Limiting Behavior of Random Continued Fractions

Let K(a _n /b _n ) be a continued fraction with elements (a _n ,b _n ) picked randomly and independently from $(\mathbb{C}\setminus\{0\})\times\mathbb{C}$ according to some probability distribution μ. We find sufficient conditions on μ for K(a _n /b _n ) to converge with probability 1 or to be restrained with probability 1. More generally, we also consider μ-random sequences {τ _n } of independent Möbius transformations and find sufficient conditions for $\{\tau_{1}\circ\tau_{2}\circ\cdots\circ\tau_{n}\}_{n=1}^{\infty}$ to converge or be restrained with probability 1. The analysis is based on an important paper by Furstenberg.     

简单随机抽样的一个注记

对简单随机抽样两种定义的关系进行了讨论,澄清了教科书中的一些模糊不清之处;通过反例举证了两种定义在某种意义下的不等价性;给出了变概率抽样与不等概率抽样的定义,指出变概率抽样与不等概率抽样也可以是简单随机抽样;本文最后,给出了简单随机抽样的更具一般性的(广义)定义.     

分位点随机配序抽样

该文针对统计计算中的某些随机模拟问题提出了分位点随机配序抽样法.该方法是由抽样分布的分位点和伪随机序复合构成的,适用于固定区域上多重积分的计算及随机变量的抽样.该文通过几个典型实例说明该方法在具体问题中的应用,并验证了该方法的计算精度.     

NOD随机变量加权和的极限

The strong laws of large numbers and laws of the single logarithm for weighted sums of NOD random variables are established.The results presented generalize the corresponding results of Chen and Gan [5] in independent sequence case.     

单纯随机抽样理论之我见

针对一般经济统计教材中普遍存在的关于单纯随机抽样过程中,不同抽样方法下样本方差的无偏性问题提出自己的见解.认为,抽样理论源于实践,重复抽样时有Nn个样本、不重复抽样时有CnN个样本是实际抽样调查工作中普遍采用的方式、方法,更是单纯随机抽样推断理论的源泉.在此基础上数学界将实际工作中各种可能始点的抽样方法赋予理性思考、研究,获得结论:无限制抽样和简单随机抽样条件下样本方差是总体方差的无偏估计量.     

NA随机变量加权和的极限结果

该文研究了NA随机变量序列加权和的Marcinkiewcz Zygmund 强大数定律和完全收敛性.这些结果推广和完善了Bai和Cheng[1]和Cuzick[2]的结果.     

Critical Asymptotic Behavior of Correlations in a Simple Liquid

We consider a representation of the total and the direct correlation functions in a liquid in terms of the corresponding spectral densities. Analysis of the spectral density properties reveals a mechanism responsible for changing the analytic properties of the Fourier transform of the correlation function and its asymptotic behavior in the critical domain. We show that the well-known restrictions imposed on possible values of the critical asymptotic exponent follow from this mechanism.     

简单高阶奇异性的数值模拟

本文对高阶奇异性的分歧数值计算问题进行了研究，构造了计算简单高阶分歧点的扩充系统，并数值模拟了相应的实际问题。     

高阶泛函微分方程的振动性质*

本文借助于Lebesgue测度等工具研究了一类高阶非线性泛函微分方程的振动性质.文中指出.在一定条件下,方程的非振动解仅有两类,而且给出了每一类非振动解存在的必要条件,同时也建立了方程振动的若干充分判据.     

SRSWR方法下剔除重复单元的效率研究

基于定量特征敏感性随机化模型中的Eichhorn and Hayre模型,比较研究了在SRSWR方法下,剔除重复单元和全样本两种不同情况的总体均值估计量的效率问题.数值模拟结果表明:剔除重复单元的估计量精度要优于全样本的估计量精度.     

Limiting Spectral Distribution of Random k-Circulants

Consider random k-circulants A _k,n with n????,k=k(n) and whose input sequence {a _l } _l??0 is independent with mean zero and variance one and $\sup_{n}n^{-1}\sum_{l=1}^{n}\mathbb{E}|a_{l}|^{2+\delta}<\infty$ for some ??>0. Under suitable restrictions on the sequence {k(n)} _n??1, we show that the limiting spectral distribution (LSD) of the empirical distribution of suitably scaled eigenvalues exists, and we identify the limits. In particular, we prove the following: Suppose g??1 is fixed and p ₁ is the smallest prime divisor of g. Suppose $P_{g}=\prod_{j=1}^{g}E_{j}$ where {E _j }_1??j??g are i.i.d. exponential random variables with mean one. (i) If k ^g =?1+sn where s=1 if g=1 and $s=o(n^{p_{1}-1})$ if g>1, then the empirical spectral distribution of n ^?1/2 A _k,n converges weakly in probability to $U_{1}P_{g}^{1/(2g)}$ where U ₁ is uniformly distributed over the (2g)th roots of unity, independent of P _g . (ii) If g??2 and k ^g =1+sn with $s=o(n^{p_{1}-1})$ , then the empirical spectral distribution of n ^?1/2 A _k,n converges weakly in probability to $U_{2}P_{g}^{1/(2g)}$ where U ₂ is uniformly distributed over the unit circle in ?², independent of P _g . On the other hand, if k??2, k=n ^o(1) with gcd?(n,k)=1, and the input is i.i.d. standard normal variables, then $F_{n^{-1/2}A_{k,n}}$ converges weakly in probability to the uniform distribution over the circle with center at (0,0) and radius $r=\exp(\mathbb{E}[\log\sqrt{E}_{1}])$ .     

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在本文中, 令为一列行为混合随机变量阵列. 本文研究了行为混合随机变量阵列加权和的极限行为, 并且一些新的完全收敛性结果被取得, 这些结果推广和改进了相应的已有定理.     

时间随机环境下随机游动的渐近行为

本文给出了可数状态空间中时间随机环境下随机游动的一个统一的模型 .对于最常见的情况 ,即d维最近邻域随机环境下随机游动 ,如果环境是严平稳的 ,则在一定条件下 ,该随机游动满足强大数定律和中心极限定理 .特别地 ,当环境独立同分布时 ,我们可以得到更为具体的结果 ,该结果类似于经典的随机游动的相应结论 .     

Random Amalgamation of Simple Theories

Let T₁ and T₂ be two simple complete theories in disjoint languages. We prove that there is a simple complete theory which extends T₁ ∪ T₂ if T₂ has a certain condition.     

随机环境中可逗留随机游动的强极限边界

假定{(αi,βi),αi,βi∈(0,1),i∈Z}是一列i.i.d.的随机变量,γi=1-αi-βi,称{(αi,γi,βi),i∈Z}为随机环境.在这个环境上定义一个随机游动{Xk}(称为随机环境中可逗留随机游动):当在x状态时,它以概率αx向右游走一步,以概率βx向左游走一步,或者以概率γx逗留.本文获得了该过程能够游走的最大值的强极限边界.     

算子稳定随机向量序列的一些极限结果

对于独立同分布的没有Gauss分量的指数为可逆线性算子A的算子稳定的R~d值随机向量序列,本文通过积分检验讨论了其部分和及加权和(包括一些经典的加权和,如Cesàro加权和,后置和方式,Euler可和方式,Borel可和方式,几何加权和等)的极限结果.由此得到了部分和及加权和在相对于A的谱分解下的Chover型重对数律,这是与A的特征值的实部有关的结果.     

The Limiting Behavior for Observations That Change with Time

Consider a system where units have random magnitude entering according to a homogeneous or nonhomogeneous Poisson process, while in the system, a unit's magnitude may change with time. In this paper, the authors obtain some results for the limiting behavior of the sum process of all unit magnitudes present in the system at time t.     

拟顶点可迁图上简单随机游走的切割点

证明了体积增长不低于5次多项式的拟顶点可迁图上的简单随机游走几乎处处有无穷多个切割时,从而有无穷多个切割点.该结论在所论情形下肯定了Benjamini,Gurel-Gurevich和Schramm在文[2011,Cutpoints and resistance of random walk paths,Ann.Probab.,39(3):1122-1136]中提出的猜想:顶点可迁图上暂留简单随机游走几乎处处有无穷多个切割点.