共查询到10条相似文献,搜索用时 125 毫秒
1.
Kong Fanchao Zhang Ying 《高校应用数学学报(英文版)》2007,22(1):78-86
In this paper the large deviation results for partial and random sums Sn-ESn=n∑i=1Xi-n∑i=1EXi,n≥1;S(t)-ES(t)=N(t)∑i=1Xi-E(N(t)∑i=1Xi),t≥0are proved, where {N(t); t≥ 0} is a counting process of non-negative integer-valued random variables, and {Xn; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions. 相似文献
2.
We obtain precise large deviations for heavy-tailed random sums
, of independent random variables.
are nonnegative integer-valued random variables independent of r.v. (X
i
)i
N with distribution functions F
i. We assume that the average of right tails of distribution functions F
i is equivalent to some distribution function with regularly varying tail. An example with the Pareto law as the limit function is given. 相似文献
3.
Wolfgang Lusky 《Israel Journal of Mathematics》2004,143(1):239-251
LetX be a Banach space with a sequence of linear, bounded finite rank operatorsR
n:X→X such thatR
nRm=Rmin(n,m) ifn≠m and lim
n→∞
R
n
x=x for allx∈X. We prove that, ifR
n−Rn
−1 factors uniformly through somel
p and satisfies a certain additional symmetry condition, thenX has an unconditional basis. As an application, we study conditions on Λ ⊂ ℤ such thatL
Λ=closed span
, where
, has an unconditional basis. Examples include the Hardy space
. 相似文献
4.
V. Bentkus 《Lithuanian Mathematical Journal》2008,48(2):137-157
Let S = X
1 + ⋯ + X
n
be a sum of independent random variables such that 0 ⩽ X
k
⩽ 1 for all k. Write p = E S/n and q = 1 − p. Let 0 < t < q. In this paper, we extend the Hoeffding inequality [16, Theorem 1]
, to the case where X
k
are unbounded positive random variables. Our inequalities reduce to the Hoeffding inequality if 0 ⩽ X
k
⩽ 1. Our conditions are X
k
⩾ 0 and E S < ∞. We also provide improvements comparable with the inequalities of Bentkus [5]. The independence of X
k
can be replaced by supermartingale-type assumptions. Our methods can be extended to prove counterparts of other inequalities
of Hoeffding [16] and Bentkus [5].
The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No T-25/08. 相似文献
5.
Let {Xk} be a sequence of i.i.d. random variables with d.f. F(x). In the first part of the paper the weak convergence of the d.f.'s
Fn(x) of sums
is studied, where 0<α≤2, ank>0, 1≤k≤mn, and, as n→∞, bothmax
1≤k≤mna
nk→0 and
. It is shown that such convergence, with suitably chosen An's and necessarily stable limit laws, holds for all such arrays {αnk} provided it holds for the special case αnk=1/n, 1≤k≤n. Necessary and sufficient conditions for such convergence are classical. Conditions are given for the convergence
of the moments of the sequence {Fn(x)}, as well as for its convergence in mean. The second part of the paper deals with the almost sure convergence of sums
, where an≠0, bn>0, andmax
1≤k≤n ak/bn→0. The strong law is said to hold if there are constants An for which Sn→0 almost surely. Let N(0)=0 and N(x) equal the number of n≥1 for which bn/|an|<x if x>0. The main result is as follows. If the strong law holds,EN (|X1|)<∞. If
for some 0<p≤2, then the strong law holds with
if 1≤p≤2 and An=0 if 0<p<1. This extends the results of Heyde and of Jamison, Orey, and Pruitt. The strong law is shown to hold under various
conditions imposed on F(x), the coefficients an and bn, and the function N(x).
Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, 1993. 相似文献
6.
Jugal Ghorai 《Annals of the Institute of Statistical Mathematics》1980,32(1):341-350
LetX
1,...,X
n
be i.i.d. random variable with a common densityf. Let
be an estimate off(x) based on a complete orthonormal basis {φ
k
:k≧0} ofL
2[a, b]. A Martingale central limit theorem is used to show that
, where
and
. 相似文献
7.
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}. 相似文献
8.
Zheng Zukang 《数学学报(英文版)》1994,10(4):337-347
LetX
1,X
2, ...,X
n
be a sequence of nonnegative independent random variables with a common continuous distribution functionF. LetY
1,Y
2, ...,Y
n
be another sequence of nonnegative independent random variables with a common continuous distribution functionG, also independent of {X
i
}. We can only observeZ
i
=min(X
i
,Y
i
), and
. LetH=1−(1−F)(1−G) be the distribution function ofZ. In this paper, the limit theorems for the ratio of the Kaplan-Meier estimator
or the Altshuler estimator
to the true survival functionS(t) are given. It is shown that (1)P(δ(n)=1 i.o.)=0 ifF(τ
H
) < 1 andP(δ
n
=0 i.o. )=0 ifG(τH) > 1 where δ(n) is the corresponding indicator function of
and
have the same order
a.s., where {T
n
} is a sequence of constants such that 1−H(T
n
)=n
−α(logn)β(log logn)γ. 相似文献
9.
10.
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 ∑. 相似文献
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 ∑. 相似文献