Convergence rates of the LIL for random fields in Hilbert spaces

Considering the positive d-dimensional lattice point Z ₊ ^d (d ≥ 2) with partial ordering ≤, let {X _k: k ∈ Z ₊ ^d } be i.i.d. random variables taking values in a real separable Hilbert space (H, ‖ · ‖) with mean zero and covariance operator Σ, and set $ S_n = \sum\limits_{k \leqslant n} {X_k } $ S_n = \sum\limits_{k \leqslant n} {X_k } , n ∈ Z ₊ ^d . Let σ _i ², i ≥ 1, be the eigenvalues of Σ arranged in the non-increasing order and taking into account the multiplicities. Let l be the dimension of the corresponding eigenspace, and denote the largest eigenvalue of Σ by σ ². Let logx = ln(x ∨ e), x ≥ 0. This paper studies the convergence rates for $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) $ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) . We show that when l ≥ 2 and b > −l/2, E[‖X‖²(log ‖X‖) ^d−2(log log ‖X‖) ^b+4] < ∞ implies $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} $ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} , where Γ(·) is the Gamma function and $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } $ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } .     

Inequalities for derivatives of functions in the spaces <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>

  We obtain a new sharp inequality for the local norms of functions x ∈ L _{∞, ∞} ^r (R), namely,

Asymptotic property of approximation to x αsgn x by Newman Type Operators

Approximation to the function ｜x｜ plays an important role in approximation theory. This paper studies the approximation to the function xαsgn x, which equals ｜x｜ if α = 1. We construct a Newman Type Operator rn（x） and prove max ｜x｜≤1｜xαsgn x-rn（x）｜～Cn1/4e-π1/2（1/2）αn.     

A strong law of large numbers for nonexpansive vector-valued stochastic processes

A mapT: X→X on a normed linear space is callednonexpansive if ‖Tx-Ty‖≤‖x-y‖∀x, y∈X. Let (Ω, Σ,P) be a probability space, an increasing chain of σ-fields spanning Σ,X a Banach space, andT: X→X. A sequence (x_n) of strongly -measurable and stronglyP-integrable functions on Ω taking on values inX is called aT-martingale if . LetT: H→H be a nonexpansive mapping on a Hilbert spaceH and let (x_n) be aT-martingale taking on values inH. If then x _n /n converges a.e. LetT: X→X be a nonexpansive mapping on ap-uniformly smooth Banach spaceX, 1<p≤2, and let (x_n) be aT-martingale (taking on values inX). If then there exists a continuous linear functionalf∈X ^* of norm 1 such that If, in addition, the spaceX is strictly convex, x _n /n converges weakly; and if the norm ofX ^* is Fréchet differentiable (away from zero), x _n /n converges strongly. This work was supported by National Science Foundation Grant MCS-82-02093     

A general law of moment convergence rates for uniform empirical process

Let {X _n ; n ≥ 1} be a sequence of independent and identically distributed U[0,1]-distributed random variables. Define the uniform empirical process $F_n (t) = n^{ - \tfrac{1} {2}} \sum\nolimits_{i = 1}^n {(I_{\{ X_i \leqslant t\} } - t),0} \leqslant t \leqslant 1,\left\| {F_n } \right\| = \sup _{0 \leqslant t \leqslant 1} \left| {F_n (t)} \right| $F_n (t) = n^{ - \tfrac{1} {2}} \sum\nolimits_{i = 1}^n {(I_{\{ X_i \leqslant t\} } - t),0} \leqslant t \leqslant 1,\left\| {F_n } \right\| = \sup _{0 \leqslant t \leqslant 1} \left| {F_n (t)} \right| . In this paper, the exact convergence rates of a general law of weighted infinite series of E {‖F _n ‖ − ɛg ^s (n)}₊ are obtained.     

Complete moment and integral convergence for sums of negatively associated random variables

For a sequence of identically distributed negatively associated random variables {Xn; n ≥ 1} with partial sums Sn = ∑i=1^n Xi, n ≥ 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form ∑n≥n0 n^r-2-1/pq anE（max1≤k≤n｜Sk｜^1/q-∈bn^1/qp）^＋〈∞to hold where r 〉 1, q 〉 0 and either n0 = 1,0 〈 p 〈 2, an = 1,bn = n or n0 = 3,p = 2, an = 1 （log n） ^1/2q, bn=n log n. These results extend results of Chow and of Li and Spataru from the indepen- dent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence.     

Sharp weak-type inequalities for Hilbert transform and Riesz projection

The paper is devoted to the study of the weak norms of the classical operators in the vector-valued setting.

1. Let S, H denote the singular integral involution operator and the Hilbert transform on $L^p \left( {\mathbb{T}, \ell _\mathbb{C}^2 } \right)$ , respectively. Then for 1 ≤ p ≤ 2 and any f, $$\left\| {\mathcal{S}f} \right\|_{p,\infty } \leqslant \left( {\frac{1} {\pi }\int_{ - \infty }^\infty {\frac{{\left| {\tfrac{2} {\pi }\log \left| t \right|} \right|^p }} {{t^2 + 1}}dt} } \right)^{ - 1/p} \left\| f \right\|p,$$ $$\left\| {\mathcal{H}f} \right\|_{p,\infty } \leqslant \left( {\frac{1} {\pi }\int_{ - \infty }^\infty {\frac{{\left| {\tfrac{2} {\pi }\log \left| t \right|} \right|^p }} {{t^2 + 1}}dt} } \right)^{ - 1/p} \left\| f \right\|p.$$ Both inequalities are sharp.
2. Let P ₊ and P _? stand for the Riesz projection and the co-analytic projection on $L^p \left( {\mathbb{T}, \ell _\mathbb{C}^2 } \right)$ , respectively. Then for 1 ≤ p ≤ 2 and any f, $$\left\| {P + f} \right\|_{p,\infty } \leqslant \left\| f \right\|_p ,$$ $$\left\| {P - f} \right\|_{p,\infty } \leqslant \left\| f \right\|_p .$$ Both inequalities are sharp.
3. We establish the sharp versions of the estimates above in the nonperiodic case.

The results are new even if the operators act on complex-valued functions. The proof rests on the construction of an appropriate plurisubharmonic function and probabilistic techniques.     

Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces

Let （X, Xn; n ≥1） be a sequence of i.i.d, random variables taking values in a real separable Hilbert space （H, ｜｜·｜｜） with covariance operator ∑. Set Sn = X1 ＋ X2 ＋ ... ＋ Xn, n≥ 1. We prove that, for b 〉 -1,
lim ε→0 ε^2（b＋1） ∞ ∑n=1 （logn）^b/n^3/2 E{｜｜Sn｜｜-σε√nlogn}=σ^-2（b＋1）/（2b＋3）（b＋1） B｜｜Y｜^2b＋3
holds if EX=0,and E｜｜X｜｜^2（log｜｜x｜｜）^3bv（b＋4）〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑.     

On the trigonometric polynomials of Fejér and Young

The trigonometric polynomials of Fejér and Young are defined by $S_n (x) = \sum\nolimits_{k = 1}^n {\tfrac{{\sin (kx)}} {k}}$S_n (x) = \sum\nolimits_{k = 1}^n {\tfrac{{\sin (kx)}} {k}} and $C_n (x) = 1 + \sum\nolimits_{k = 1}^n {\tfrac{{\cos (kx)}} {k}}$C_n (x) = 1 + \sum\nolimits_{k = 1}^n {\tfrac{{\cos (kx)}} {k}}, respectively. We prove that the inequality $\left( {{1 \mathord{\left/ {\vphantom {1 9}} \right. \kern-\nulldelimiterspace} 9}} \right)\sqrt {15} \leqslant {{C_n \left( x \right)} \mathord{\left/ {\vphantom {{C_n \left( x \right)} {S_n \left( x \right)}}} \right. \kern-\nulldelimiterspace} {S_n \left( x \right)}}$\left( {{1 \mathord{\left/ {\vphantom {1 9}} \right. \kern-\nulldelimiterspace} 9}} \right)\sqrt {15} \leqslant {{C_n \left( x \right)} \mathord{\left/ {\vphantom {{C_n \left( x \right)} {S_n \left( x \right)}}} \right. \kern-\nulldelimiterspace} {S_n \left( x \right)}} holds for all n ≥ 2 and x ∈ (0, π). The lower bound is sharp.     

A sharp form of an embedding into multiple exponential spaces

Let Θ be a bounded open set in ℝ ⁿ , n ⩾ 2. In a well-known paper Indiana Univ. Math. J., 20, 1077–1092 (1971) Moser found the smallest value of K such that

Fujita-Liouville Type Theorem for Coupled Fourth-Order Parabolic Inequalities

This paper deals with a coupled system of fourth-order parabolic inequalities |u|t ≥ 2u + |v|q,|v|t ≥ 2v + |u|p in S = Rn × R+ with p,q > 1,n ≥ 1.A FujitaLiouville type theorem is established that the inequality system does not admit nontrivial nonnegative global solutions on S whenever n4 ≤ max(ppq+11,pqq+11).Since the general maximum-comparison principle does not hold for the fourth-order problem,the authors use the test function method to get the global non-existence of nontrivial solutions.     

Strong Convergence for Weighted Sums of Negatively Associated Arrays

Let {Xni} be an array of rowwise negatively associated random variables and Tnk=k∑i=1 i^a Xni for a ≥ -1, Snk =∑｜i｜≤k Ф（i/nη）1/nη Xni for η∈（0,1],where Ф is some function. The author studies necessary and sufficient conditions of ∞∑n=1 AnP（max 1≤k≤n｜Tnk｜〉εBn）〈∞ and ∞∑n=1 CnP（max 0≤k≤mn｜Snk｜〉εDn）〈∞ for all ε 〉 0, where An, Bn, Cn and Dn are some positive constants, mn ∈ N with mn /nη →∞. The results of Lanzinger and Stadtmfiller in 2003 are extended from the i.i.d, case to the case of the negatively associated, not necessarily identically distributed random variables. Also, the result of Pruss in 2003 on independent variables reduces to a special case of the present paper; furthermore, the necessity part of his result is complemented.     

On Approximation by Reciprocals of Spherical Harmonics in L p Norm

Let S^1-1,q≥2,be the surface of the unit sphere in the Euclidean space R^1,f（x）∈L^p（S^q-1）,f（x）≥0,f absohutely unegual to 0,1≤p≤＋∞,Then,it is proved in the present paper that there is a spherical harmonics PN（x） of order≤N and a constant C〉0 such that where ω（f,δ）L^p=sup 0〈t≤δ‖St（f）-f‖L^p is a kind of moduli of continuity and ^‖f-1/PN‖L^p≤Cω（f,N^-1）L^p,St（f,μ）=1/｜S^q-2｜Sin^2λt ∫-μμ’=t f（μ＇）dμ＇ is a translation operator.     

Estimates for eigenvalues of Laplacian operator with any order

Let D be a bounded domain in an n-dimensional Euclidean space Rn. Assume that 0 ＜ λ1 ≤λ2 ≤ … ≤ λκ ≤ … are the eigenvalues of the Dirichlet Laplacian operator with any order l{(-△)lu=λu, in D u=(δ)u/(δ)(→n)=…(δ)l-1u/(δ)(→n)l-1=0,on (δ)D.Then we obtain an upper bound of the (k 1)-th eigenvalue λκ 1 in terms of the first k eigenvalues.k∑i=1(λκ 1-λi) ≤ 1/n[4l(n 2l-2)]1/2{k∑i=1(λκ 1-λi)1/2λil-1/l k∑i=1(λκ 1-λi)1/2λ1/li}1/2.This ineguality is independent of the domain D. Furthermore, for any l ≥ 3 the above inequality is better than all the known results. Our rusults are the natural generalization of inequalities corresponding to the case l = 2 considered by Qing-Ming Cheng and Hong-Cang Yang. When l = 1, our inequalities imply a weaker form of Yang inequalities. We aslo reprove an implication claimed by Cheng and Yang.     

Some Inequalities for Tree Martingales

In this paper we study tree martingales and proved that if 1≤α,β〈∞,1≤p〈∞ then for every predictable tree martingale f=（ft,t∞T）and E[σ^（P）（f）]〈∞,E[S^（P）（f）]〈∞,it holds that ‖（St^（p）（f）,t∈T）‖M^α∞≤Cαβ‖f‖p^αβ,‖（σt^（p）（f）,t∈T）‖M^α,β‖f‖P^αβ,where Cαβ depends only on α and β.     

A logarithmically improved regularity criterion for the supercritical quasi-geostrophic equations in Besov space

In this paper, we consider the logarithmically improved regularity criterion for the supercritical quasi-geostrophic equation in Besov space \(\dot B_{\infty ,\infty }^{ - r}\left( {{\mathbb{R}^2}} \right)\). The result shows that if θ is a weak solutions satisfies

$$\int_0^T {\frac{{\left\| {\nabla \theta ( \cdot ,s)} \right\|_{\dot B_{\infty ,\infty }^{ - r} }^{\tfrac{\alpha }{{\alpha - r}}} }}{{1 + \ln \left( {e + \left\| {\nabla ^ \bot \theta ( \cdot ,s)} \right\|_{L^{\tfrac{2}{r}} } } \right)!}}ds < \infty for some 0 < r < \alpha and 0 < \alpha < 1,}$$

then θ is regular at t = T. In view of the embedding \({L^{\frac{2}{r}}} \subset M_{\frac{2}{r}}^p \subset \dot B_{\infty ,\infty }^{ - r}\) with \(2 \leqslant p < \frac{2}{r}\) and 0 ≤ r < 1, we see that our result extends the results due to [20] and [31].

     

On the Relationship Between the Baum-Katz-Spitzer Complete Convergence Theorem and the Law of the Iterated Logarithm

For a sequence of i.i.d. Banach space-valued random variables {Xn; n ≥ 1} and a sequence of positive constants {an; n ≥ 1}, the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm is investigated. Sets of conditions are provided under which （i） lim sup n→∞ ｜｜Sn｜｜/an〈∞ a.s.and ∞ ∑n=1（1/n）P（｜｜Sn｜｜/an ≥ε〈∞for all ε 〉 λ for some constant λ ∈ [0, ∞） are equivalent; （ii） For all constants λ ∈ [0, ∞）, lim sup ｜｜Sn｜｜/an =λ a.s.and ^∞∑ n=1（1/n） P（｜｜Sn｜｜/an ≥ε）{〈∞, if ε〉λ =∞,if ε〈λare equivalent. In general, no geometric conditions are imposed on the underlying Banach space. Corollaries are presented and new results are obtained even in the case of real-valued random variables.     

An admissible estimator in the one-parameter exponential family with ambiguous information

Summary LetX be a random variable from the one-parameter exponential family with the probability element β(θ) exp (θx)dm(x) for which an ambiguous prior information is available to the effect that θ is likely to be larger than or equal to a known constant. The information is represented by a fuzzy set with the membership function χ(θ). Then it is shown that is an admissible estimator for E ₀ (X) under the quadratic loss function.     

On the chromatic number of random geometric graphs

Given independent random points X ₁,...,X _n ∈ℝ ^d with common probability distribution ν, and a positive distance r=r(n)>0, we construct a random geometric graph G _n with vertex set {1,..., n} where distinct i and j are adjacent when ‖X _i −X _j ‖≤r. Here ‖·‖ may be any norm on ℝ ^d , and ν may be any probability distribution on ℝ ^d with a bounded density function. We consider the chromatic number χ(G _n ) of G _n and its relation to the clique number ω(G _n ) as n→∞. Both McDiarmid [11] and Penrose [15] considered the range of r when $r \ll \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}$r \ll \left( {\tfrac{{\ln n}} {n}} \right)^{1/d} and the range when $r \gg \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}$r \gg \left( {\tfrac{{\ln n}} {n}} \right)^{1/d}, and their results showed a dramatic difference between these two cases. Here we sharpen and extend the earlier results, and in particular we consider the ‘phase change’ range when $r \sim \left( {\tfrac{{t\ln n}} {n}} \right)^{1/d}$r \sim \left( {\tfrac{{t\ln n}} {n}} \right)^{1/d} with t>0 a fixed constant. Both [11] and [15] asked for the behaviour of the chromatic number in this range. We determine constants c(t) such that $\tfrac{{\chi (G_n )}} {{nr^d }} \to c(t)$\tfrac{{\chi (G_n )}} {{nr^d }} \to c(t) almost surely. Further, we find a “sharp threshold” (except for less interesting choices of the norm when the unit ball tiles d-space): there is a constant t ₀>0 such that if t≤t ₀ then $\tfrac{{\chi (G_n )}} {{\omega (G_n )}}$\tfrac{{\chi (G_n )}} {{\omega (G_n )}} tends to 1 almost surely, but if t>t ₀ then $\tfrac{{\chi (G_n )}} {{\omega (G_n )}}$\tfrac{{\chi (G_n )}} {{\omega (G_n )}} tends to a limit >1 almost surely.     

On Bernstein–Walsh-type lemmas in regions of the complex plane

Let G ì \mathbb C G \subset {\mathbb C} be a finite region bounded by a Jordan curve L: = ?G L: = \partial G , let W: = \textext[`(G)] \Omega : = {\text{ext}}\bar{G} (with respect to [`(\mathbb C)] {\overline {\mathbb C}} ), $ \Delta : = \left\{ {z:\left| z \right| > 1} \right\} $ \Delta : = \left\{ {z:\left| z \right| > 1} \right\} , and let w = F(z) w = \Phi (z) be a univalent conformal mapping of Ω onto Δ normalized by $ \Phi \left( \infty \right) = \infty, \;\Phi '\left( \infty \right) > 0 $ \Phi \left( \infty \right) = \infty, \;\Phi '\left( \infty \right) > 0 . By A _p (G); p > 0; we denote a class of functions f analytic in G and satisfying the condition