关于■(0

李德立  吴智泉 《数学学报》1989,(6)

Precise asymptotics in the Baum-Katz and davis law of large numbers for positively associated sequences

§ 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 withErdos[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 (…     

随机场下重对数律的渐近性

设{X,X_k,k∈z_+~d)是d维随机场独立同分布零均值的随机变量,如果E[X~2(log~+|X|)~(α+d-1)(log+log~+|X|)~β]<∞,则 其中Γ(·)为Gamma函数.由此回答了Gut和Spataru[4]在d=1时所提出的问题。     

STRONG CONVERGENCE OF KERNEL ESTIMATES OF NONPARAMETRIC REGRESSION FUNCTIONS

Let (X, Y), (X_1, Y_1), …, (X_n, Y_n) be i. i. d. random vectors taking values in R_d×Rwith E(|Y|)<∞. To estimate the regression function m (x) = E (Y|X= x), we use thekernel estimate m_n(x)= sum from i=1 to n K((X_j-x)/h_n) where K(x) is a kernel functionand h_n a window width. In this paper, we establish the strong consistency of m_n(x) whenE(|Y|~P)<∞ for some p>l or E{exp(t|Y|~λ)}<∞ for some λ>0 and t>O. It is remakablethat other conditions imposed here are independent of the distribution of (X, Y).     

随机场下重对数律的渐近性

设{X,Xk,k∈Zd+}是d维随机场独立同分布零均值的随机变量,β》-1/2,EX2=σ2,如果E[X2(log+|X|)α+d-1(log+log+|X|)β]《∞,则Sn=Σκ≤nXk,α》-1,β》-1/2,EX2=σ, ε(↓)σlim(2(α+d))[ε2-2(α+d)σ2(σ+d)σ2]β+1/2Σn(logㄧnㄧ)α(log logㄧnㄧ)β-ㄧnㄧP(ㄧSnㄧ≥εΓㄧnㄧlog log ㄧnㄧ)=2βσ-(d-1)!(2-(α+d))∏Γ(β+1/2), 其中Γ(·)为Gamma函数.由此回答了Gut和Spataru[4]在d=1时所提出的问题.     

高负荷情形GI/G/1系统中等待时间的Berry-Esseen界

<正> 一、引言 收敛定理的收敛速度的界估计是排队论中重要课题.在GI/G/1系统中,若假定μ=E(v_1-u_1)>0,σ~2=E(v_1-u_1-μ)~2>0,γ~3=E|v_1-u_1-μ|~3<∞,[2]得到了等待时间W_n的收敛速度如下     

关于Gauss过程增量的若干结果

设{X(t), t≥0}是具有平稳增量的Gauss过程,满足X(0)=0(a. s.),EX(t)=0,σ~2(h)=E(X(t+h)-X(t))~2=EX(h)~2=C_0h~(2a),其中C_0>0,0<α<1。本文研究了这类过程的增量问题,将Wiener过程增量所具有的性质(见[4,5,6])推广到{X(t), t≥0}的增量上来。     

局部时的Cauchy主值的精确完全收敛性

设{X,Xn;n≥1)为i.i.d.的随机变量序列,其均值为0且EX2=1.令S={Sn}n≥0为一维随机游动,其中S0=0,Sn=sum from k=1 to n Xk,对n≥1.定义G(n)为随机游动局部时的Cauchy主值.本文得到了,若存在某δ1>0,E|X|2r/(3p-4)+δ1<∞成立,那么对4/3P,有     

半平面上的无限级随机Dirichlet级数的值分布

本文通过 Dirichlet级数增长性研究结果改进 ,以及对独立随机变量列 { Zn} ,在条件 EZn=0 , 正数α>0 ,使得 ,0 相似文献   

I.I.D.随机变量序列矩完全收敛的精确渐近性

{X,Xn;n≥1}为独立同分布的随机变量序列, EX=0,01 p/2满足E|X|r<∞,且E|X|3<∞,那么其中Z服从均值为0,方差为σ2的正态分布.     

Precise asymptotics in self-normalized sums of iterated logarithm for multidimensionally indexed random variables

In the case of Zd (d ≥ 2)-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k ∈ Zd } i.i.d. random variables with mean 0, Sn = ∑k≤nXk and Vn2 = ∑j≤nX2j, the precise asymptotics for ∑n1/|n|(log|n|)dP(|Sn/vn|≥ ε√loglog|n|) and ∑n(logn|)δ/|n|(log|n|)d-1 P(|Sn/Vn| ≥ ε√log n), as ε ↘ 0, is established.     

一类统计量的强大数律和重对数律的精确极限性质

设{xn,m≥1}是独立同分布随机变量序列,EX1=0,EX12=1．设Tn= Tn(X1,…,Xn)是随机函数且Tn=Sn Rn．本文证明在E|Rn|2∨r<∞或E|Rn|<∞下,对随机函数Tn成立着Baum-Katz强大数律和重对数律的精确极限性质的一般结果．由此作为推论,对U-统计量,Von-Mises统计量,线性过程,移动平均过程,线性模型中误差方差估计和功率和等在适当矩条件下均可写出Baum-Katz强大数律和重对数律的精确极限性质．     

一类统计量的强大数律和重对数律的精确极限性质

设{Xn,n≥1}是独立同分布随机变量序列,EX1=0,EX12=1.设Sn=n∑i=1Xi,Tn=Tn(X1,…,Xn)是随机函数且Tn=Sn+Rn.本文证明在E|Rn|2∨r《∞或E|Rn|《∞下,对随机函数Tn成立着Baum-Katz强大数律和重对数律的精确极限性质的一般结果.由此作为推论,对U-统计量,Von-Mises统计量,线性过程,移动平均过程,线性模型中误差方差估计和功率和等在适当矩条件下均可写出Baum-Katz强大数律和重对数律的精确极限性质.     

A note on the DiPerna-Lions Flows

In this note, we give a short proof for the DiPerna-Lions flows associated to ODEs following the method of Crippa and De Lellis [3]. More precisely, assume that [divb] ∈ Ll∞oc(Rd), |b|/(1 + |x| log |x|) ∈ L∞(Rd) and | b| φ(| b|) ∈ Ll1oc(Rd), where φ(r) = log log(r + c), c > 0. Then, there exists a unique regular Lagrangian flow associated with the ODE X˙(t, x) = b(X(t, x)), X(0, x) = x.     

REGULARITY OF H~1 ∩L~(n((γ-1)/(2-γ))) WEAK SOLUTIONS FOR NONLINEAR ELLIPTIC SYSTEMS

Let us consider the following elliptic systems of second order-D_α(A_i~α(x, u, Du))=B_4(x, u, Du), i=1, …, N, x∈Q(?)R~n, n≥3 (1) and supposeⅰ) |A_i~α(x, u, Du)|≤L(1+|Du|);ⅱ) (1+|p|)~(-1)A_i~α(x, u, p)are H(?)lder-continuous functions with some exponent δ on (?)×R~N uniformly with respect to p, i.e.ⅲ) A_i~α(x, u, p) are differentiable function in p with bounded and continuous derivativesⅳ)ⅴ) for all u∈H_(loc)~1(Ω, R~N)∩L~(n(γ-1)/(2-γ))(Ω, R~N), B(x, u, Du)is ineasurable and |B(x, u, p)|≤a(|p|~γ+|u|~τ)+b(x), where 1+2/n<γ<2, τ≤max((n+2)/(n-2), (γ-1)/(2-γ)-ε), (?)ε>0, b(x)∈L2n/(n+2), n~2/(n+2)+e(Ω), (?)ε>0.Remarks. Only bounded open set Q will be considered in this paper; for all p≥1, λ≥0, which is clled a Morrey Space.Let assumptions ⅰ)-ⅳ) hold, Giaquinta and Modica have proved the regularity of both the H~1 weak solutions of (1) under controllable growth condition |B|≤α(|p|~γ+|u|~((n+2)/(n-2))+b, 0<γ≤1+2/n and the H~1∩L~∞ weak solutions of (1) under natural     

NECESSARY CONDITIONS OF L_1-CONVERGENCE OF KERNEL REGRESSION ESTIMATORS~*

Let(X_1,Y_1),…,(X_n,Y_n,)be iid.and R~d×R-valued samples of(X,Y).The kernel estima-tor of the regression function m(x)(?)E(Y|X=x)(if it exists),with kernel K,is denoted byMany authors discussed the convergence of m_n(x)in various senses,under the conditionsh_n→0 and nh_u~d→∞ asn→∞.Are these conditions necessary?This paper gives an affirmativeanswer to this bprolemuithe case of L_1-conversence,when K satisfies(1.3)andE(|Y|log~ |Y|)<∞.     

Weak type (1,1) bounds for a Marcinkiewicz integral

In this paper, the two-dimensional Marcinkewicz integral introduced by Stein μ(f)(x)=(∫_0~x|∫_(|x-y|≤1) _(|x-y|)~(Ω(x-y))f(y)dy|~2t~(-3)dt)~2is shown to be of weak type (1,1) and weighted weak type (1,1) with respect to power weight |x|~" if- 1< α< 0, where Ω is homogeneous of degree 0. has mean value 0 and belongs to Llog~+L(S~1).     

Almost sure central limit theorems for random functions

Let {Xn,-∞< n <∞} be a sequence of independent identically distributed random variables with EX1 = 0, EX12 = 1 and let Sn =∑k=1∞Xk, and Tn = Tn(X1,…,Xn) be a random function such that Tn = ASn Rn, where supn E|Rn| <∞and Rn = o(n~(1/2)) a.s., or Rn = O(n1/2-2γ) a.s., 0 <γ< 1/8. In this paper, we prove the almost sure central limit theorem (ASCLT) and the function-typed almost sure central limit theorem (FASCLT) for the random function Tn. As a consequence, it can be shown that ASCLT and FASCLT also hold for U-statistics, Von-Mises statistics, linear processes, moving average processes, error variance estimates in linear models, power sums, product-limit estimators of a continuous distribution, product-limit estimators of a quantile function, etc.     

非参数回归函数核估计的收敛速度

<正> §1.引言及记号设(Y,X),(Y_1,X_1),…,(Y_n,X_n)为 iid.(1+d)维随机向量,E(|Y|)<∞,m(x)=E(Y|X=x)为回归函数.Watson,Nadaraya 首先提出的基于样本(Y_1,X_1),…,(Y_n,X_n)的 m(x)的核估计为     

判断直线与双曲线位置关系的两种方法

文 [1]给出了判断直线与双曲线位置关系的两种方法 ,笔者读后深受启发 ,经过类比研究 ,笔者得到了判断直线与双曲线位置关系的两种方法 ,作为直线与圆锥曲线位置关系问题的一个补充 .　　判断方法 1　设双曲线E :x2a2 - y2b2 =1,E的两个焦点为F1,F2 ,直线L :Ax +By +C =0 (A2 +B2≠ 0 ) ,且L不是E的渐近线 ,则有 :1)若A =0 ,L与E相交 ;2 )若A≠ 0 ,点M是直线L上使得‖MF1| -|MF2 ‖最大的点 .当‖MF1| - |MF2 ‖ <2a时 ,L与E相离 ;当‖MF1| - |MF2 ‖ =2a时 ,L与E相切 ;当‖MF1| - |MF2 ‖ >2a时 ,L与E相交 .为证明判断方法…