Precise asymptotics in the Baum-Katz and davis law of large numbers for positively associated sequences

§ 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 withErdos[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 (…     

Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes

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.     

Sharp Estimates for Deviations of Linear Approximation Methods for Periodic Functions by Linear Combinations of Moduli of Continuity of Different Order

Estimates for deviations are established for a large class of linear methods of approximation of periodic functions by linear combinations of moduli of continuity of different orders. These estimates are sharp in the sense of constants in the uniform and integral metrics. In particular, the following assertion concerning approximation by splines is proved: Suppose that is odd, . Then

The First-Order Nonholonomic Connections with the Galilean Groups of Local Transformations. II

In the canonical smooth fiber bundles endowed with the metric tensor fields of relevant structure, we consider natural representations of the Galilean groups and construct -invariant generalizations of differentiable connections. In both regular and special cases of the representations of the relevant groups , we found all the affine nonholonomic -, -, and -connections of the first order (see [1]–[3]) possessing the local Lie groups of transformations and also described the respective -invariant planar connections.     

On best localized bandlimited functions

Let, for σ > 0, be the set of complex functions f ∈ L ¹ (ℝ) with the Fourier transforms vanishing outside the interval [−σ; σ]. In this paper, we study the problem of the best approximation of the Dirac function δ (which has the Fourier transform with widest support supp ) by functions . More precisely, we consider the quantity inf and its extremal functions . __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 46, No. 4, pp. 548–564, October–December, 2006.     

Sharp Kolmogorov-Type Inequalities for Moduli of Continuity and Best Approximations by Trigonometric Polynomials and Splines

In what follows, $C$ is the space of -periodic continuous functions; P is a seminorm defined on C, shift-invariant, and majorized by the uniform norm; is the mth modulus of continuity of a function f with step h and calculated with respect to P; , ( ), ,

The First-Order Nonholonomic Connections with the Galilean Groups of Local Transformations. III

In the canonical smooth fiber bundles endowed with the metric tensor fields of relevant structure, we consider natural representations of the Galilean groups (1, n) and construct (1, n)-invariant generalized differential-geometric connections. In both regular and special cases of the representations of the considered groups (1, n), we find all affine nonholonomic , and _1,2-connections of the first order (see [1]–[3]) possessing the local Lie groups of transformations (1, n) and also describe the corresponding (1, n)invariant planar connections.     

Absolute continuity of the distribution of some Markov geometric series

Let (∈n)≥0 be the Markov chain of two states with respect to the probability measure of the maximal entropy on the subshift space ∑A defined by Fibonacci incident matrix A.We consider the measure μλ of the probability distribution of the random series ∑∞n=0 εnλn (0 ＜λ＜ 1).It is proved that μλ is singular if λ∈ (0,√5-1/2) and that μλ is absolutely continuous for almost all λ∈ (√5-1/2,0.739).     

Approximation and growth of generalized axisymmetric potentials

The regular solutions of generalized axisymmetric potential equation , a>−1/2 are called generalized axisymmetric potentials. In this paper, the characterizations of lower order and lower type of entire GASP in terms of their approximation error {E_n} have been obtained.     

Some Remarks on a Paper of Ramachandra

We give the asymptotics of the sum , where , for the multiplicative functions , and .     

Uniform Convergence of Trigonometric Series with Rarely Changing Coefficients

We consider the series and whose coefficients satisfy the condition for , where the sequence can be expressed as the union of a finite number of lacunary sequences. The following results are obtained. If as , then the series is uniformly convergent. If for all , then the sequence of partial sums of this series is uniformly bounded. If the series is convergent for and as , then this series is uniformly convergent. If the sequence of partial sums of the series for is bounded and for all , then the sequence of partial sums of this series is uniformly bounded. In these assertions, conditions on the rates of decrease of the coefficients of the series are also necessary if the sequence is lacunary. In the general case, they are not necessary.     

On Large Deviations of Vector-Valued Additive Functions of a Markov Gaussian Field

We prove a local limit theorem for large deviations of the sums , where , is a Markov Gaussian random field, is a bounded vector-valued function, and . This paper generalizes the paper [13].     

Weak minimum aberration and maximum number of clear two-factor interactions in $$2_{IV}^{m - p} $$ designs

Both the clear effects and minimum aberration criteria are the important rules for the design selection. In this paper, it is proved that some designs have weak minimum aberration, by considering the number of clear two-factor interactions in the designs. And some conditions are provided, under which a design can have the maximum number of clear two-factor interactions and weak minimum aberration at the same time. Some weak minimum aberration designs are provided for illustrations and two nonisomorphic weak minimum aberration designs are constructed at the end of this paper.     

Second-Order Subexponential Behavior of Subordinated Sequences

Suppose that , , and are three discrete probability distributions related by the equation (E): , where denotes the k-fold convolution of In this paper, we investigate the relation between the asymptotic behaviors of and . It turns out that, for wide classes of sequences and , relation (E) implies that , where is the mean of . The main object of this paper is to discuss the rate of convergence in this result. In our main results, we obtain O-estimates and exact asymptotic estimates for the difference .     

Bounds for tail probabilities of martingales using skewness and kurtosis

Let M _n = X ₁ + ⋯ + X _n be a sum of independent random variables such that X _k ⩽ 1, and EX _k ² = σ _k ² for all k. Hoeffding [15, Theorem 3] proved that

On the Combinatorics of Lecture Hall Partitions

A lecture hall partition of length n is an integer sequence satisfying Bousquet-Mélou and Eriksson showed that the number of lecture hall partitions of length n of a positive integer N whose alternating sum is k equals the number of partitions of N into k odd parts less than 2n. We prove the fact by a natural combinatorial bijection. This bijection, though defined differently, is essentially the same as one of the bijections found by Bousquet-Mélou and Eriksson.     

AN OPTIMAL INVESTMENT／CONSUMPTIONPROBLEM WITH HIGHER BORROWING RATE

In this paper, optimal investment and consumption decisions for an optimal choiceproblem in infinite borizon are considered, for an investor who has available a bank account anda stock whose price is a log normal diffusion. The bank pays at an interest rate r for any de-posit, and takes at a larger rate / for any loan. As in the paper of Xu Wensheng and ChenShuping in JAMS(B), where an analogous problem in finite horizon is studied, optimal strategies are obtained via Hamilton-Jacobi-Bellman (ladE) equation which is derived from dynamic c1-programming principle. For the specific HARA case, i.e. U(t,c)=e^-βtc^1-R/1-R, this paper getsthe optimal consumption and optimal investment in the form of c^‘1 =β -^-g/Rwi and π^‘1= b -- γ / Rσ^2wr, with γ1,=max{γ,min{γ‘,b--Rσ^2‘} },^-g=(1--R)[γ (b-γ)^2/2Rσ^2]. This result coincides with the classical one under condition γ‘ ≡γ.     

Strong Positivity in Right-Invariant Order on Braid Groups and Quasipositivity

Dehornoy constructed a right invariant order on the braid group B _n uniquely defined by the condition 1{\text{ if }}\beta _0 ,\beta _1$$ " align="middle" border="0"> are words in . A braid is called strongly positive if 1$$ " align="middle" border="0"> for any . In the present paper it is proved that the braid is strongly positive if the word does not contain . We also provide a geometric proof of the result by Burckel and Laver that the standard generators of a braid group are strongly positive. Finally, we discuss relations between the right invariant order and quasipositivity.