A general result on precise asymptotics for linear processes of positively associated sequences

Let {εt; t ∈ Z^＋} be a strictly stationary sequence of associated random variables with mean zeros, let 0〈Eε1^2〈∞ and σ^2=Eε1^2＋1∑j=2^∞ Eε1εj with 0〈σ^2〈∞.{aj;j∈Z^＋} is a sequence of real numbers satisfying ∑j=0^∞｜aj｜〈∞.Define a linear process Xt=∑j=0^∞ ajεt-j,t≥1,and Sn=∑t=1^n Xt,n≥1.Assume that E｜ε1｜^2＋δ′〈 for some δ′〉0 and μ（n）=O（n^-ρ） for some ρ〉0.This paper achieves a general law of precise asymptotics for {Sn}.     

Density estimation for linear processes

Summary LetX _t , ...,X _n be random variables forming a realization from a linear process where {Z _t } is a sequence of independent and identically distributed random variables with E|Z _t |<∞ for some ε>0, andg _r →0 asr→∞ at some specified rate. LetX ₁ have a probability density functionf. It is then established that for every realx, the standard kernel type estimator based onX _t (1≦t≦n) is, under some general regularity conditions, asymptotically normal and converges a.s. tof(x) asn→∞. Research was supported in part by the Air Force Office of Scientific Research Grant No. AFOSR-81-0058.     

The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion

Let {W(t),t∈R}, {B(t),t∈R } be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (Xi(t),... ,Xd(t)) and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (?) (0,∞), the exact Hausdorff measures of the image X(Q) = {X(t) : t∈Q} and the graph GrX(Q) = {(t, X(t)) :t∈Q}are established.     

Decrease rate of the probabilities ofε-deviations for the means of stationary processes

The asymptotic behavior asn → ∞ of the normed sumsσn =n ⁻¹ Σ _k ⁼⁰ⁿ⁻¹ Xk for a stationary processX = (X _n ,n ∈ ℤ) is studied. For a fixedε > 0, upper estimates for P(sup _k≥n |σ _k | ≥ε) asn → ∞ are obtained. Translated fromMatematicheskie Zametki, Vol. 64, No. 3, pp. 366–372, September, 1998.     

Random walks in random environments on metric groups

Random walks in random environments on countable metric groups with bounded jumps of the walking particle are considered. The transition probabilities of such a random walk from a pointx εG (whereG is the group in question) are described by a vectorp(x) ε ℝ^|W| (whereW ⊏G is fixed and |W|<∞). The set {p(x),x εG} is assumed to consist of independent identically distributed random vectors. A sufficient condition for this random walk to be transient is found. As an example, the groups ℤ ^d , free groups, and the free product of finitely many cyclic groups of second order are considered. Translated fromMatematicheskie Zametki, Vol. 67, No. 1, pp. 129–135, January, 2000.     

Multiparameter inverse problem of approximation by functions with given supports

Let L _p (S), 0 < p < +∞, be a Lebesgue space of measurable functions on S with ordinary quasinorm ∥·∥ _p . For a system of sets {B _t |t ∈ [0, +∞) ⁿ } and a given function ψ: [0, +∞) ⁿ ↦ [ 0, +∞), we establish necessary and sufficient conditions for the existence of a function f ∈ L _p (S) such that inf {∥f − g∥ _p ^p g ∈ L _p (S), g = 0 almost everywhere on S\B _t } = ψ (t), t ∈ [0, +∞) ⁿ . As a consequence, we obtain a generalization and improvement of the Dzhrbashyan theorem on the inverse problem of approximation by functions of the exponential type in L ₂. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 8, pp. 1116–1127, August, 2006.     

Logarithmic Estimates for Submartingales and Their Differential Subordinates

In the paper we determine, for any K>0 and α∈[0,1], the optimal constant L(K,α)∈(0,∞] for which the following holds: If X is a nonnegative submartingale and Y is α-strongly differentially subordinate to X, then

On the Complete Convergence of Moving Average Process with Banach Space Valued Random Elements

Let {Y _i ;−∞<i<∞} be a doubly infinite sequence of independent random elements taking values in a separable real Banach space and stochastically dominated by a random variable X. Let {a _i ;−∞<i<∞} be an absolutely summable sequence of real numbers and set V _i =∑ _k=−∞^∞ a _i+k Y _i ,i≥1. In this paper, we derive that if and E|X| ^μ log  ^ρ |X|<0, for some μ (0<μ<2, μ≠1) and ρ>0 then for all ε>0. This work was partially supported by the Korean Research Foundation Grant funded by the Korean Government (KRF-2006-353-C00006, KRF-2006-251-C00026).     

HOMOCLINIC ORBITS FOR SECOND ORDER HAMILTONIAN SYSTEM WITH QUADRATIC GROWTH

ＨＯＭＯＣＬＩＮＩＣＯＲＢＩＴＳＦＯＲＳＥＣＯＮＤＯＲＤＥＲＨＡＭＩＬＴＯＮＩＡＮＳＹＳＴＥＭＷＩＴＨＱＵＡＤＲＡＴＩＣＧＲＯＷＴＨＷＵＳＨＡＯＰＩＮＧＡＮＤＬＩＵＪＩＡＱＵＡＮＡｂｓｔｒａｃｔ：Ｓｏｍｅｅｘｉｓｔｅｎｃｅａｎｄｍｕｌｔｉｐｌｉｃｉｔ...     

Asymptotic Independence of Distant Partial Sums of Linear Processes

We investigate the joint weak convergence (f.d.d. and functional) of the vector-valued process (U _n ⁽¹⁾ (τ), U _n ⁽²⁾ (τ)) for τ ∈ [0, 1], where and are normalized partial-sum processes separated by a large lag m, m/n → ∞, and (X _t , t ∈ ℤ) is a stationary moving-average process with i.i.d. (or martingale-difference) innovations having finite variance. We consider the cases where (X _t ) is a process with long memory, short memory, or negative memory. We show that, in all these cases, as n → ∞ and m/n → ∞, the bivariate partial-sum process (U _n ⁽¹⁾ (τ), U _n ⁽²⁾ (τ)) tends to a bivariate fractional Brownian motion with independent components. The result is applied to prove the consistency of certain increment-type statistics in moving-average observations. This work supported by the joint Lithuania-French research program Gilibert. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 479–500, October–December, 2005.     

On the asymptotic efficiency of estimators in an autoregressive process

Summary Let {X _t } be defined recursively byX _t =θX _t−1+U _t (t=1,2, ...), whereX ₀=0 and {U _t } is a sequence of independent identically distributed real random variables having a density functionf with mean 0 and varianceσ ². We assume that |θ|<1. In the present paper we obtain the bound of the asymptotic distributions of asymptotically median unbiased (AMU) estimators of θ and the sufficient condition that an AMU estimator be asymptotically efficient in the sense that its distribution attains the above bound. It is also shown that the least squares estimator of θ is asymptotically efficient if and only iff is a normal density function. University of Electro-Communications     

Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

A Lower Bound of <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> Norms in the CLT for Strongly Mixing Random Variables

We derive a lower bound of L _p norms, 1 ⩽ p ⩽ ∞, in the central limit theorem for strongly mixing random variables X ₁,..., X _n with under the boundedness condition ℙ{|X _i | ⩽ M} = 1 with a nonrandom constantM > 0 and condition ∑ _r⩾1 r ²α(r) < ∞, where α(r) are the Rosenblatt strong mixing coefficients. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 587–602, October–December, 2005.     

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.     

Riesz basis, Paley-Wiener class and tempered splines

The Marcinkiewicz-Zygmund inequality and the Bernstein inequality are established on ∮2m(T,R)∩L2(R) which is the space of polynomial splines with irregularly distributed nodes T={tj}j∈Z, where {tj}j∈Z is a real sequence such that {eitξ}j∈Z constitutes a Riesz basis for L2([-π,π]). From these results, the asymptotic relation E(f,Bπ,2)2=lim E(f,∮2m(T,R)∩L2(R))2 is proved, where Bπ,2 denotes the set of all functions from L2(R) which can be continued to entire functions of exponential type ≤π, i.e. the classical Paley-Wiener class.     

On the bestL 1-approximations of functional classes by splines under restrictions imposed on their derivatives

We find the exact asymptotics (asn→∞) of the bestL ₁-approximations of classesW ₁ ^r of periodic functions by spliness∈S _{2n, r∼-1} (S _{2n, r∼-1} is a set of 2π-periodic polynomial splines of orderr−1, defect one, and with nodes at the pointskπ/n,k∈ℤ) such that V ₀ ^2π s( ^r-1)≤1+ɛ _n , where {ɛ _n } _n=1 ^∞ is a decreasing sequence of positive numbers such that ɛ _n n ²→∞ and ɛ _n →0 asn→∞. Dnepropetrovsk University, Dnepropetrovsk. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 4, pp. 435–444, April, 1999.     

Manifolds polarized by vector bundles

LetX be a complex projective manifold of dimension n and let ε be an ample vector bundle of rank r. Let also τ = τ (X,ε) = min {t ∈ ℝ : K_X + t det ε is nef} be the nef value of the pair (X, ε). In this paper we classify the pairs (X, ε) such that{ Mathematics Subject Classification (2000)14J60; 14J40; 14E30     

Optimal properties of contraction semigroups in banach spaces

Suppose that(T _t )_t>0 is aC ₀ semi-group of contractions on a Banach spaceX, such that there exists a vectorx∈X, ‖x‖=1 verifyingJ ⁻¹(Jx)={x}, whereJ is the duality mapping fromX toP(X ^*). If |<T _t x,f>|→1, whent→+∞ for somef∈X ^*, ‖f‖≤1 thenx is an eigenvector of the generatorA, associated with a purcly imaginary eigenvalue. Because of Lin's example [L], the hypothesis onx∈X is the best possible. If the hypothesisJ ⁻¹(Jx)={x} is not verified, we can prove that ifJx is a singleton and ifJ ⁻¹(Jx) is weakly compact, then if |<T _t x, f>|→1, whent→+∞ for somef∈X ^*, ‖f‖≤1, there existsy∈J ⁻¹(Jx) such thaty is an eigenvector of the generatorA, associated with a purely imaginary eigenvalue. We give also a counter-example in the case whereX is one of the spaces ℓ₁ orL ₁.     

On one bifurcation in relaxation systems

We establish conditions under which, in three-dimensional relaxation systems of the form {fx066-01}, where 0 < ε << 1, |μ| << 1, and ƒ, g ∈ C ^∞, the so-called “blue-sky catastrophe” is observed, i.e., there appears a stable relaxation cycle whose period and length tend to infinity as μ tends to a certain critical value μ_*(ε), μ_*(0) 0 = 0. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 1, pp. 63–72, January, 2008.