On the convergence of random polynomials and multilinear forms

We consider different kinds of convergence of homogeneous polynomials and multilinear forms in random variables. We show that for a variety of complex random variables, the almost sure convergence of the polynomial is equivalent to that of the multilinear form, and to the square summability of the coefficients. Also, we present polynomial Khintchine inequalities for complex gaussian and Steinhaus variables. All these results have no analogues in the real case. Moreover, we study the Lp-convergence of random polynomials and derive certain decoupling inequalities without the usual tetrahedral hypothesis. We also consider convergence on “full subspaces” in the sense of Sjögren, both for real and complex random variables, and relate it to domination properties of the polynomial or the multilinear form, establishing a link with the theory of homogeneous polynomials on Banach spaces.     

B值随机元的Rosenthal不等式及其应用

该文证明了一类B值随机元序列的Rosenthal不等式,一些经典的Rosenthal不等式作为其推论被蕴含其中.作为不等式的应用,还给出了行为鞅差随机元的阵列的完全收敛性的一些结果,推广和改进了一些熟知的结论.     

A bilinear inequality

We establish an inequality for symmetric bilinear forms involving both the norm and the inner product of vectors. We use the inequality to convert known inequalities in real Hilbert spaces such as classical Hilbert's inequality to sharper inequalities.     

The convergence of the random lines defined by observations of a stochastic process

We deal with independent random variables which are the values of a stochastic process taken at random points in time. So we have random variables depending upon a random parameter. We obtain the conditions providing the weak convergence of random lines defined by sums or maxima or bilinear forms of these random variables for almost all values of the parameter, to one and the same stochastic process. These limit stochastic processes are described. Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russia, 1995, Part II.     

Interpolation and Φ-moment inequalities of noncommutative martingales

This paper is devoted to the study of Φ-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative Φ-moment analogues of martingale transformations, Stein’s inequalities, Khintchine’s inequalities for Rademacher’s random variables, and Burkholder–Gundy’s inequalities. The key ingredient is a noncommutative version of Marcinkiewicz type interpolation theorem for Orlicz spaces which we establish in this paper.     

Prehomogeneous vector spaces and ergodic theory II

We apply M. Ratner's theorem on closures of unipotent orbits to the study of three families of prehomogeneous vector spaces. As a result, we prove analogues of the Oppenheim Conjecture for simultaneous approximation by values of certain alternating bilinear forms in an even number of variables and certain alternating trilinear forms in six and seven variables.

     

Transference inequalities for multiplicative diophantine exponents

We prove inequalities for multiplicative analogues of Diophantine exponents; these inequalities are similar to the ones known in the classical case. Particularly, we show that a matrix is badly approximable if and only if its transpose is badly approximable and establish some inequalities connecting multiplicative exponents with ordinary ones.     

Malliavin calculus and decoupling inequalities in Banach spaces

We develop a theory of Malliavin calculus for Banach space-valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Itô isometry to Banach spaces. In the white noise case we obtain two sided Lp-estimates for multiple stochastic integrals in arbitrary Banach spaces. It is shown that the Malliavin derivative is bounded on vector-valued Wiener-Itô chaoses. Our main tools are decoupling inequalities for vector-valued random variables. In the opposite direction we use Meyer's inequalities to give a new proof of a decoupling result for Gaussian chaoses in UMD Banach spaces.     

On symmetric algorithms for bilinear forms over finite fields

In this paper we study the computation of symmetric systems of bilinear forms over finite fields via symmetric bilinear algorithms. We show that, in general, the symmetric complexity of a system is upper bounded by a constant multiple of the bilinear complexity; we characterize symmetric algorithms in terms of the cosets of a specific cyclic code, and we show that the problem of finding an optimal symmetric algorithm is equivalent to the maximum-likelihood decoding problem for this code.     

On probability analogs of Rosenthal’s inequality

We obtain probability combinatorial inequalities for independent random variables, strengthening the well-known Rosenthal inequality. As a corollary, we prove that the generalized Rosenthal inequality for identically distributed independent functions remains valid in the case of quasinormed symmetric spaces.     

On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables

Some Kolmogorov probability inequalities for quadratic forms and weighted quadratic forms of negative superadditive dependent (NSD) uniformly bounded random variables are provided. Using these inequalities, some complete convergence of randomized quadratic forms under some suitable conditions are evaluated. Moreover, various examples are presented in which the given conditions of our results are satisfied.     

Conditional limit theorems for conditionally negatively associated random variables

From the ordinary notion of negative association for a sequence of random variables, a new concept called conditional negative association is introduced. The relation between negative association and conditional negative association is answered, that is, the negative association does not imply the conditional negative association, and vice versa. The basic properties of conditional negative association are developed, which extend the corresponding ones under the non-conditioning setup. By means of these properties, some Rosenthal type inequalities for maximum partial sums of such sequences of random variables are derived, which extend the corresponding results for negatively associated random variables. As applications of these inequalities, some conditional mean convergence theorems, conditionally complete convergence results and a conditional central limit theorem stated in terms of conditional characteristic functions are established. In addition, some lemmas in the context are of independent interest.     

END随机变量的概率不等式及其应用(英文)

Some probability inequalities are established for extended negatively dependent(END) random variables. The inequalities extend some corresponding ones for negatively associated random variables and negatively orthant dependent random variables. By using these probability inequalities, we further study the complete convergence for END random variables. We also obtain the convergence rate O(n-1/2ln1/2n) for the strong law of large numbers, which generalizes and improves the corresponding ones for some known results.     

Distributional inequalities for noncommutative martingales

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include distributional versions of the noncommutative Stein, dual Doob, martingale transform and Burkholder-Gundy inequalities. Our proof relies upon new and powerful extrapolation theorems. As an application, we obtain some new martingale inequalities in symmetric quasi-Banach operator spaces and some interesting endpoint estimates. Our main approach demonstrates a method to build the noncommutative and classical probabilistic inequalities in an entirely operator theoretic way.     

Invariant symmetric bilinear forms for reflection groups

In this paper we describe a connection between Vinberg's criterion for the existence of an invariant symmetric bilinear form for a geometric representation of a Coxeter groups and other criteria which are formulated in terms of conjugation invariant sets of reflections generating a given group. Similar methods lead to the result that every non-symmetrizable Kac--Moody Lie algebra contains a non-symmetrizable subalgebra of rank 3. Finally we explain how the results for symmetric bilinear forms can also be obtained for skew-symmetric forms. Received 3 March 2000.     

Symmetric Bilinear Forms over Valuation Rings

本文讨论赋值环上的对称线性型、二次型和对称矩阵的合同标准形。     

A transfer principle for inequalities in vector lattices

A transfer principle from inequalities with inner products to inequalities containing positive semidefinite symmetric bilinear operators with values in a vector lattices is proved. Some applications are also given.     

A construction for integral symmetric bilinear forms

In this paper we describe a construction, associating with a pair of integral symmetric bilinear forms with identical discriminant forms, an integral symmetric unimodular bilinear form.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 83, pp. 63–66, 1979.     

A Unified Approach to Convergence Analysis of Discretization Methods for Volterra-typeEquations

This paper presents a general convergence analysis of numericalmethods for solving ordinary differential equations and non-linerVolterra integral and integrodifferential euqations. The conceptof analytic and discrete forms is introduced, Prolongation andrestriction operators reduce the problem of comparing the fundamentalforms. Integral inequalities and their discrete analogues proofof a collocation method for solving Volterra integral equationsof the second kind.     

随机线性不等式组的确定性等价式

在大量的决策问题中，经常会出现含有随机变量的不等式或不等式组。把这类含有随机变理的模型转化成确定性的模型是解决问题的重要途径。它们在随机控制和不完全信息群体决策随机决策问题中起着重要的作用。因此，如何将随机不等林或随机不等式组转化为相应的确定性等价式的问题受到人们的关注。本文对含有确定分布的随机变量的线性不等式组，就其相应的概率表达式作出分类，并根据其左端系数矩阵和右端向量含有随机因素的情形分别进行讨论，系统地导出了它们相应的确定性等价式。