Limit Theorems for Randomly Selected Ratios of Order Statistics from a Pareto Distribution

Abstract

Consider independent and identically distributed random variables {X _nk , 1 ≤ k ≤ m, n ≥ 1} from the Pareto distribution. We randomly select a pair of order statistics from each row, X _n(i) and X _n(j), where 1 ≤ i < j ≤ m. Then we test to see whether or not Strong and Weak Laws of Large Numbers with nonzero limits for weighted sums of the random variables X _n(j)/X _n(i) exist where we place a prior distribution on the selection of each of these possible pairs of order statistics.     

General Weak Laws of Large Numbers for Bootstrap Sample Means

Abstract

For bootstrap sample means resulting from a sequence {X _n , n ≥ 1} of random variables, very general weak laws of large numbers are established. The random variables {X _n , n ≥ 1} do not need to be independent or identically distributed or be of any particular dependence structure. In general, no moment conditions are imposed on the {X _n , n ≥ 1}. Examples are provided that illustrate the sharpness of the main results.     

Sample Path Properties of a Class of Operator Stable Processes

Abstract

Let X = {X(t), t ? ?₊} be an operator stable Lévy process on ? ^d with the exponent B, where B is a diagonal matrix. In the present paper, we consider the asymptotic behavior of the first passage time out of a sphere, and of the sojourn time in a sphere. We shall also determine the exact Hausdorff measure function for the range of X over unit time interval [0, 1].     

Rings of Formal Power Series in an Infinite Set of Indeterminates

Let α be an infinite cardinal number, Λ be an index set of cardinality > α, and {X _λ}_λ∈Λ be a set of indeterminates over an integral domain D. It is well known that there are three ways of defining the ring of formal power series in {X _λ}_λ∈Λ over D, say, D[[{X _λ}]] _i for i = 1, 2, 3. In this paper, we let D[[{X _λ}]]_α = ∪ {D[[{X _λ}_λ∈Γ]]₃ | Γ ? Λ and |Γ| ≤ α}, and we then show that D[[{X _λ}]]_α is an integral domain such that D[[{X _λ}]]₂ ? D[[{X _λ}]]_α ? D[[{X _λ}]]₃. We also prove that (1) D is a Krull domain if and only if D[[{X _λ}]]_α is a Krull domain and (2) D[[{X _λ}]]_α is a unique factorization domain (UFD) (resp., π-domain) if and only if D[[X ₁,…, X _n ]] is a UFD (resp., π-domain) for every integer n ≥ 1.     

A Generalized Global Cartan Decomposition: A Basic Example

Suppose G ₁ ?  G are complex linear simple Lie groups. Let  ₁ ?  be the corresponding pair of Lie algebras. For the Killing-orthogonal  of  ₁ in  we have a vector space direct sum  =  ₁⊕ , which generalizes the classical Cartan decomposition on the Lie algebras level. In this article we study the corresponding problem of a ‘generalized global Cartan decomposition’ on the Lie groups level for the pair of groups ( G , G ₁) = (SL (4,?),Sp (2,?)); here  =  (4,?),  ₁ =  (2,?), and  = {X ?  | X ^? = X}, where X? X ^? is the symplectic involution. We prove that G  =  G ₁exp  ∪ i G ₁exp . The key point of the proof is to study in detail the set exp ; and for that purpose we introduce the J-twisted Pfaffian of size 2n defined on the set of all 2n × 2n matrices X satisfying X ^? = X, which is here a natural counterpart of the standard Pfaffian.     

Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting

Abstract

Let X ₁, X ₂… and B ₁, B ₂… be mutually independent [0, 1]-valued random variables, with EB _j  = β > 0 for all j. Let Y _j  = B ₁ … sB _j?1 X _j for j ≥ 1. A complete comparison is made between the optimal stopping value V(Y ₁,…,Y _n ):=sup{EY _τ:τ is a stopping rule for Y ₁,…,Y _n } and E(max _1≤j≤n Y _j ). It is shown that the set of ordered pairs {(x, y):x = V(Y ₁,…,Y _n ), y = E(max _1≤j≤n Y _j ) for some sequence Y ₁,…,Y _n obtained as described} is precisely the set {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ Ψ _{n, β}(x)}, where Ψ _{n, β}(x) = [(1 ? β)n + 2β]x ? β^?(n?2) x ² if x ≤ β ^n?1, and Ψ _{n, β}(x) = min _j≥1{(1 ? β)jx + β ^j } otherwise. Sharp difference and ratio prophet inequalities are derived from this result, and an analogous comparison for infinite sequences is obtained.     

Generating Random Vectors in (ℤ/<Emphasis Type="Italic">p</Emphasis>ℤ)<Superscript><Emphasis Type="Italic">d</Emphasis></Superscript> via an Affine Random Process

This paper considers some random processes of the form X _n+1=T X _n +B _n (mod p) where B _n and X _n are random variables over (ℤ/pℤ) ^d and T is a fixed d×d integer matrix which is invertible over the complex numbers. For a particular distribution for B _n , this paper improves results of Asci to show that if T has no complex eigenvalues of length 1, then for integers p relatively prime to det (T), order (log p)² steps suffice to make X _n close to uniformly distributed where X ₀ is the zero vector. This paper also shows that if T has a complex eigenvalue which is a root of unity, then order p ^b steps are needed for X _n to get close to uniformly distributed for some positive value b≤2 which may depend on T and X ₀ is the zero vector.     

Almost Injective Transformations of an Infinite Set

Let V be an infinite-dimensional vector space, let n be a cardinal such that ?₀ ≤ n ≤ dim V, and let AM(V, n) denote the semigroup consisting of all linear transformations of V whose nullity is less than n. In recent work, Mendes-Gonçalves and Sullivan studied the ideal structure of AM(V, n). Here, we do the same for a similarly-defined semigroup AM(X, q) of transformations defined on an infinite set X. Although our results are clearly comparable with those already obtained for AM(V, n), we show that the two semigroups are never isomorphic.     

On the complexity of branch‐and‐bound search for random trees

Let T_n be a b‐ary tree of height n, which has independent, non‐negative, identically distributed random variables associated with each of its edges, a model previously considered by Karp, Pearl, McDiarmid, and Provan. The value of a node is the sum of all the edge values on its path to the root. Consider the problem of finding the minimum leaf value of T_n. Assume that the edge random variable X is nondegenerate, has E {X^θ}<∞ for some θ>2, and satisfies bP{X=c}<1 where c is the leftmost point of the support of X. We analyze the performance of the standard branch‐and‐bound algorithm for this problem and prove that the number of nodes visited is in probability (β+o(1))ⁿ, where β∈(1, b) is a constant depending only on the distribution of the edge random variables. Explicit expressions for β are derived. We also show that any search algorithm must visit (β+o(1))ⁿ nodes with probability tending to 1, so branch‐and‐bound is asymptotically optimal where first‐order asymptotics are concerned. ©1999 John Wiley & Sons, Inc. Random Struct. Alg., 14: 309–327, 1999     

On V-orthogonal projectors associated with a semi-norm

For any n ×  p matrix X and n ×  n nonnegative definite matrix V, the matrix X(X′V X)⁺ X′V is called a V-orthogonal projector with respect to the semi-norm , where (·)⁺ denotes the Moore-Penrose inverse of a matrix. Various new properties of the V-orthogonal projector were derived under the condition that rank(V X) =  rank(X), including its rank, complement, equivalent expressions, conditions for additive decomposability, equivalence conditions between two (V-)orthogonal projectors, etc.     

On a Question of Glasby,Praeger, and Xia

A Jordan partition λ(m, n, p) = (λ₁, λ₂, … , λ _m ) is a partition of mn associated with the expression of a tensor V _m  ? V _n of indecomposable KG-modules into a sum of indecomposables, where K is a field of characteristic p and G a cyclic group of p-power order. It is standard if λ _i  = m + n ? 2i + 1 for all i. We answer a recent question of Glasby, Praeger, and Xia who asked for necessary and sufficient conditions for λ(m, n, p) to be standard.     

Large deviations for random walks on Galton–Watson trees: averaging and uncertainty

 In the study of large deviations for random walks in random environment, a key distinction has emerged between quenched asymptotics, conditional on the environment, and annealed asymptotics, obtained from averaging over environments. In this paper we consider a simple random walk {X _n } on a Galton–Watson tree T, i.e., on the family tree arising from a supercritical branching process. Denote by |X _n | the distance between the node X _n and the root of T. Our main result is the almost sure equality of the large deviation rate function for |X _n |/n under the “quenched measure” (conditional upon T), and the rate function for the same ratio under the “annealed measure” (averaging on T according to the Galton–Watson distribution). This equality hinges on a concentration of measure phenomenon for the momentum of the walk. (The momentum at level n, for a specific tree T, is the average, over random walk paths, of the forward drift at the hitting point of that level). This concentration, or certainty, is a consequence of the uncertainty in the location of the hitting point. We also obtain similar results when {X _n } is a λ-biased walk on a Galton–Watson tree, even though in that case there is no known formula for the asymptotic speed. Our arguments rely at several points on a “ubiquity” lemma for Galton–Watson trees, due to Grimmett and Kesten (1984). Received: 15 November 2000 / Revised version: 27 February 2001 / Published online: 19 December 2001     

Stochastic convergence of weighted sums in normed linear spaces

Let X be a (real) separable Banach space, let {V_k} be a sequence of random elements in X, and let {a_nk} be a double array of real numbers such that lim_n→∞ a_nk = 0 for all k and Σ^∞_k=1 |a_nk| ≤ 1 for all n. Define S_n = Σⁿ_k=1 a_nk(V_k − EV_k). The convergence of {S_n} to zero in probability is proved under conditions on the coordinates of a Schauder basis or on the dual space of X and conditions on the distributions of {V_k}. Convergence with probability one for {S_n} is proved for separable normed linear spaces which satisfy Beck's convexity condition with additional restrictions on {a_nk} but without distribution conditions for the random elements {V_k}. Finally, examples of arrays {a_nk}, spaces, and applications of these results are considered.     

Un Algorithme pour le Calcul des Syzygies sur V[X] dans le cas où V est un Domaine de Valuation

Soit V un domaine de valuation. Nous donnons un algorithme pour calculer une base du V-saturé d'un sous-module de type fini d'un V-module libre (avec une base éventuellement infinie). Nous l'appliquons pour calculer le V-saturé d'un sous-V[X]-module de type fini de V[X] ⁿ (n ∈ ?*). Ceci permet enfin de calculer un système générateur fini pour les syzygies sur V[X] d'une famille finie de vecteurs de V[X] ^k .

We give an algorithm for computing the V-saturation of any finitely generated submodule of V[X] ⁿ (n ∈ ?*), where V is a valuation domain. This allows us to compute a finite system of generators for the syzygy module of any finitely generated submodule of V[X] ^k .     

Some Maximal Function Fields and Additive Polynomials

We derive explicit equations for the maximal function fields F over 𝔽 _{q ²ⁿ} given by F = 𝔽 _{q ²ⁿ} (X, Y) with the relation A(Y) = f(X), where A(Y) and f(X) are polynomials with coefficients in the finite field 𝔽 _{q ²ⁿ} , and where A(Y) is q-additive and deg(f) = q ⁿ  + 1. We prove in particular that such maximal function fields F are Galois subfields of the Hermitian function field H over 𝔽 _{q ²ⁿ} (i.e., the extension H/F is Galois).     

Prophet Regions for Discounted,Uniformly Bounded Random Variables

Abstract

Let X ₁, X ₂,… be any sequence of [0,1]-valued random variables. A complete comparison is made between the expected maximum E(max _j≤n Y _j ) and the stop rule supremum sup _t E Y _t for two types of discounted sequences: (i) Y _j  = b _j X _j , where {b _j } is a nonincreasing sequence of positive numbers with b ₁ = 1; and (ii) Y _j  = B ₁… B _j?1 X _j , where B ₁, B ₂,… are independent [0,1]-valued random variables that are independent of the X _j , having a common mean β. For instance, it is shown that the set of points {(x, y): x = sup _t E Y _{{(x, y): x=sup t E Y} and y = E(max _j≤n Y _j ), for some sequence X ₁,…,X _n and Y _j  = b _j X _j }, is precisely the convex closure of the union of the sets {(b _j x, b _j y): (x, y) ∈ C _j }, j = 1,…,n, where C _j  = {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ x[1 + (j ? 1)(1 ? x ^1/(j?1))]} is the prophet region for undiscounted random variables given by Hill and Kertz [8 Hill , T.P. , and R.P. Kertz . 1983 . Stop rule inequalities for uniformly bounded sequences of random variables . Trans. Amer. Math. Soc. 278 : 197 – 207 . [CSA]  [Google Scholar]]. As a special case, it is shown that the maximum possible difference E(max _j≤n β ^j?1 X _j ) ? sup _t E(β ^t?1 X _t ) is attained by independent random variables when β ≤ 27/32, but by a martingale-like sequence when β > 27/32. Prophet regions for infinite sequences are given also.     

A Family of Complex Irreducible Characters Possessed by Unitary and Special Unitary Groups Defined over Local Rings

Abstract

Let 𝒪 be a discrete valuation ring whose residue field 𝒪/𝔭 is finite and has odd characteristic. Let l be a positive integer. Set R = 𝒪/𝔭 ^l and let R = R[θ] be the ring obtained by adjoining to R a square root of a non-square unit. Consider the involution σ of R that fixes R elementwise and sends θ to ? θ. Let V be a free R-module of rank n > 0 endowed with a non-degenerate hermitian form ( , ) relative to σ. Let U _n (R) be the subgroup of GL(V) that preserves ( , ). Let SU _n (R) be the subgroup of all g ∈ U _n (R) whose determinant is equal to one. Let Ψ be the Weil character of U _n (R).

All irreducible constituents of Ψ are determined. An explicit character formula is given for each of them. In particular, all character degrees are computed. For n > 2 the corresponding results are also obtained for the restriction of Ψ to SU _n (R).