Some exact rates in the functional law of the iterated logarithm

We find exact convergence rate in the Strassen's functional law of the iterated logarithm for a class of elements on the boundary of the limit set. Our result applies, in particular, to the power functions c_αx^α with α ]1/2,1[, thus solving a small ball estimate problem which was open for ten years.     

The Law of the Iterated Logarithm over a Stationary Gaussian Sequence of Random Vectors

Let {X _j } _{j = 1} be a stationary Gaussian sequence of random vectors with mean zero. We give sufficient conditions for the compact law of the iterate logarithm of

Law of the iterated logarithm for transitiveC 2 Anosov flows and semiflows over maps of the interval

It is proved that a functional law of the iterated logarithm is valid for transitiveC ² Anosov flows on compact Riemannian manifolds when the observable belongs to a certain class of real-valued Hölder functions. The result is equally valid for semiflows over piecewise expanding interval maps that are similar to the Williams' Lorenz-attractor semiflows. Furthermore the observables need only be real-valued Hölder for these semiflows.     

Laws of the iterated logarithm for partial sum processes indexed by functions

We establish a bounded and a compact law of the iterated logarithm for partial sum processes indexed by classes of functions. We assume a growth condition on the metric entropy under bracketing. Examples show that our results are sharp. As a corollary we obtain new results for weighted sums of independent identically distributed random variables.     

Strong Limit Theorems for Increments of Renewal Processes

We study the almost sure behavior of increments of renewal processes. We derive a universal form of norming functions in the strong limit theorems for increments of such processes. This result unifies the following well-known theorems for increments of renewal processes: the strong law of large numbers, Erdos-Renyi law, Csorgo-Revesz law, and law of the iterated logarithm. New results are obtained for processes with distributions of renewal times from domains of attraction of the normal law and completely asymmetric stable laws with index (1, 2). Bibliography: 15 titles.__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 208–225.     

The Law of the Iterated Logarithm for the Total Length of the Nearest Neighbor Graph

Let be the Poisson point process with intensity 1 in [–n,n] ^d . We prove the law of the iterated logarithm for the total length of the nearest neighbor graph on .     

Analytic functions of bounded mean oscillation and the Bloch space

In this paper we show that the closure of the space BMOA of analytic functions of bounded mean oscillation in the Bloch spaceB is the image P(U) of space of all continuous functions on the maximal ideal space ofH under the Bergman projection P. It is proved that the radial growth of functions in P(U) is slower than the iterated logarithm studied by Makarov. So some geometric conditions are given for functions in P(U), which we can easily use to construct many Bloch functions not in P(U).     

Approximation of rectangular sums of B-valued random variables

Summary Given independent identically distributed random variables {x _n ;n ^q | indexed by q-tuples of positive integers and taking values in a separable Banach space B we approximate the rectangular sums by a Brownian sheet. We obtain the corresponding result for random variables with values in a separable Hilbert space H while assuming an optimal moment condition. Generalized versions of the functional law of the iterated logarithm are thus derived.     

Laws of the iterated logarithm and an almost sure invariance principle for mixing <Emphasis Type="Italic">B</Emphasis>-valued random variables and autoregressive processes

Under optimal moment conditions, we prove the compact law of the iterated logarithm and the almost sure invariance principle for ψ-mixing random variables with values in type 2 Banach spaces. These results, together with the bounded law of the iterated logarithm proved earlier by author, allow us to prove the same kind of results for the Banach space valued autoregressive processes with ψ-mixing innovations. The results for autoregressive processes can be considered as asymptotic properties of the estimator of mean.     

On the law of the iterated logarithm for sequences of dependent random variables

Sufficient conditions for the applicability of the law of the iterated logarithm to sequences of dependent random variables are obtained. As a corollary, a theorem on the law of the iterated logarithm for a sequence of m-orthogonal random variables is proved.     

Small ball probabilities for a Wiener process under weighted sup-norms,with an application to the supremum of bessel local times

LetR be the radial part of ad-dimensional Wiener process, starting from 0. In this paper, small ball probabilities are evaluated for sup_0<11(t ^–p R(t)) and sup _t 0(e ^–1 R(t)), withp[0, 1/2]. Chung's law of the iterated logarithm is established for the supremum of the local times of a two-dimensional Bessel process.     

Estimation of a quantile in some nonstandard cases

A necessary condition for the asymptotic normality of the sample quantile estimator isf(Q(p))=F(Q(p))>0, whereQ(p) is thep-th quantile of the distribution functionF(x). In this paper, we estimate a quantile by a kernel quantile estimator when this condition is violated. We have shown that the kernel quantile estimator is asymptotically normal in some nonstandard cases. The optimal convergence rate of the mean squared error for the kernel estimator is obtained with respect to the asymptotically optimal bandwidth. A law of the iterated logarithm is also established.This research was partially supported by the new faculty award from the University of Oregon.     

Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables

We consider perturbed empirical distribution functions , where {Ginn, n1} is a sequence of continuous distribution functions converging weakly to the distribution function of unit mass at 0, and {X _{i, i}1} is a non-stationary sequence of absolutely regular random variables. We derive the almost sure representation and the law of the iterated logarithm for the statistic whereU _n is aU-statistic based onX ₁,...,X _n . The results obtained extend or generalize the results of Nadaraya,⁽⁷⁾ Winter,⁽¹⁶⁾ Puri and Ralescu,^(9,10) Oodaira and Yoshihara,⁽⁸⁾ and Yoshihara,⁽¹⁹⁾ among others.Research supported by the Office of Naval Research Contract N00014-91-J-1020.     

Bounded law of the iterated logarithm for multidimensional martingales normalized by matrices

We investigate a bounded law of the iterated logarithm for matrix-normalized weighted sums of martingale differences in R ^d . We consider the normalization of matrices inverse to the covariance matrices of these sums by square roots. This result is used for the proof of the bounded law of the iterated logarithm for martingales with arbitrary matrix normalization. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 7, pp. 1006–1008, July, 2006.     

Asymptotic Behavior of Increments of Random Fields

We derive universal strong laws for increments of sums of i.i.d. random variables with multidimensional indices without an exponential moment. Our theorems yield the strong law of large numbers, the law of the iterated logarithm, and the Csorgo-Revesz laws for random fields. New results are obtained for distributions from domains of attraction of the normal law and of completely asymmetric stable laws with index (1, 2). Bibliography: 18 titles.__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 191–207.     

The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms

Abstract

We consider a sequence (Z _n ) _n≥1 defined by a general multivariate stochastic approximation algorithm and assume that (Z _n ) converges to a solution z* almost surely. We establish the compact law of the iterated logarithm for Z _n by proving that, with probability one, the limit set of the sequence (Z _n  ? z*) suitably normalized is an ellipsoid. We also give the law of the iterated logarithm for the l ^p norms, p ∈ [1, ∞], of (Z _n  ? z*).     

Functional law of iterated logarithm for additive functionals of reversible Markov processes

1.IntroductionandMainResultsAssumethat(Xt),.T(T~NorAl)isaPolishspaceE-valuedMarkovprocess,definedon(fi,F,(R),(ot),(P-c)..E),withitssemigroupoftransitionkernels(Pt).Here(ot)isthesemigroupofshiftsonfisuchthatX.(otw)~X. t(w),Vs,tET;(R)isthenaturalfiltration.Throughoutthispaperweassumethat(Pt)issymmetricandergodicwithrespectto(w.r.t.forshort)aprobabilitymeasurepon(E,e)(eistheBorela--fieldofE),i.e.,.Symmetry:(Ptf,g)~(f,Pig):~isfptgdp,acET,if,gCL'(P);.ErgodicitytFOranyfEL'(P),ifPtf~f…     

A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups

Let X₁, X₂, ... be a sequence of independent and identically distributed (i.i.d.)R ^d-valued random vectors distributed according to a full (B,c) semistable law without Gaussian component. Then the following law of the iterated logarithm holds.

On the exact rate of convergence of frequencies of digits in self-similar sets

We study the exact rate of convergence of frequencies of digits of “normal” points of a self-similar set. Our results have applications to metric number theory. One particular application gives the following surprising result: there is an uncountable family of pairwise disjoint and exceptionally big subsets of ?^d that do not obey the law of the iterated logarithm. More precisely, we prove that there is an uncountable family of pairwise disjoint and exceptionally big sets of points x in ?^d—namely, sets with full Hausdorff dimension—for which the rate of convergence of frequencies of digits in the N-adic expansion of x is either significantly faster or significantly slower than the typical rate of convergence predicted by the law of the iterated logarithm.     

Proof of a conjecture of Zahariuta concerning a problem of Kolmogorov on the ε-entropy

We prove a conjecture of Zahariuta which itself solves a problem of Kolmogorov on the -entropy of some classes of analytic functions. For a given holomorphically convex compact subset K in a pseudoconvex domain D in Cⁿ, Zahariutas conjecture consists in approximating the relative extremal function u^*_K,D, uniformly on any compact subset of DK, by pluricomplex Green functions on D with logarithmic poles in the compact subset K.