Second-Order Subexponential Behavior of Subordinated Sequences

Suppose that , , and are three discrete probability distributions related by the equation (E): , where denotes the k-fold convolution of In this paper, we investigate the relation between the asymptotic behaviors of and . It turns out that, for wide classes of sequences and , relation (E) implies that , where is the mean of . The main object of this paper is to discuss the rate of convergence in this result. In our main results, we obtain O-estimates and exact asymptotic estimates for the difference .     

On the Normal Order of ϕk+1(n)/ϕk(n), where ϕk is the k-Fold Iterate of Euler's Function

Let be the j-fold iterated function of . Let and > 0 be fixed, Q be a prime, and let N _k(Q|x) denote the number of those nx for which Q . We give the asymptotics of N _k(Q|x) in the range .     

The Halász Inequality for Additive Function of Rational Argument

We obtain an upper bound for the quantity . Here I is an interval, is the set of rational numbers q=m/n I such that nx, and f(q) is an arbitrary real-valued additive function of rational argument. The interval I and function f may depend on x3.     

On the Existence of Continuous Selections in Subset Spaces with Ochan-Type Topologies

We prove the existence of a continuous selection in the space (X) (the nonempty subsets of a topologic space X) equipped with the Ochan-type -topology in the case where X can be imbedded into the Tikhonov product of a countable family of left spaces (Theorem 1). We also prove the existence of a continuous selection on the exponent of a complete metric space in the Ochan-type -topology (Theorem 2).     

The First-Order Nonholonomic Connections with the Galilean Groups of Local Transformations. III

In the canonical smooth fiber bundles endowed with the metric tensor fields of relevant structure, we consider natural representations of the Galilean groups (1, n) and construct (1, n)-invariant generalized differential-geometric connections. In both regular and special cases of the representations of the considered groups (1, n), we find all affine nonholonomic , and _1,2-connections of the first order (see [1]–[3]) possessing the local Lie groups of transformations (1, n) and also describe the corresponding (1, n)invariant planar connections.     

On Large Deviations of Vector-Valued Additive Functions of a Markov Gaussian Field

We prove a local limit theorem for large deviations of the sums , where , is a Markov Gaussian random field, is a bounded vector-valued function, and . This paper generalizes the paper [13].     

Differentiable Connections with Poincaré Groups of Local Transformations. I

In the canonical smooth fiber bundles , we study generalized differentiable connections constructed by the author in his previous works. Special emphasis is laid on the investigation of the behavior of these connections under local transformations of the classical Poincaré groups and extented Poincaré groups canonically acting in the given connections. We found all firstorder nonholonomic affine, connections with the groups and of local transformations and also constructed classes of the corresponding invariant secondorder connections.     

On the integersn for which Ω(n)=k (II)

Let (n) be the number of prime divisors ofn, counted with multiplicity. We denote byS(x, k) the set of thenx for which (n)=k, and byV _p(n) the exponent of the primep in the factorization ofn. In a previous paper we proved a result which implies that, ify=x/2 ^k tends to infinity withk>2loglogx where >1, then the distribution of the numbers on the setS(x, k) converges to the normal distribution of Gauss. Here, besides a slight improvement of that result, we give, for the moment of orderq of the above mentioned distribution, a formula which holds uniformly for 2loglogxklog (x/3)/log2 where 1<<3/2.     

A Weighted Goodness-of-Fit Test for GARCH(1,1) Specification

Suppose that (j) is the lag-j autocorrelation of the squared residuals computed from a realization of length n under the assumption that the observations follow a GARCH(1,1) model. We study the asymptotic distribution of the statistics of the form , where the _j are nonnegative summable weights and the matrix , can be estimated from the data. We show that, under weak assumptions on model errors, the statistic Q _n converges in distribution to , where the N _i are iid standard normal. We discuss choices of the weights _j for which the distribution of Q is tabulated. Our results lead to and provide a rigorous justification for Portmanteau goodness-of-fit tests for GARCH(1,1) specification.     

Diffeomorphisms of the Circle and the Beurling–Helson Theorem

We consider the algebra of absolutely convergent Fourier series on the circle . According to the Beurling–Helson theorem, the condition , implies that is trivial: . We construct a nontrivial diffeomorphism of onto itself such that , where (n) is an arbitrary given sequence with . By analogy with a conjecture due to Kahane, it is natural to suppose that this rate of growth is the slowest possible.     

Strong Positivity in Right-Invariant Order on Braid Groups and Quasipositivity

Dehornoy constructed a right invariant order on the braid group B _n uniquely defined by the condition 1{\text{ if }}\beta _0 ,\beta _1$$ " align="middle" border="0"> are words in . A braid is called strongly positive if 1$$ " align="middle" border="0"> for any . In the present paper it is proved that the braid is strongly positive if the word does not contain . We also provide a geometric proof of the result by Burckel and Laver that the standard generators of a braid group are strongly positive. Finally, we discuss relations between the right invariant order and quasipositivity.     

Das Zeitverhalten von einfachen offenen exponentiellen Warteschlangensystemen mit unendlich vielen Warteplätzen

Zusammenfassung Die zeitabhängige (instationäre) Lösung für die Zustandswahrscheinlichkeiten und für einige Kenngrößen von Warteschlangensystemen mit einer Bedienungsstation, unendlich vielen Warteplätzen, exponentiellem Zu- und Abgang und beliebigem Anfangszustand wird bestimmt. Die ZustandswahrscheinlichkeitenP _v (), d. h. die Wahrscheinlichkeiten für Einheiten im System zur Zeit, ergeben sich als Integrale, in denen modifizierteSessel-Funktionen 1. Art auftreten. Der ErwartungswertL () und die VarianzV() der Zahl von Einheiten im System lassen sich als Integrale darstellen, in denen nur die ZustandswahrscheinlichkeitP ₀() auftritt.Für<1 und erreichen die Systeme einen stationären Zustand (für den die Lösung bekannt ist); für1 und giltP _v ()0 für alle, L(),V().Ist>1, dann wachsenL() undV() für große linear mit; ihre Asymptoten werden berechnet. Ist=1, dann wachsenL() und die Standardabweichung() für große mit ; einfache Näherungsformeln werden gefunden.

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Summary The time dependent solution is determined for the state probabilities and for some characteristic values of queuing systems with a single server, an infinite number of waiting places, exponentially distributed inter-arrival and service times, and any initial state. The state probabilitiesP _v (), i.e. the probabilities for units in the system at time, are given in the form of integrals in which modifiedBessel functions of the first kind occur. Integrating the state probalityP ₀() over leads to the meanL() and the varianceV() of the number of units in the system.For<1 and the systems tend to a steady state (for which the solution is known); for1 and we haveP _v ()0 for all, L(),V().If>1 asymptotic expansions for large are found givingL() andV() proportional to. If=1 simple approximate formulas for large are obtained givingL() and the standard deviation() proportional to .

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Vorgel. v.:J. Nitsche.     

On Universal Representation of Random Graphs

It is shown that every probability measure on the interval [0, 1] gives rise to a unique infinite random graph g on vertices {v₁, v₂, . . .} and a sequence of random graphs gn on vertices {v₁, . . . , v_n} such that . In particular, for Bernoulli graphs with stable property Q, can be strengthened to: probability space (, F, P), set of infinite graphs G(Q) , F with property Q such that .AMS Subject Classification: 05C80, 05C62.     

The First-Order Nonholonomic Connections with the Galilean Groups of Local Transformations. II

In the canonical smooth fiber bundles endowed with the metric tensor fields of relevant structure, we consider natural representations of the Galilean groups and construct -invariant generalizations of differentiable connections. In both regular and special cases of the representations of the relevant groups , we found all the affine nonholonomic -, -, and -connections of the first order (see [1]–[3]) possessing the local Lie groups of transformations and also described the respective -invariant planar connections.     

An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

A note on <Emphasis Type="Italic">q</Emphasis>-multiplicative functions

We prove the following statement. Let , and let . Suppose that, for all and , the sequence satisfies the relation

The First-Order Nonholonomic Connections with the Galilean Groups of Local Transformations

In the canonical smooth fiber bundles : ^{n+1 n} endowed with the metric tensor fields of relevant structure, we consider natural representations of the Galilean groups and construct -invariant generalizations of differentiable connections. In both regular and special cases of the representations of the relevant groups , we found all the affine nonholonomic ₁-, ₂-, and _{1, 2}-connections of the first order (see [4]) possessing the local Lie groups of transformations and also described the respective -invariant planar connections.     

Large Deviations for Sums of Independent Heavy-Tailed Random Variables

We obtain precise large deviations for heavy-tailed random sums , of independent random variables. are nonnegative integer-valued random variables independent of r.v. (X _i )i N with distribution functions F _i. We assume that the average of right tails of distribution functions F _i is equivalent to some distribution function with regularly varying tail. An example with the Pareto law as the limit function is given.     

Some Remarks on a Paper of Ramachandra

We give the asymptotics of the sum , where , for the multiplicative functions , and .