞) and set λ+ = max(λ, 0). Assume that for some r0, VL(r) ?C2k(r0, ∞) and that there exists δ > 0 such that . Assume further that and that 2kδ > 1. It is shown that: (a) The restriction of H to C∞(Rn) is essentially self-adjoint, (b) The essential spectrum of H contains the closure of (λ, ∞). (c) The part of H over (λ, ∞) is absolutely continuous. 相似文献
17.
R.J. Williams 《Advances in Applied Mathematics》1985,6(1):1-3
Let {Xt, t ≥ 0} be Brownian motion in d (d ≥ 1). Let D be a bounded domain in d with C2 boundary, ?D, and let q be a continuous (if d = 1), Hölder continuous (if d ≥ 2) function in D?. If the Feynman-Kac “gauge” Ex{exp(∝0τDq(Xt)dt)1A(XτD)}, where τD is the first exit time from D, is finite for some non-empty open set A on ?D and some x?D, then for any ), is the unique solution in of the Schrödinger boundary value problem . 相似文献
18.
The following estimate of the pth derivative of a probability density function is examined: , where hk is the kth Hermite function and Σi = 1nhk(p)(Xi) is calculated from a sequence X1,…, Xn of independent random variables having the common unknown density. If the density has r derivatives the integrated square error converges to zero in the mean and almost completely as rapidly as O(n?α) and O(n?α log n), respectively, where . Rates for the uniform convergence both in the mean square and almost complete are also given. For any finite interval they are O(n?β) and , respectively, where . 相似文献
19.
Minoru Murata 《Journal of Functional Analysis》1984,56(3):300-310
Let H = ?Δ + V, where V is a multiplication operator by a real-valued function V(x) on Rn which is uniformly Hölder continuous and for some ? > 4. The relationship between existence of positive solutions, with growth conditions, of Hg = 0 and asymptotic behaviors as t → ∞ of e?th is established. Using it B. Simon's problem for H on R2 is solved. 相似文献
20.
David S. Jerison 《Journal of Functional Analysis》1981,43(2):224-257
Let L = ∑j = 1mXj2 be sum of squares of vector fields in n satisfying a Hörmander condition of order 2: span{Xj, [Xi, Xj]} is the full tangent space at each point. A point x??D of a smooth domain D is characteristic if X1,…, Xm are all tangent to ?D at x. We prove sharp estimates in non-isotropic Lipschitz classes for the Dirichlet problem near (generic) isolated characteristic points in two special cases: (a) The Grushin operator in 2. (b) The real part of the Kohn Laplacian on the Heisenberg group in 2n + 1. In contrast to non-characteristic points, C∞ regularity may fail at a characteristic point. The precise order of regularity depends on the shape of ?D at x. 相似文献