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1.
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   

2.
Let {εt; t ∈ Z^+} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2+1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^+} is a sequence of real numbers satisfying ∑j=0^∞|aj|〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E|ε1|^2+δ′〈 for some δ′〉0 and μ(n)=O(n^-ρ) for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.  相似文献   

3.
In this paper, the least square estimator in the problem of multiple change points estimation is studied. Here, the moving-average processes of ALNQD sequence in the mean shifts are discussed. When the number of change points is known, the rate of convergence of change-points estimation is derived. The result is also true for p-mixing, φ-mixing, a-mixing, associated and negatively associated sequences under suitable conditions.  相似文献   

4.
The trace of the wave kernel μ(t) =∑ω=1^∞ exp(-itEω^1/2), where {Eω}ω^∞=1 are the eigenvalues of the negative Laplacian -△↓2 = -∑k^3=1 (δ/δxk)^2 in the (x^1, x^2, x^3)-space, is studied for a variety of bounded domains, where -∞ 〈 t 〈 ∞ and i= √-1. The dependence of μ (t) on the connectivity of bounded domains and the Dirichlet, Neumann and Robin boundary conditions are analyzed. Particular attention is given for a multi-connected vibrating membrane Ω in Ra surrounded by simply connected bounded domains Ω j with smooth bounding surfaces S j (j = 1,……, n), where a finite number of piecewise smooth Dirichlet, Neumann and Robin boundary conditions on the piecewise smooth components Si^* (i = 1 + kj-1,……, kj) of the bounding surfaces S j are considered, such that S j = Ui-1+kj-1^kj Si^*, where k0=0. The basic problem is to extract information on the geometry Ω by using the wave equation approach from a complete knowledge of its eigenvalues. Some geometrical quantities of Ω (e.g. the volume, the surface area, the mean curvuture and the Gaussian curvature) are determined from the asymptotic expansion ofexpansion of μ(t) for small │t│.  相似文献   

5.
Let {Xni} be an array of rowwise negatively associated random variables and Tnk=k∑i=1 i^a Xni for a ≥ -1, Snk =∑|i|≤k Ф(i/nη)1/nη Xni for η∈(0,1],where Ф is some function. The author studies necessary and sufficient conditions of ∞∑n=1 AnP(max 1≤k≤n|Tnk|〉εBn)〈∞ and ∞∑n=1 CnP(max 0≤k≤mn|Snk|〉εDn)〈∞ for all ε 〉 0, where An, Bn, Cn and Dn are some positive constants, mn ∈ N with mn /nη →∞. The results of Lanzinger and Stadtmfiller in 2003 are extended from the i.i.d, case to the case of the negatively associated, not necessarily identically distributed random variables. Also, the result of Pruss in 2003 on independent variables reduces to a special case of the present paper; furthermore, the necessity part of his result is complemented.  相似文献   

6.
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.  相似文献   

7.
刘慧芳  孙道椿 《东北数学》2008,24(6):511-520
In this paper, the uniqueness of algebroidal functions in the unit disc is investigated. Suppose that W(z) and M(z) are v-valued and k-valued algebroidal functions in the unit disc, respectively. Let e^iθ be a b-cluster point of order co or order ρ(x) of the algebroidal function W(z) or M(z). It is shown that if -↑E(aj, W(z)) = -↑E(aj,M(z)) holds in the domain {|z| 〈 1}∩Ω(θ-δ,θ+δ), where b, aj (j = 1,…, 2v + 2k + 1) are complex constants, then W(z) = M(z). The same results are obtained for the case that e^iθ is a Borel point of order co or order ρ(x) of the algebroidal function W(z) or M(z).  相似文献   

8.
The asymptotic expansion for small |t| of the trace of the wave kernel ∧↑μ(t) =∑v=1^∞exp(-it μv^1/2), where i= √-1 and {μv}v=1^∞ are the eigenvalues of the negative Laplacian -△=-∑β=1^2(δ/δx^β)^2 in the (x^1, x^2)-plane, is studied for a multi-connected vibrating membrane Ω in R^2 surrounded by simply connected bounded domains Ωj with smooth boundaries δΩj(j=1,...,n), where a finite number of piecewise smooth Robin boundary conditions on the piecewise smooth components Гi(i=1 κj-1,...,κj) of the boundaries δΩj are considered, such that δΩj=∪i=1 κj-1^κj Гi and κ0=0. The basic problem is to extract information on the geometry of Ω using the wave equation approach. Some geometric quantities of Ω (e.g. the area of Ω, the total lengths of its boundary, the curvature of its boundary, the number of the holes of Ω, etc.) are determined from the asymptotic expansion of the trace of the wave kernel ∧↑μ(t) for small |t|.  相似文献   

9.
In this paper, the moderate deviations for the M-estimators of regression parameter in a linear model are obtained when the errors form a strictly stationary φ-mixing sequence. The results are applied to study many different types of M-estimators such as Huber's estimator, Lp-regression estimator, least squares estimator and least absolute deviation estimator.  相似文献   

10.
For a sequence of identically distributed negatively associated random variables {Xn; n ≥ 1} with partial sums Sn = ∑i=1^n Xi, n ≥ 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form ∑n≥n0 n^r-2-1/pq anE(max1≤k≤n|Sk|^1/q-∈bn^1/qp)^+〈∞to hold where r 〉 1, q 〉 0 and either n0 = 1,0 〈 p 〈 2, an = 1,bn = n or n0 = 3,p = 2, an = 1 (log n) ^1/2q, bn=n log n. These results extend results of Chow and of Li and Spataru from the indepen- dent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence.  相似文献   

11.
Consider the partly linear regression model ,where yi's are responses, xi = (xi1, xi2,…,xip)' and ti ∈T are known and nonrandom design points, T is a compact set in the real line is an unknown parameter vector, g(·) is an unknown function and {Ei} isa linear process, i.e., random variables with zeromean and variance o2e. Drawing upon B-spline estimation of g(·) and least squares estimation of 0, we construct estimators of the autocovariances of {Ei}- The uniform strong convergence rate of these estimators to their true values is then established. These results not only are a compensation for those of [23], but also have some application in modeling error structure. When the errors {Ei} are an ARMA process, our result can be used to develop a consistent procedure for determining the order of the ARMA process and identifying the non-zero coefficients of the process. Moreover, our result can be used to construct the asymptotically efficient estimators for parameters in the ARMA error process.  相似文献   

12.
The asymptotic expansion of the heat kernel Θ(t)=sum from ∞to j=1 exp(-tλ_j) where {λ_j}_(j=1)~∞are the eigen-values of the negative Laplacian -Δ_n=-sum from n to k=1((?))~2 in R~n(n=2 or 3) is studied for short-time t for a generalbounded domain Ωwith a smooth boundary (?)Ω.In this paper,we consider the case of a finite number of theDirichlet conditions φ=0 on Γ_i (i=1,...,J) and the Neumann conditions (?)=0 on Γ_i (i=J 1,...,k) andthe Robin conditions ((?) γ_i)φ=0 on Γ_i (i=k 1,...,m) where γ_i are piecewise smooth positive impedancefunctions,such that (?)Ωconsists of a finite number of piecewise smooth components Γ_i(i=1,...,m) where(?)Ω=(?)Γ_i.We construct the required asymptotics in the form of a power series over t.The senior coefficients inthis series are specified as functionals of the geometric shape of the domain Ω.This result is applied to calculatethe one-particle partition function of a“special ideal gas”,i.e.,the set of non-interacting particles set up in abox with Dirichlet,Neumann and Robin boundary conditions for the appropriate wave function.Calculationof the thermodynamic quantities for the ideal gas such as the internal energy,pressure and specific heat revealsthat these quantities alone are incapable of distinguishing between two different shapes of the domain.Thisconclusion seems to be intuitively clear because it is based on a limited information given by a one-particlepartition function;nevertheless,its formal theoretical motivation is of some interest.  相似文献   

13.
For a sequence of i.i.d. Banach space-valued random variables {Xn; n ≥ 1} and a sequence of positive constants {an; n ≥ 1}, the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm is investigated. Sets of conditions are provided under which (i) lim sup n→∞ ||Sn||/an〈∞ a.s.and ∞ ∑n=1(1/n)P(||Sn||/an ≥ε〈∞for all ε 〉 λ for some constant λ ∈ [0, ∞) are equivalent; (ii) For all constants λ ∈ [0, ∞), lim sup ||Sn||/an =λ a.s.and ^∞∑ n=1(1/n) P(||Sn||/an ≥ε){〈∞, if ε〉λ =∞,if ε〈λare equivalent. In general, no geometric conditions are imposed on the underlying Banach space. Corollaries are presented and new results are obtained even in the case of real-valued random variables.  相似文献   

14.
For a trigonometric series
defined on [−π, π) m , where V is a certain polyhedron in R m , we prove that
if the coefficients a k satisfy the following Sidon-Telyakovskii-type conditions:
Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 5, pp. 579–585, May, 2008.  相似文献   

15.
A Supplement to the Baum-Katz-Spitzer Complete Convergence Theorem   总被引:1,自引:0,他引:1  
Let {X, Xn; n≥ 1} be a sequence of i.i.d. Banach space valued random variables and let {an; n ≥ 1} be a sequence of positive constants such that an↑∞ and 1〈 lim inf n→∞ a2n/an≤lim sup n→∞ a2n/an〈∞ Set Sn=∑i=1^n Xi,n≥1.In this paper we prove that ∑n≥1 1/n P(||Sn||≥εan)〈∞ for all ε〉0 if and only if lim n→∞ Sn/an=0 a.s. This result generalizes the Baum-Katz-Spitzer complete convergence theorem. Combining our result and a corollary of Einmahl and Li, we solve a conjecture posed by Gut.  相似文献   

16.
For an integer m ≥ 4, we define a set of 2[m/2] × 2[m/2] matrices γj (m), (j = 0, 1,..., m - 1) which satisfy γj (m)γk (m) +γk (m)γj (m) = 2ηjk (m)I[m/2], where (ηjk (m)) 0≤j,k≤m-1 is a diagonal matrix, the first diagonal element of which is 1 and the others are -1, I[m/2] is a 2[m/1] × 2[m/2] identity matrix with [m/2] being the integer part of m/2. For m = 4 and 5, the representation (m) of the Lorentz Spin group is known. For m≥ 6, we prove that (i) when m = 2n, (n ≥ 3), (m) is the group generated by the set of matrices {T|T=1/√ξ((I+k) 0 + 0 I-K) ( U 0 0 U), (ii) when m = 2n + 1 (n≥ 3), (m) is generated by the set of matrices {T|T=1/√ξ(I -k^- k I)U,U∈ (m-1),ξ=1-m-2 ∑k,j=0 ηkja^k a^j〉0, K=i[m-3 ∑j=0 a^j γj(m-2)+a^(m-2) In],K^-=i[m-3∑j=0 a^j γj(m-2)-a^(m-2) In]}  相似文献   

17.
By using the continuation theorem of Mawhin's coincidence degree theory, a sufficient condition is derived for the existence of positive periodic solutions for a distributed delay competition modelwhere ri and r2 are continuous w-periodic functions in R+=[0,∞) with ,ai,ci(i =1,2) are positive continuous w-periodic functions in R+=[0,∞),bi (i = 1,2) is nonnegative continuous w-periodic function in R+=[0,∞), w and T are positive constants. Ki,Lt ∈ C([-T,0], (01 88)) and Ki(s)ds = 1,ds - 1. i = 1,2. Some known results are improved and extended.  相似文献   

18.
This paper begins with new definitions for double sequence spaces. These new definitions are constructed, in general, by combining modulus function and nonnegative four-dimensional matrix. We use these definitions to establish inclusion theorems between various sequence spaces such as: If A = (a m,n,k,l ) be a nonnegative four-dimensional matrix such that
$ \mathop {\sup }\limits_{m,n} \sum\limits_{k,l = 0,0}^{\infty ,\infty } {a_{m,n,k,l} < \infty } $ \mathop {\sup }\limits_{m,n} \sum\limits_{k,l = 0,0}^{\infty ,\infty } {a_{m,n,k,l} < \infty }   相似文献   

19.
Abstract By we denote the set of all propositional formulas. Let be the set of all clauses. Define . In Sec. 2 of this paper we prove that for normal modal logics , the notions of -expansions and -expansions coincide. In Sec. 3, we prove that if I consists of default clauses then the notions of -expansions for I and -expansions for I coincide. To this end, we first show, in Sec. 3, that the notion of -expansions for I is the same as that of -expansions for I. The project is supported by NSFC  相似文献   

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