负相依随机变量的自正则化中心极限定理与部分和的方差估计

§ 1　 IntroductionWe firstintroduce some concepts.Random variables X and Y are called negative dependent ( ND) if for any pair ofmonotonically non-decresing functions f and g,Cov{ f( X) ,g( Y) }≤ 0 .Clearly itis equivalenttoP( X≤ x,Y≤ y)≤ P( X≤ x) P( Y≤ y)for all x,y∈R.A random sequence{ Xi,i≥ 1 } is said to be negative quadrant dependent( NQD) if any pairof variables Xi,Xj( i≠j) are ND.A sequence of random variables{ Xi,i≥ 1 } is said to be linear negative quadrand depend…     

Estimation of the variance for strongly mixing sequences

Abstract. Let {Xn,n≥1} be a stationary strongly mixing random sequence satisfying EX1=u,     

Large holes in sparse random graphs

We show that there is a function α(r) such that for each constantr≧3, almost everyr-regular graph onn vertices has a hole (vertex induced cycle) of size at least α(r)n asn→∞. We also show that there is a function β(c) such that forc>0 large enough,G _{n, p} ,p=c/n almost surely has a hole of size at least β(c)n asn→∞.     

Limit theorems for large deviations probabilities of certain quadratic forms

Let (ξ _k ,F _k ) be a martingale difference sequence. The paper concerns the tail behavior of the quadratic formS _n = ∑ _k=1 ⁿ ∑ _j=1 ^k−1 β _n ^k−j χ _k χ _j , where β _n asn→∞. The main conclusions aboutP}n ⁻¹ S _n >x _n }, wherex _n →∞, asn→∞, are obtained using the tail behavior of a martingale with values in a certain Hilbert space. Vilnius University, Naugarduko 24; Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 37, No. 4, pp. 532–549, October–December, 1997.     

A note on the distribution of the sequence (nα) with transcendental α

Let α be an irrational number and let D _N*(α) and D_N(α) denote the star-discrepancy and the discrepancy of the sequence (nα)_{n ≥1} mod 1, resp. We study properties of the maps α→ v *(α) = limsup_{N →∞} N D _N*(α)/log N and α→v(α) = limsup_{N →∞} N D _N(α)/log N where α is transcendental but not a U-number. This revised version was published online in June 2006 with corrections to the Cover Date.     

Large deviations probabilities for random walks in the absence of finite expectations of jumps

 Let be independent identically distributed random variables with regularly varying distribution tails:

非Lipschitz条件下严格伪压缩映射不动点的逼近

Abstract. Without the Lipschitz assumption and boundedness of K in arbitrary Banach spaces,the Ishikawa iteration     

Uniformly robust tests in errors-in-variables models

Consider an ordinary errors-in-variables model. The true level α _n (θ*) of a test at nominal level α and sample size n is said to be pointwise robust if α _n (θ*) → α as n → ∞ for each parameter θ*. Let Ω* be a set of values of θ*. Define α _n = sup _{θ* ∈Ω*}α _n (θ*). The test is said to be uniformly robust over Ω* if α _n → α as n → ∞. Corresponding definitions apply to the coverage probabilities of confidence sets. It is known that all existing large-sample tests for the parameters of the errors-in-variables model are pointwise robust. However, they might not be uniformly robust over certain null parameter spaces. In this paper, we construct uniformly robust tests for testing the vector coefficient parameter and vector slope parameter in the functional errors-in-variables model. These tests are established through constructing the confidence sets for the same parameters in the model with similar desirable property. Power comparisons based on simulation studies between the proposed tests and some existing tests in finite samples are also presented.     

Strong convergence of approximated sequences for nonexpansive mappings in Banach spaces

This paper studies the convergence of the sequence defined by x0∈C,xn 1=αnu (1-αn)Txn,n=0,1,2,…, where 0 ≤αn ≤ 1, limn→∞αn = 0, ∑∞n=0 αn = ∞, and T is a nonexpansive mapping from a nonempty closed convex subset C of a Banach space X into itself. The iterative sequence {xn} converges strongly to a fixed point of T in the case when X is a uniformly convex Banach space with a uniformly Gateaux differentiable norm or a uniformly smooth Banach space only. The results presented in this paper extend and improve some recent results.     

One-sided local large deviation and renewal theorems in the case of infinite mean

Summary. If {S _n ,n≧0} is an integer-valued random walk such that S _n /a _n converges in distribution to a stable law of index α∈ (0,1) as n→∞, then Gnedenko’s local limit theorem provides a useful estimate for P{S _n =r} for values of r such that r/a _n is bounded. The main point of this paper is to show that, under certain circumstances, there is another estimate which is valid when r/a _n → +∞, in other words to establish a large deviation local limit theorem. We also give an asymptotic bound for P{S _n =r} which is valid under weaker assumptions. This last result is then used in establishing some local versions of generalized renewal theorems. Received: 9 August 1995 / In revised form: 29 September 1996     

On the bestL 1-approximations of functional classes by splines under restrictions imposed on their derivatives

We find the exact asymptotics (asn→∞) of the bestL ₁-approximations of classesW ₁ ^r of periodic functions by spliness∈S _{2n, r∼-1} (S _{2n, r∼-1} is a set of 2π-periodic polynomial splines of orderr−1, defect one, and with nodes at the pointskπ/n,k∈ℤ) such that V ₀ ^2π s( ^r-1)≤1+ɛ _n , where {ɛ _n } _n=1 ^∞ is a decreasing sequence of positive numbers such that ɛ _n n ²→∞ and ɛ _n →0 asn→∞. Dnepropetrovsk University, Dnepropetrovsk. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 4, pp. 435–444, April, 1999.     

The average of the values of a function at random points

The behavior of (1/N) asN→∞ is considered, wheref is a bounded measurable function on (−∞, ∞) and (S _n) _n ^=1/∞ are the partial sums of a sequence of independent and identically distributed rondom variables.     

Pressure and equilibrium states for countable state markov shifts

We give a general definition of the topological pressureP _top (f, S) for continuous real valued functionsf: X→ℝ on transitive countable state Markov shifts (X, S). A variational principle holds for functions satisfying a mild distortion property. We introduce a new notion of Z-recurrent functions. Given any such functionf, we show a general method how to obtain tight sequences of invariant probability measures supported on periodic points such that a weak accumulation pointμ is an equilibrium state forf if and only if εf ⁻ dμ<∞. We discuss some conditions that ensure this integrability. As an application we obtain the Gauss measure as a weak limit of measures supported on periodic points.     

UNIFORM CONVERGENCE OF CESARO MEANS OF NEGATIVE ORDER OF DOUBLE TRIGONOMETRIC FOURIER SERIES

In this paper we prove that iff ∈ C([-π,π]2) and the function f is bounded partial p-variation for some p ∈ [1, ∞), then the double trigonometric Fourier series of a function f is uniformly (C;-α,-β) summable (α β＜ 1/p,α,β＞ 0) in the sense of Pringsheim. If α β≥ 1/p, then there exists a continuous function f0 of bounded partial double trigonometric Fourier series of fo diverge over cubes.     

Two renewal theorems for general random walks tending to infinity

Summary. Necessary and sufficient conditions for the existence of moments of the first passage time of a random walk S _n into [x, ∞) for fixed x≧ 0, and the last exit time of the walk from (−∞, x], are given under the condition that S _n →∞ a.s. The methods, which are quite different from those applied in the previously studied case of a positive mean for the increments of S _n , are further developed to obtain the “order of magnitude” as x→∞ of the moments of the first passage and last exit times, when these are finite. A number of other conditions of interest in renewal theory are also discussed, and some results for the first time for which the random walk remains above the level x on K consecutive occasions, which has applications in option pricing, are given. Received: 18 September 1995/In revised form: 28 February 1996     

Long and short paths in uniform random recursive dags

In a uniform random recursive k-directed acyclic graph, there is a root, 0, and each node in turn, from 1 to n, chooses k uniform random parents from among the nodes of smaller index. If S _n is the shortest path distance from node n to the root, then we determine the constant σ such that S _n /log n→σ in probability as n→∞. We also show that max _1≤i≤n S _i /log n→σ in probability.     

Global asymptotics for Laguerre polynomials with large negative parameter—a Riemann-Hilbert approach

In this paper, we study the asymptotic behavior of the Laguerre polynomials as n→∞. Here α _n is a sequence of negative numbers and −α _n /n tends to a limit A>1 as n→∞. An asymptotic expansion is obtained, which is uniformly valid in the upper half plane ℂ₊={z:Im z≥0}. A corresponding expansion is also given for the lower half plane ℂ₋={z:Im z≤0}. The two expansions hold, in particular, in regions containing the curve Γ in the complex plane, on which these polynomials are orthogonal. Our method is based on the Riemann-Hilbert approach introduced by Deift and Zhou. The work of R. Wong is partially supported by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. CityU 102504).     

Self-similar extremal processes

Given an extremal process X: [0,∞)→[0,∞)^d with lower curve C and associated point process N={(t_k, X_k):k≥0}, t_k distinct and X_k independent, given a sequence ζ _n =(τ _n , ξ _n ), n≥1, of time-space changes (max-automorphisms of [0,∞)^d+1), we study the limit behavior of the sequence of extremal processes Y_n(t)=ξ _n ^-1 ○ X ○ τ_n(t)=C_n(t) V max {ξ _n ^-1 ○ X_k: t_k ≤ τ_n(t){ ⇒ Y under a regularity condition on the norming sequence ζ_n and asymptotic negligibility of the max-increments of Y_n. The limit class consists of self-similar (with respect to a group η_α=(σ_α, L_α), α>0, of time-space changes) extremal processes. By self-similarity here we mean the property L_α ○ Y(t) ₌ ^d Y ○ α_α(t) for all α>0. The univariate marginals of Y are max-self-decomposable. If additionally the initial extremal process X is assumed to have homogeneous max-increments, then the limit process is max-stable with homogeneous max-increments. Supported by the Bulgarian Ministry of Education and Sciences (grant No. MM 234/1996). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part I.     

The Banach-Mazur distance to the cube and the Dvoretzky-Rogers factorization

We show the existence of a sequence (λ _n ) of scalars withλ _n =o(n) such that, for any symmetric compact convex bodyB ⊂R ⁿ , there is an affine transformationT satisfyingQ ⊂T(B) ⊂λ _n Q, whereQ is then-dimensional cube. This complements results of the second-named author regarding the lower bound on suchλ _n . We also show that ifX is ann-dimensional Banach space andm=[n/2], then there are operatorsα:l ₂ ^m →X andβ:X→l _∞ ^m with ‖α‖·‖β‖≦C, whereC is a universal constant; this may be called “the proportional Dvoretzky-Rogers factorization”. These facts and their corollaries reveal new features of the structure of the Banach-Mazur compactum. Research performed while this author was visiting IHES. Supported in part by the NSF Grant DMS-8702058 and the Sloan Research Fellowship.     

The Alternative Dunford–Pettis Property for Subspaces of the Compact Operators

A Banach space X has the alternative Dunford–Pettis property if for every weakly convergent sequences (x_n) → x in X and (x_n*) → 0 in X* with ||x_n|| = ||x||= 1 we have (x_n*(x_n)) → 0. We get a characterization of certain operator spaces having the alternative Dunford–Pettis property. As a consequence of this result, if H is a Hilbert space we show that a closed subspace M of the compact operators on H has the alternative Dunford–Pettis property if, and only if, for any h ∈ H, the evaluation operators from M to H given by S ↦ Sh, S ↦ S^th are DP1 operators, that is, they apply weakly convergent sequences in the unit sphere whose limits are also in the unit sphere into norm convergent sequences. We also prove a characterization of certain closed subalgebras of K(H) having the alternative Dunford-Pettis property by assuming that the multiplication operators are DP1.