Limit theorems for the Estermann zeta-function. II

A limit theorem in the sense of the weak convergence of probability measures in the space of meromorphic functions for the Estermann zeta-function is obtained. Partially supported by Lithuanian Foundation of Studies and Science     

Nonlinear Doob—Meyer Decomposition with Jumps

Concepts of g-supersolution ,g-martingale,g-supermartingale are introduced,wihch are related to BSDE with Brownian motion and Poisson Point process.A strict comparison theorem,monotonic limit theorem related to this type of BSDE are also discussed.As an application of these results,a nonlinear Doob-Meyer decomposition theorem is obtained.     

Value-distribution of twisted automorphic <Emphasis Type="Italic">L</Emphasis>-functions

In this paper, we prove a limit theorem for twisted with character automorphic L-functions with an increasing modulus of the character.     

A Limit Theorem for Dirichlet L-Functions

We prove a limit theorem on the weak convergence of probability measures in the space of continuous functions for Dirichlet L-functions. The result generalizes a similar theorem for the Riemann zeta-function.     

Rates of Convergence and Law of the Iterated Logarithm for U-Processes

We study in this paper some limit theorems for U-processes. We calculate rates of convergence in the central limit theorem of nondegenerate U-processes under metric entropy with bracketing condition. In application, we improve upon the law of the iterated logarithm of Arcones. All calculations use the Ossiander chaining procedure.     

On the Almost Sure Central Limit Theorem for a Class of Z d -Actions

As an extension of earlier papers on stationary sequences, a concept of weak dependence for strictly stationary random fields is introduced in terms of so-called homoclinic transformations. Under assumptions made within the framework of this concept a form of the almost sure central limit theorem (ASCLT) is established for random fields arising from a class of algebraic Z ^d -actions on compact abelian groups. As an auxillary result, the central limit theorem is proved via Ch. Stein's method. The next stage of the proof includes some estimates which are specific for ASCLT. Both steps are based on making use of homoclinic transformations.     

Limit Theorems for Non-Commutative Random Variables

We study the weak law of large numbers and the central limit theorem for non-commutative random variables. We first define the concepts of variance and expectation for probability measures on homogeneous spaces, and formulate the weak law of large numbers and the central limit theorem for probability measures on locally compact groups. Then, we consider the non-commutative case, where the homogeneous space is replaced by a C^*-algebra that is equipped with a locally compact group G of automorphisms. We define the concepts of variance and expectation in the non-commutative situation. Furthermore, we prove that the weak law of large numbers and the central limit theorem hold for non-commutative random variables on if they hold on the group G of automorphisms.     

A Strong Limit Theorem on Random Selection

In this paper, the idea of random selection in the theorem on gambling system is extended to Markov chains, by using the notion likelihood ratio and an analytic technique. A strong limit theorem on the relative frequency of ordered couple under random selection is established.AMS Subject Classification (2001) primary 60F15 Secondary 60J10     

Reliability formula &; limit law of the failure time of “<Emphasis Type="Italic">m</Emphasis>-consecutive-<Emphasis Type="Italic">k</Emphasis>-out-of-<Emphasis Type="Italic">n</Emphasis>:<Emphasis Type="Italic">F</Emphasis> system”

An “m-consecutive-k-out-of-n:F system” consists of n components ordered on a line; the system fails if and only if there are at least m nonoverlapping runs of k consecutive failed components. In this paper, we give a recursive formula to compute the reliability of such a system. Thereafter, we state two asymptotic results concerning the failure time Z _n of the system. The first result concerns a limit theorem for Z _n when the failure times of components are not necessarily with identical failure distributions. In the second one, we prove that, for an arbitrary common failure distribution of components, the limit system failure distribution is always of the Poisson class.      

Mixing Limit Theorems of Maximum of Absolute Sums and their Convergence Rates

Conditioned, in the sense of Rényi (Acta Math. Acad. Sci. Hungar. 9, 215–228 1958), limit theorem in the L_p-norm of the maximum of absolute sums of independent identically distributed random variables is established and its exact rate of convergence is given. The results are equivalent to establishing analogous results for the supremum of random functions of partial sums defined on C[0,1], i.e., the invariance principle. New methodologies are used to prove the results that are profoundly different from those used in Rényi (Acta Math. Acad. Sci. Hungar. 9, 215–228, 1958) and subsequent authors in proving the conditioned central limit theorem for partial sums.     

Random walks on diestel-leader graphs

We investigate various features of a quite new family of graphs, introduced as a possible example of vertex-transitive graph not roughly isometric with a Cayley graph of some finitely generated group. We exhibit a natural compactification and study a large class of random walks, proving theorems concerning almost sure convergence to the boundary, a strong law of large numbers and a central limit theorem. The asymptotic type of then-step transition probabilities of the simple random walk is determined.     

A central limit theorem for the<Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript> error of positive wavelet density estimator

The asymptotic distribution of the integrated squared error of positive wavelet density estimator is derived. It is shown that three different cases arise depending on the smoothness of the unknown density. In each case the asymptotic distribution is shown to be normal. A Martingale central limit theorem is used to prove the results.     

Almost sure central limit theorems for functionals of absolutely regular processes with application to U-statistics

We prove an almost sure central limit theorem for functionals of absolutely regular processes and extend this result to U-statistics.     

Dense Families of Selections and Finite-Dimensional Spaces

A characterization of n-dimensional spaces via continuous selections avoiding Z _n -sets is given, and a selection theorem for strongly countable-dimensional spaces is established. We apply these results to prove a generalized Ostrand's theorem, and to obtain a new alternative proof of the Hurewicz formula. It is also shown that our selection theorem yields an easy proof of a Michael's result.     

Lp-Approximable Sequences of Vectors and Limit Distribution of Quadratic Forms of Random Variables

The properties of L₂-approximable sequences established here form a complete toolkit for statistical results concerning weighted sums of random variables, where the weights are nonstochastic sequences approximated in some sense by square-integrable functions and the random variables are “two-wing” averages of martingale differences. The results constitute the first significant advancement in the theory of L₂-approximable sequences since 1976 when Moussatat introduced a narrower notion of L₂-generated sequences. The method relies on a study of certain linear operators in the spaces L_p and l_p. A criterion of L_p-approximability is given. The results are new even when the weight generating function is identically 1. A central limit theorem for quadratic forms of random variables illustrates the method.     

Continued fractions with multiple limits

For integers m2, we study divergent continued fractions whose numerators and denominators in each of the m arithmetic progressions modulo m converge. Special cases give, among other things, an infinite sequence of divergence theorems, the first of which is the classical Stern–Stolz theorem.We give a theorem on a class of Poincaré-type recurrences which shows that they tend to limits when the limits are taken in residue classes and the roots of their characteristic polynomials are distinct roots of unity.We also generalize a curious q-continued fraction of Ramanujan's with three limits to a continued fraction with k distinct limit points, k2. The k limits are evaluated in terms of ratios of certain q-series.Finally, we show how to use Daniel Bernoulli's continued fraction in an elementary way to create analytic continued fractions with m limit points, for any positive integer m2.     

A Topological Intersection Theorem with Applications in H-Spaces

In this paper, a topological intersection theorem of a family of sets with H-convex sections is established. As an application to this theorem, the Nash equilibrium of abstract economy, the Ky-Fan minimax theorem, and an existence problem of solution for quasi-variational inequality are studied. The results presented in this paper modify and extend the corresponding results given in the literature.AMS Subject Classification (2000) 47H10This work is supported by the Foundation of Yunnan Science Technology Commission, China.     

On the tvGARCH(1,1) model: Existence, CLT, and tail index

We study the properties of the tvGARCH(1, 1) model (1.8) with logistic coefficients. We obtain conditions for the existence of an L ^p -bounded solution (p ⩾ 0) of Eq. (1.8). For p ⩾ 4, we prove an exponential decay of the lagged correlation function and the central limit theorem for partial sums of the squared tvGARCH(1, 1) process under similar conditions as in the stationary case. In the second part of the paper, we study the (weak) tail index of the tvGARCH(1, 1) model.     

Consecutive k-out-of-n systems with maintenance

A consective k-out-of-n system consists of n linearly or cycliccally ordered components such that the system fails if and only if at least k consecutive components fail. In this paper we consider a maintained system where each component is repaired independently of the others according to an exponential distribution. Assuming general lifetime distributions for system's components we prove a limit theorem for the time to first failure of both linear and circular systems.     

On Infinitely Divisible Distributions on Locally Compact Abelian Groups

Our aim in this paper is to characterize some classes of infinitely divisible distributions on locally compact abelian groups. Firstly infinitely divisible distributions with no idempotent factor on locally compact abelian groups are characterized by means of limit distributions of sums of independent random variables. We introduce semi-selfdecomposable distributions on topological fields, and in case of totally disconnected fields we give a limit theorem for them. We also give a characterization of semistable laws on p-adic field and show that semistable processes are constructed as scaling limits of sums of i.i.d.