Asymptotics in the Baum—Katz formula for random fields

In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained.     

A two-sided estimate in the Hsu-Robbins-Erdös law of large numbers

Let X₁, X₂, … be independent identically distributed random variables. Then, Hsu and Robbins (1947) together with Erdös (1949, 1950) have proved that

,

if and only if E[X²₁] < ∞ and E[X₁] = 0. We prove that there are absolute constants C₁, C₂ (0, ∞) such that if X₁, X₂, … are independent identically distributed mean zero random variables, then

c₁λ⁻² E[X₁²·1_{|X1|λ}]S(λ)C₂λ⁻² E[X₁²·1_{|X1|λ}]

,

for every λ > 0.     

Weak laws of large numbers for cooperative gamblers

Based on a stochastic extension of Karamata’s theory of slowly varying functions, necessary and sufficient conditions are established for weak laws of large numbers for arbitrary linear combinations of independent and identically distributed nonnegative random variables. The class of applicable distributions, herein described, extends beyond that for sample means, but even for sample means our theory offers new results concerning the characterization of explicit norming sequences. The general form of the latter characterization for linear combinations also yields a surprising new result in the theory of slow variation. Work was supported in part by the Hungarian Scientific Research Fund, Grant T048360, and carried out within the Analysis and Stochastics Research Group of the Hungarian Academy of Sciences.     

一类可以产生独立同分布密钥流的混沌系统

构造了一类与帐篷映射拓扑同构的混沌系统, 并根据拓扑共轭变换关系给出了此类混沌系统产生独立、均匀分布密钥流序列的采样规则. 理论证明和数值模拟, 均验证了结论的有效性. 本文为产生独立同分布密钥流提供了更多的非线性系统选择. 实验结果证明利用本文定理产生的密钥流能够通过美国信息技术管理改革法案的随机数检测标准(FIPS PUB 140-2)和美国国家标准与技术研究院安全检测标准(NIST SP800-22), 符合密钥流的选取标准. 关键词： 独立同分布 混沌系统 帐篷映射 拓扑同构     

Almost-Sure Results for a Class of Dependent Random Variables

The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by _d ⁺ —the positive d-dimensional lattice points—and having maximal coefficient of correlation strictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes.     

I.I.D.随机变量两两乘积之和的Hsu-Robbins型定理(Ⅰ)

设随机变量Ｘ１,Ｘ２,…ｉｉｄ;称Ｕｎ＝１≤ｉ＜ｊ≤ｎＸｉＸｊ,为两两乘积之和,本文意在给出 Ｕｎ／ｎ~２→０即文中（０．３）式成立的充分必要条件．我们在这部分工作中虽未能彻底解决这个问题,但却揭示出这类条件与Ｓｎ／ｎ→０（Ｓｎ＝ｎｉ＝１Ｘｉ）之条件间的本质上的不同之处,就是说,这是一类不能完全用Ｘ１的矩来刻划的条件,它们要更为深层次地依赖于Ｘ１的尾分布性质．     

Projection Method for Moment Bounds on Order Statistics from Restricted Families: II. Independent Case

The method of projection, proposed in Part I, is applied to derive sharp moment bounds for the expectations of order statistics based onindependentsamples from restricted families of distributions. Three families are considered: life distributions with decreasing failure density, decreasing failure rate, and symmetric unimodal ones. The respective bounds are also numerically compared with those for general populations in both the dependent and independent cases.     

The Calderón approach to an elliptic boundary problem

We consider a boundary problem for an elliptic system in a bounded region Ω ? ?ⁿ and where the spectral parameter is multiplied by a discontinuous weight function ω (x) = diag(ω₁(x), …, ω_N (x)). The problem is considered under limited smoothness assumptions and under an ellipticity with parameter condition. Recently, this problem was studied under the assumption that the ω_j (x)^–1 are essentially bounded in Ω. In this paper we suppose that ω (x) vanishes identically in a proper subregion Ω of Ω and that the ω_j (x)^–1 are essentially bounded in . Then by using methods which are a variant of those used in constructing the Calderón projectors for the boundary Γ of Ω, we shall derive results here which will enable us in a subsequent work to apply the ideas of Calderón to develop the spectral theory associated with the problem under consideration here (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

独立情形下自正则和的精确渐近性

研究均值为零非退化的独立同分布的随机变量序列正则和收敛性,在适当条件下,获得了自正则和精确渐近性的一般结果.