Critical Behavior in Almost Sure Central Limit Theory

Let X ₁,X ₂,… be i.i.d. random variables with EX ₁=0, EX ₁²=1 and let S _k =X ₁+⋅⋅⋅+X _k . We study the a.s. convergence of the weighted averages

相关序的进一步研究

Let (X1,X2,…,Xn) and (Y1,Y2,…Yn) be real random vectors with the same marginal distributions,if (X1,X2,…,Xn)≤c(Y1,Y2,…Yn), it is showed in this paper that ∑i=1^n Xi≤cx∑i=1^n Yi and max1≤k≤n∑i=1^k Xi≤icx max1≤k≤n∑i=1^k Yi hold. Based on this fact,a more general comparison theorem is obtained.     

Computing the Top Betti Numbers of Semialgebraic Sets Defined by Quadratic Inequalities in Polynomial Time

For any ℓ>0, we present an algorithm which takes as input a semi-algebraic set, S, defined by P ₁≤0,…,P _s ≤0, where each P _i ∈R[X ₁,…,X _k ] has degree≤2, and computes the top ℓ Betti numbers of S, b _k−1(S),…,b _k−ℓ (S), in polynomial time. The complexity of the algorithm, stated more precisely, is . For fixed ℓ, the complexity of the algorithm can be expressed as , which is polynomial in the input parameters s and k. To our knowledge this is the first polynomial time algorithm for computing nontrivial topological invariants of semialgebraic sets in R ^k defined by polynomial inequalities, where the number of inequalities is not fixed and the polynomials are allowed to have degree greater than one. For fixed s, we obtain, by letting ℓ=k, an algorithm for computing all the Betti numbers of S whose complexity is . An erratum to this article can be found at     

On Projections of Semi-Algebraic Sets Defined by Few Quadratic Inequalities

Let S⊂ℝ ^k+m be a compact semi-algebraic set defined by P ₁≥0,…,P _ℓ ≥0, where P _i ∈ℝ[X ₁,…,X _k ,Y ₁,…,Y _m ], and deg (P _i )≤2, 1≤i≤ℓ. Let π denote the standard projection from ℝ ^k+m onto ℝ ^m . We prove that for any q>0, the sum of the first q Betti numbers of π(S) is bounded by (k+m) ^{O(q ℓ)}. We also present an algorithm for computing the first q Betti numbers of π(S), whose complexity is . For fixed q and ℓ, both the bounds are polynomial in k+m. The author was supported in part by an NSF Career Award 0133597 and a Sloan Foundation Fellowship.     

A bounded N-tuplewise independent and identically distributed counterexample to the CLT

Summary. A sequence of random variables X ₁,X ₂,X ₃,… is said to be N-tuplewise independent if X i ₁,X i ₂,…,X i _N are independent whenever (i ₁,i ₂,…,i _N ) is an N-tuple of distinct positive integers. For any fixed N∈ℤ⁺, we construct a sequence of bounded identically distributed N-tuplewise independent random variables which fail to satisfy the central limit theorem. Received: 17 May 1996 / In revised form: 28 January 1998     

On the strong law of large numbers for sequences of random variables without the independence condition

New sufficient conditions for the applicability of the strong law of large numbers to a sequence of dependent random variables X ₁, X ₂, …, with finite variances are established. No particular type of dependence between the random variables in the sequence is assumed. The statement of the theorem involves the classical condition Σ _n ^∞ (log₂ n)²/n ² < ∞, which appears in various theorems on the strong law of large numbers for sequences of random variables without the independence condition.     

Absorbing Angles,Steiner Minimal Trees,and Antipodality

We give a new proof that a star {op _i :i=1,…,k} in a normed plane is a Steiner minimal tree of vertices {o,p ₁,…,p _k } if and only if all angles formed by the edges at o are absorbing (Swanepoel in Networks 36: 104–113, 2000). The proof is simpler and yet more conceptual than the original one. We also find a new sufficient condition for higher-dimensional normed spaces to share this characterization. In particular, a star {op _i :i=1,…,k} in any CL-space is a Steiner minimal tree of vertices {o,p ₁,…,p _k } if and only if all angles are absorbing, which in turn holds if and only if all distances between the normalizations \frac1||p_i||p_i\frac{1}{\Vert p_{i}\Vert}p_{i} equal 2. CL-spaces include the mixed ℓ ₁ and ℓ _∞ sum of finitely many copies of ℝ.     

Maximality of entropy in finite von Neumann algebras

It is shown that the entropy function H(N ₁,…,N _k ) on finite dimensional von Neumann subalgebras of a finite von Neumann algebra attains its maximal possible value H(⋁ℓ=1k N _ℓ) if and only if there exists a maximal abelian subalgebra A of ⋁ℓ=1k N _ℓ such that A=⋁ℓ=1k(A∩N _ℓ). Oblatum 24-IV-1997 & 6-V-1997     

Moduli of continuity for <Emphasis Type="Italic">l</Emphasis><Superscript>∞</Superscript>-valued Gaussian random fields

This paper establishes the general moduli of continuity for l ^∞-valued Gaussian random fields {X(t):= (X ₁(t),X ₂(t), h.), t ∈ [0, ∞) ^N } indexed by the N-dimensional parameter t:= (t ₁,…,t _N ), under the explicit condition yielding that the covariance function of distinct increments of X _k (t) for fixed k ≧ 1 is positive or nonpositive. Supported by KOSEF-R01-2008-000-11418-0.     

On some characterization of probability distributions in Hilbert spaces

Summary The aim of this paper is to prove the following theorem about characterization of probability distributions in Hilbert spaces:Theorem. — Let x₁, x₂, …, x_n be n (n≥3) independent random variables in the Hilbert spaceH, having their characteristic functionals f_k(t) = E[e^i(t,x _k)], (k=1, 2, …, n): let y₁=x₁ + x_n, y₂=x₂ + x_n, …, y_n−1=x_n−1 + x_n. If the characteristic functional f(t₁, t₂, …, t_n−1) of the random variables (y₁, y₂, …, y_n−1) does not vanish, then the joint distribution of (y₁, y₂, …, y_n−1) determines all the distributions of x₁, x₂, …, x_n up to change of location.     

Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables

LetX ₁,X ₂, …,X _n be a sequence of independent random variables, letM be a rearrangement invariant space on the underlying probability space, and letN be a symmetric sequence space. This paper gives an approximate formula for the quantity ‖‖(X _i )‖ _N ‖ _M wheneverL _q embeds intoM for some 1≤q<∞. This extends work of Johnson and Schechtman who tackled the case whenN=ℓ _p , and recent work of Gordon, Litvak, Schütt and Werner who obtained similar results for Orlicz spaces. The author was partially supported by NSF grant DMS 9870026, and a grant from the Research Office of the University of Missouri.     

Elementary Symmetric Polynomials in Random Variables

The subject of the paper is the probability-theoretic properties of elementary symmetric polynomials σ _k of arbitrary degree k in random variables X _i (i=1,2,…,m) defined on special subsets of commutative rings ℛ _m with identity of finite characteristic m. It is shown that the probability distributions of the random elements σ _k (X ₁,…,X _m ) tend to a limit when m→∞ if X ₁,…,X _m form a Markov chain of finite degree μ over a finite set of states V, V⊂ℛ _m , with positive conditional probabilities. Moreover, if all the conditional probabilities exceed a prescribed positive number α, the limit distributions do not depend on the choice of the chain.      

Return times, recurrence densities and entropy for actions of some discrete amenable groups

It is a theorem of Wyner and Ziv and Ornstein and Weiss that if one observes the initialk symbolsX ₀,…,X _k−1 of a typical realization of a finite valued ergodic process with entropyh, the waiting time until this sequence appears again in the same realization grows asymptotically like 2 ^hk [7, 12]. A similar result for random fields was obtained in [8]: in this case, one observes cubes in ℤ ^d instead of initial segments. In the present paper, we describe generalizations of this. We examine what happens when the set of possible return times is restricted. Fix an increasing sequence of sets of possible times {W _n } and defineR _k to be the firstn such thatX ₀,…,X _k−1 recurs at some time inW _n . It turns out that |W _{R k} | cannot drop below 2 ^hk asymptotically. We obtain conditions on the sequence {W _n } which ensure that |W _{R k} | is asymptotically equal to 2 ^hk . We consider also recurrence densities of initial blocks and derive a uniform Shannon-McMillan-Breiman theorem. Informally, ifU _k,n is the density of recurrences of the blockX ₀,…,X _k−1 inX _−n ,…,X _n , thenU _k,n grows at a rate of 2 ^hk , uniformly inn. We examine the conditions under which this is true when the recurrence times are again restricted to some sequence of sets {W _n }. The above questions are examined in the general context of finite-valued processes parametrized by discrete amenable groups. We show that many classes of groups have time-sequences {W _n } along which return times and recurrence densities behave as expected. An interesting feature here is that this can happen also when the time sequence lies in a small subgroup of the parameter group.     

The bounds for matrices with monotonic rows

The bounds LX,Y (A) and ‖A‖ _X,Y of an operator A = (a _n,k ) _{n, k} ≥0 with monotonic rows are evaluated, where X and Y are quasi-normed real valued sequence spaces. In particular, in the case where X = ℓ _p and Y = ℓ _q , our results give the results when part 0 < p ≤ 1 and 0 < q < ∞ to complement the other results with range p ≥ 1 and 0 < q < ∞. Moreover, we give a partial answer to a problem [1, Problem 7.23] which was posed by Bennett.     

On calculation of moments of ladder heights

Let X,X ₁,X ₂, … be independent identically distributed random variables, F(x) = P{X < x}, S ₀ = 0, and S _n =Σ _i=1 ⁿ X _i . We consider the random variables, ladder heights Z ₊ and Z ₋ that are respectively the first positive sum and the first negative sum in the random walk {S _n }, n = 0, 1, 2, …. We calculate the first three (four in the case EX = 0) moments of random variables Z ₊ and Z ₋ in the qualitatively different cases EX > 0, EX < 0, and EX = 0. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 46, No. 2, pp. 159–179, April–June, 2006.     

On the classes of hereditarily ℓp Banach spaces

Let X denote a specific space of the class of X _α,p Banach sequence spaces which were constructed by Hagler and the first named author as classes of hereditarily ℓ_p Banach spaces. We show that for p > 1 the Banach space X contains asymptotically isometric copies of ℓ_p. It is known that any member of the class is a dual space. We show that the predual of X contains isometric copies of ℓ_p where 1/p + 1/q = 1. For p = 1 it is known that the predual of the Banach space X contains asymptotically isometric copies of c ₀. Here we give a direct proof of the known result that X contains asymptotically isometric copies of ℓ₁.     

Weierstrass multiple points on algebraic curves and ramified coverings

Here we prove the following result on Weierstrass multiple points. Theorem:Fix integers k, g with k≥5 and g>4k. Then there exist a genus g, Riemann surface X and k points P ₁, …,P _k of X such that for all integers b ₁≥…≥b _k ≥0we have:

Direct images of bundles under Frobenius morphism

Let X be a smooth projective variety of dimension n over an algebraically closed field k with char(k)=p>0 and F:X→X ₁ be the relative Frobenius morphism. For any vector bundle W on X, we prove that instability of F _* W is bounded by instability of W⊗T^ℓ(Ω¹ _X ) (0≤ℓ≤n(p-1)) (Corollary 4.9). When X is a smooth projective curve of genus g≥2, it implies F _* W being stable whenever W is stable. Dedicated to Professor Zhexian Wan on the occasion of his 80th birthday.     

Measure concentration for a class of random processes

Summary.   Let X={X _i } _{i =−∞} ^∞ be a stationary random process with a countable alphabet and distribution q. Let q ^∞(·|x _{− k} ⁰) denote the conditional distribution of X ^∞=(X ₁,X ₂,…,X _n ,…) given the k-length past:

On J. H. C. Whitehead's aspherical question I

A connected, finite two-dimensional CW-complex with fundamental group isomorphic toG is called a [G, 2] _f -complex. LetL⊲G be a normal subgroup ofG. L has weightk if and only ifk is the smallest integer such that there exists {l ₁,…,l _k}⊆L such thatL is the normal closure inG of {l ₁,…,l _k}. We prove that a [G, 2] _f -complexX may be embedded as a subcomplex of an aspherical complexY=X∪{e ₁ ² ,…,e _k ² } if and only ifG has a normal subgroupL of weightk such thatH=G/L is at most two-dimensional and defG=defH+k. Also, ifX is anon-aspherical [G, 2] _f -subcomplex of an aspherical 2-complex, then there exists a non-trivial superperfect normal subgroupP such thatG/P has cohomological dimension ≤2. In this case, any torsion inG must be inP.