共查询到20条相似文献,搜索用时 468 毫秒
1.
Considering the positive d-dimensional lattice point Z
+
d
(d ≥ 2) with partial ordering ≤, let {X
k: k ∈ Z
+
d
} be i.i.d. random variables taking values in a real separable Hilbert space (H, ‖ · ‖) with mean zero and covariance operator Σ, and set $
S_n = \sum\limits_{k \leqslant n} {X_k }
$
S_n = \sum\limits_{k \leqslant n} {X_k }
, n ∈ Z
+
d
. Let σ
i
2, i ≥ 1, be the eigenvalues of Σ arranged in the non-increasing order and taking into account the multiplicities. Let l be the dimension of the corresponding eigenspace, and denote the largest eigenvalue of Σ by σ
2. Let logx = ln(x ∨ e), x ≥ 0. This paper studies the convergence rates for $
\sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right)
$
\sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right)
. We show that when l ≥ 2 and b > −l/2, E[‖X‖2(log ‖X‖)
d−2(log log ‖X‖)
b+4] < ∞ implies $
\begin{gathered}
\mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\
= \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}}
{2}} \Gamma (b + l/2)}}
{{\Gamma (l/2)(d - 1)!}} \hfill \\
\end{gathered}
$
\begin{gathered}
\mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }}
{{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\
= \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}}
{2}} \Gamma (b + l/2)}}
{{\Gamma (l/2)(d - 1)!}} \hfill \\
\end{gathered}
, where Γ(·) is the Gamma function and $
\prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/
{\vphantom {1 2}} \right.
\kern-\nulldelimiterspace} 2}} }
$
\prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/
{\vphantom {1 2}} \right.
\kern-\nulldelimiterspace} 2}} }
. 相似文献
2.
Li Xin Zhang 《数学学报(英文版)》2008,24(4):631-646
Let X, X1, X2,... be i.i.d, random variables with mean zero and positive, finite variance σ^2, and set Sn = X1 +... + Xn, n≥1. The author proves that, if EX^2I{|X|≥t} = 0((log log t)^-1) as t→∞, then for any a〉-1 and b〉 -1,lim ε↑1/√1+a(1/√1+a-ε)b+1 ∑n=1^∞(logn)^a(loglogn)^b/nP{max κ≤n|Sκ|≤√σ^2π^2n/8loglogn(ε+an)}=4/π(1/2(1+a)^3/2)^b+1 Г(b+1),whenever an = o(1/log log n). The author obtains the sufficient and necessary conditions for this kind of results to hold. 相似文献
3.
Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables 总被引:1,自引:0,他引:1
Ye JIANG Li Xin ZHANG 《数学学报(英文版)》2006,22(3):781-792
Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1+X2+…+Xn,Mn=max k≤n│Sk│,n≥1.Let an=O(1/loglogn).In this paper,we prove that,for b〉-1,lim ε→0 →^2(b+1)∑n=1^∞ (loglogn)^b/nlogn n^1/2 E{Mn-σ(ε+an)√2nloglogn}+σ2^-b/(b+1)(2b+3)E│N│^2b+3∑k=0^∞ (-1)k/(2k+1)^2b+3 holds if and only if EX=0 and EX^2=σ^2〈∞. 相似文献
4.
Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes 总被引:1,自引:0,他引:1
Yun Xia LI Li Xin ZHANG 《数学学报(英文版)》2006,22(1):143-156
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
5.
Let X, X1 , X2 , . . . be i.i.d. random variables, and set Sn = X1 +···+Xn , Mn = maxk≤n |Sk|, n ≥1. Let an = o( (n)(1/2)/logn). By using the strong approximation, we prove that, if EX = 0, VarX = σ2 0 and E|X| 2+ε ∞ for some ε 0, then for any r 1, lim ε1/(r-1)(1/2) [ε-2-(r-1)]∞∑n=1 nr-2 P{Mn ≤εσ (π2n/(8log n))(1/2) + an } = 4/π . We also show that the widest a n is o( n(1/2)/logn). 相似文献
6.
Yuexu Zhao 《Bulletin of the Brazilian Mathematical Society》2006,37(3):377-391
Let X1, X2, ... be i.i.d. random variables with EX1 = 0 and positive, finite variance σ2, and set Sn = X1 + ... + Xn. For any α > −1, β > −1/2 and for κn(ε) a function of ε and n such that κn(ε) log log n → λ as n ↑ ∞ and
, we prove that
*Supported by the Natural Science Foundation of Department of Education of Zhejiang Province (Grant No. 20060237 and 20050494). 相似文献
7.
Precise asymptotics in the Baum-Katz and davis law of large numbers for positively associated sequences 总被引:6,自引:1,他引:5
§ 1 Introduction and resultsL et { X,Xi;i≥ 1} be a sequence of i.i.d.random variables,and set Sn= ni=1 Xi,n≥1.Hsu and Robbins[1 ] introduced the conceptof complete convergence.They together withErdos[2 ] proved n≥ 1 P(|Sn|≥εn) <∞ ,ε>0 (1)if and only if EX=0 and EX2 <∞ .L ater,Spitzer[3] proved n≥ 11n P(|Sn|≥εn) <∞ ,ε>0if and only if EX =0 and E|X|<∞ .More generally,it was shown by Baum and Katz[4 ]that,for 0
0 (… 相似文献
8.
If p(z) is a polynomial of degree n having all its zeros on |z| = k, k ≤ 1, then it is proved[5] that max |z|=1 |p′(z)| ≤ kn1n + kn m|z|=ax1 |p(z)|. In this paper, we generalize the above inequality by extending it to the polar derivative of a polynomial of the type p(z) = cnzn + ∑n j=μ cn jzn j, 1 ≤μ≤ n. We also obtain certain new inequalities concerning the maximum modulus of a polynomial with restricted zeros. 相似文献
9.
姚奎 《高校应用数学学报(英文版)》2001,16(2):161-170
§ 1 PreliminariesWe considerψ( x)∈ L1 ( Rn) satisfying the mean valuezero,i.e.∫Rnψdx=0 ,and definethe square function g( f) on Rnbyg( f) ( x) =( k|ψk* f|2 ) 1 2 ( x)for f∈ S( Rn) ,the Schwartz space,whereψk( x) =ψ2 k( x) . Whenψ has some smooth property,one can obtain the weak type estimate by viewingthe square function g( f) as the vector-valued singularintegrals,which the readercan referto [1 ,2 ] .As for the results aboutthe Lp-estimates,see [3,4 ] .In this paper,we sha… 相似文献
10.
For any positive real numbers A, B, and d satisfying the conditions
, d>2, we construct a Gabor orthonormal basis for L2(ℝ), such that the generating function g∈L2(ℝ) satisfies the condition:∫ℝ|g(x)|2(1+|x|
A
)/log
d
(2+|x|)dx < ∞ and
. 相似文献
11.
Let
be i.i.d. random variables and let, for each
and
. It is shown that
a.s. whenever the sequence of self-normalized sums S
n
/V
n is stochastically bounded, and that this limsup is a.s. positive if, in addition, X is in the Feller class. It is also shown that, for X in the Feller class, the sequence of self-normalized sums is stochastically bounded if and only if
相似文献
12.
Let p be a prime, χ denote the Dirichlet character modulo p, f (x) = a
0 + a
1
x + ... + a
k
x
k
is a k-degree polynomial with integral coefficients such that (p, a
0, a
1, ..., a
k
) = 1, for any integer m, we study the asymptotic property of
$
\sum\limits_{\chi \ne \chi _0 } {\left| {\sum\limits_{a = 1}^{p - 1} {\chi (a)e\left( {\frac{{f(a)}}
{p}} \right)} } \right|^2 \left| {L(1,\chi )} \right|^{2m} } ,
$
\sum\limits_{\chi \ne \chi _0 } {\left| {\sum\limits_{a = 1}^{p - 1} {\chi (a)e\left( {\frac{{f(a)}}
{p}} \right)} } \right|^2 \left| {L(1,\chi )} \right|^{2m} } ,
相似文献
13.
V. V. Lebedev 《Functional Analysis and Its Applications》2012,46(2):121-132
We consider the space
A(\mathbbT)A(\mathbb{T}) of all continuous functions f on the circle
\mathbbT\mathbb{T} such that the sequence of Fourier coefficients
[^(f)] = { [^(f)]( k ), k ? \mathbbZ }\hat f = \left\{ {\hat f\left( k \right), k \in \mathbb{Z}} \right\} belongs to l
1(ℤ). The norm on
A(\mathbbT)A(\mathbb{T}) is defined by
|| f ||A(\mathbbT) = || [^(f)] ||l1 (\mathbbZ)\left\| f \right\|_{A(\mathbb{T})} = \left\| {\hat f} \right\|_{l^1 (\mathbb{Z})}. According to the well-known Beurling-Helson theorem, if
f:\mathbbT ? \mathbbT\phi :\mathbb{T} \to \mathbb{T} is a continuous mapping such that
|| einf ||A(\mathbbT) = O(1)\left\| {e^{in\phi } } \right\|_{A(\mathbb{T})} = O(1), n ∈ ℤ then φ is linear. It was conjectured by Kahane that the same conclusion about φ is true under the assumption that
|| einf ||A(\mathbbT) = o( log| n | )\left\| {e^{in\phi } } \right\|_{A(\mathbb{T})} = o\left( {\log \left| n \right|} \right). We show that if $\left\| {e^{in\phi } } \right\|_{A(\mathbb{T})} = o\left( {\left( {{{\log \log \left| n \right|} \mathord{\left/
{\vphantom {{\log \log \left| n \right|} {\log \log \log \left| n \right|}}} \right.
\kern-\nulldelimiterspace} {\log \log \log \left| n \right|}}} \right)^{1/12} } \right)$\left\| {e^{in\phi } } \right\|_{A(\mathbb{T})} = o\left( {\left( {{{\log \log \left| n \right|} \mathord{\left/
{\vphantom {{\log \log \left| n \right|} {\log \log \log \left| n \right|}}} \right.
\kern-\nulldelimiterspace} {\log \log \log \left| n \right|}}} \right)^{1/12} } \right), then φ is linear. 相似文献
14.
A theorem from the classical complex analysis proved by Davydov in 1949 is extended to the theory of solution of a special
case of the Beltrami equation in the z-complex plane (i.e., null solutions of the differential operator ).
It is proved that if γ is a rectifiable Jordan closed curve and f is a continuous complex-valued function on γ such that the integral
15.
E. G. Kwon 《Integral Equations and Operator Theory》2009,64(2):251-260
We characterize the composition operators mapping Blochs boundedly into the weighted Bergman spaces of logarithmic weight.
For 0 < p < ∞, 1 < α < ∞, let Ap, log α denote the space of holomorphic functions F in the unit disc D for which
16.
S. V. Astashkin 《Mathematical Notes》1999,65(4):407-417
In this paper it is proved that from any uniformly bounded orthonormal system {f
n}
n=1
∞
of random variables defined on the probability space (Ω, ε, P), one can extract a subsystem {fni}
i
Emphasis>=1/∞
majorized in distribution by the Rademacher system on [0, 1]. This means that {
17.
Let X,X
n
;n1 be a sequence of real-valued i.i.d. random variables with E(X)=0. Assume B(u) is positive, strictly increasing and regularly-varying at infinity with index 1/2<1. Set b
n
=B(n),n1. If
18.
Nariaki Sugiura 《Annals of the Institute of Statistical Mathematics》1974,26(1):117-125
Summary LetS
i have the Wishart distributionW
p(∑i,ni) fori=1,2. An asymptotic expansion of the distribution of
for large n=n1+n2 is derived, when∑
1∑
2
−1
=I+n−1/2θ, based on an asymptotic solution of the system of partial differential equations for the hypergeometric function2
F
1, obtained recently by Muirhead [2]. Another asymptotic formula is also applied to the distributions of −2 log λ and −log|S
2(S
1+S
2)−1| under fixed∑
1∑
2
−1
, which gives the earlier results by Nagao [4]. Some useful asymptotic formulas for1
F
1 were investigated by Sugiura [7]. 相似文献
19.
Let {ξi,-∞i∞} be a doubly infinite sequence of identically distributed-mixing random variables with zero means and finite variances,{ai,-∞i∞} be an absolutely summable sequence of real numbers and X k =∑i=-∞+∞ aiξi+k be a moving average process.Under some proper moment conditions,the precise asymptotics are established for 相似文献
20.
A. I. Podvysotskaya 《Ukrainian Mathematical Journal》2009,61(5):847-853
We prove that max |p′(x)|, where p runs over the set of all algebraic polynomials of degree not higher than n ≥ 3 bounded in modulus by 1 on [−1, 1], is not lower than
( n - 1 ) \mathord | / | \vphantom ( n - 1 ) ?{1 - x2} ?{1 - x2} {{\left( {n - 1} \right)} \mathord{\left/{\vphantom {{\left( {n - 1} \right)} {\sqrt {1 - {x^2}} }}} \right.} {\sqrt {1 - {x^2}} }} for all x ∈ (−1, 1) such that | x | ? èk = 0[ n \mathord | / |
\vphantom n 2 2 ] [ cos\frac2k + 12( n - 1 )p, cos\frac2k + 12np ] \left| x \right| \in \bigcup\nolimits_{k = 0}^{\left[ {{n \mathord{\left/{\vphantom {n 2}} \right.} 2}} \right]} {\left[ {\cos \frac{{2k + 1}}{{2\left( {n - 1} \right)}}\pi, \cos \frac{{2k + 1}}{{2n}}\pi } \right]} . 相似文献
|