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.     

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.     

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。     

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 $r=\exp(\mathbb{E}[\log\sqrt{E}_{1}])$ .     

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 .     

一般随机环境中二重随机游动的强大数定律

讨论了-般环境中二重随机游动的强泛函大数定律,给出了当过程几乎处处趋向于正无穷时的泛函大数定律成立的几个充分条件.     

The Local time of Simple Random Walk in Random Environment

Two integral tests are established, which characterize respectively Lévy's upper and lower classes for the local time of Sinai's simple random walk in random environment. The weak convergence of the local time is also studied, and the limiting distribution determined. Our results can be applied to a class of diffusion processes with random potentials which asymptotically behave like Brownian motion.     

Localization for Random Operators with Non-monotone Potentials with Exponentially Decaying Correlations

I consider random Schrödinger operators with exponentially decaying single site potential, which is allowed to change sign. For this model, I prove Anderson localization both in the sense of exponentially decaying eigenfunctions and dynamical localization. Furthermore, the results imply a Wegner-type estimate strong enough to use in classical forms of multi-scale analysis.     

实值随机变量的随机序与对偶随机序

本文讨论随机变量的高阶序问题，1简要地叙述了随机变量排序的经济学含义，主要是期望效用理论与其对偶理论，2讨论了实值随机变量基于分布函数的高阶序问题，给出了其基于期望效用理论的刻画。3讨论的是实值随机变量的基于对偶理论（对偶矩)的高阶序问题，并给出了其基于随机变量的Yarri等价性度量的刻画。     

Fractional Generalized Random Fields of Variable Order

Abstract

We study the class of random fields having their reproducing kernel Hilbert space isomorphic to a fractional Sobolev space of variable order on ? ⁿ . Prototypes of this class include multifractional Brownian motion, multifractional free Markov fields, and multifractional Riesz–Bessel motion. The study is carried out using the theory of generalized random fields defined on fractional Sobolev spaces of variable order. Specifically, we consider the class of generalized random fields satisfying a pseudoduality condition of variable order. The factorization of the covariance operator of the pseudodual allows the definition of a white-noise linear filter representation of variable order. In the ordinary case, the Hölder continuity, in the mean-square sense, of the class of random fields introduced is proved, and its mean-square Hölder spectrum is defined in terms of the variable regularity order of the functions in the associated reproducing kernel Hilbert space. The pseudodifferential representation of variable order of the resulting class of multifractal random fields is also defined. Some examples of pseudodifferential models of variable order are then given.     

On Janko'S Simple Group of Order

Replace b by b⁸ throughout page 94.     

Limiting Distributions for the Maximum of a Symmetric Function on a Random Point Set

Let U ₁, U ₂, ... be a sequence of independent random points taking values in a measurable space (S, Σ) according to a common probability P and let R be a symmetric, Borel/ -measurable function. Let H _n = max{h(U _i ,U _j ): 1≤ i < j≤ n} denote the maximum h-value over pairs of distinct points from U ₁,U ₂,...,U _n . Assumptions on the distribution of h(U ₁,·) are provided under which a continuous function of H _n converges in law to an extreme-value distribution upon suitable rescaling. The work is complementary to that appearing in Appel et al. (1999) J. Theor. Probab. 12, 27–47. on the almost-sure limiting behavior of H _n . In the first of two examples, the main result applied to the case of i.i.d. points distributed uniformly on the surface of a unit hypersphere in R ^d provides the limiting distribution of the maximum pairwise distance (chord length) among the first n of the points. The second example exhibits the limiting distribution of the minimum pair-wise distance among the first n of i.i.d. uniform points in a compact subset of R ^d .      

Second-Order Term of Cover Time for Planar Simple Random Walk

Journal of Theoretical Probability - We consider the cover time for a simple random walk on the two-dimensional discrete torus of side length n. Dembo et al. (Ann Math 160:433–464, 2004)...     

High Order Regularity for Interface Problems

Interface problems for second order elliptic partial differential equations are studied. We prove that each weak solution can be decomposed into two parts near singular points, one of which is a linear combination of some particular solutions,and the other one belongs to H where s≥2 is arbitrary.     

Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case

Asymptotics of M-estimators of the regression coefficients in linear models (both scale-variant and scale-invariant) when the number of regression coefficients tends to infinity as the sample size increases are investigated The main purpose of this study is to establish the asymptotic properties under weaker conditions than usually assumed, especially to relax the restrictions on the order of the dimension. Also, the conditions assumed and the results obtained seem easy to be extended to the multivariate linear models. In the first part of the paper, the asymptotic behavior of the ordinary (i.e., not scale-invariant) M-estimates is considered.