共查询到10条相似文献,搜索用时 125 毫秒
1.
Dmitrii Zholud 《Extremes》2009,12(1):1-17
Let (ξ
i
, i ≥ 1) be a sequence of independent standard normal random variables and let be the corresponding random walk. We study the renormalized Shepp statistic and determine asymptotic expressions for when u,N and T→ ∞ in a synchronized way. There are three types of relations between u and N that give different asymptotic behavior. For these three cases we establish the limiting Gumbel distribution of when T,N→ ∞ and present corresponding normalization sequences.
相似文献
2.
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
3.
Let {X n : n ?? 1} be a strictly stationary sequence of positively associated random variables with mean zero and finite variance. Set $S_n = \sum\limits_{k = 1}^n {X_k }$ , $Mn = \mathop {\max }\limits_{k \leqslant n} \left| {S_k } \right|$ , n ?? 1. Suppose that $0 < \sigma ^2 = EX_1^2 + 2\sum\limits_{k = 2}^\infty {EX_1 X_k < \infty }$ . In this paper, we prove that if E|X 1|2+?? < for some ?? ?? (0, 1], and $\sum\limits_{j = n + 1}^\infty {Cov\left( {X_1 ,X_j } \right) = O\left( {n^{ - \alpha } } \right)}$ for some ?? > 1, then for any b > ?1/2 $$\mathop {\lim }\limits_{\varepsilon \searrow 0} \varepsilon ^{2b + 1} \sum\limits_{n = 1}^\infty {\frac{{(\log \log n)^{b - 1/2} }} {{n^{3/2} \log n}}} E\left\{ {M_n - \sigma \varepsilon \sqrt {2n\log \log n} } \right\}_ + = \frac{{2^{ - 1/2 - b} E\left| N \right|^{2(b + 1)} }} {{(b + 1)(2b + 1)}}\sum\limits_{k = 0}^\infty {\frac{{( - 1)^k }} {{(2k + 1)^{2(b + 1)} }}}$$ and $$\mathop {\lim }\limits_{\varepsilon \nearrow \infty } \varepsilon ^{ - 2(b + 1)} \sum\limits_{n = 1}^\infty {\frac{{(\log \log n)^b }} {{n^{3/2} \log n}}E\left\{ {\sigma \varepsilon \sqrt {\frac{{\pi ^2 n}} {{8\log \log n}}} - M_n } \right\}} _ + = \frac{{\Gamma (b + 1/2)}} {{\sqrt 2 (b + 1)}}\sum\limits_{k = 0}^\infty {\frac{{( - 1)^k }} {{(2k + 1)^{2b + 2} }}} ,$$ where x + = max{x, 0}, N is a standard normal random variable, and ??(·) is a Gamma function. 相似文献
4.
Let {X, X
n;n≥1} be a strictly stationary sequence of ρ-mixing random variables with mean zero and finite variance. Set
. Suppose lim
n→∞
and
, where d=2, if −1<b<0 and d>2(b+1), if b≥0. It is proved that, for any b>−1,
, where Γ(•) is a Gamma function.
Research supported by the National Natural Science Foundation of China (10071072). 相似文献
5.
Nikolay Moshchevitin 《Czechoslovak Mathematical Journal》2012,62(1):127-137
Let Θ = (θ
1,θ
2,θ
3) ∈ ℝ3. Suppose that 1, θ
1, θ
2, θ
3 are linearly independent over ℤ. For Diophantine exponents
$\begin{gathered}
\alpha (\Theta ) = sup\left\{ {\gamma > 0: \mathop {\lim }\limits_{t \to } \mathop {\sup }\limits_{ + \infty } t^\gamma \psi _\Theta (t) < + \infty } \right\}, \hfill \\
\beta (\Theta ) = sup\left\{ {\gamma > 0: \mathop {\lim }\limits_{t \to } \mathop {\inf }\limits_{ + \infty } t^\gamma \psi _\Theta (t) < + \infty } \right\} \hfill \\
\end{gathered}$\begin{gathered}
\alpha (\Theta ) = sup\left\{ {\gamma > 0: \mathop {\lim }\limits_{t \to } \mathop {\sup }\limits_{ + \infty } t^\gamma \psi _\Theta (t) < + \infty } \right\}, \hfill \\
\beta (\Theta ) = sup\left\{ {\gamma > 0: \mathop {\lim }\limits_{t \to } \mathop {\inf }\limits_{ + \infty } t^\gamma \psi _\Theta (t) < + \infty } \right\} \hfill \\
\end{gathered} 相似文献
6.
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
7.
For a trigonometric series
8.
V. V. Zhuk 《Journal of Mathematical Sciences》2009,157(4):607-622
Let C be the space of continuous 2π-periodic functions f with the norm
. Let
, where
, be the Jackson polynomials of a function f, E
n
(f) be the best approximation of f in the space C by trigonometric polynomials of order n, and let
, be the function trigonometrically conjugate to the primitive of f. The paper establishes results of the following types:
9.
Let u = (u
n
) be a sequence of real numbers whose generator sequence is Cesàro summable to a finite number. We prove that (u
n
) is slowly oscillating if the sequence of Cesàro means of (ω
n
(m−1)(u)) is increasing and the following two conditions are hold:
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