关于随机变量加权和的强收敛性注记

设{X,;n≥1}为独立同分布随机序列,{a_(xi);1≤i≤K_n,↑~∞,n≥1}为权系数序列。本文给出三组sum from i=1 to K_n(a_(ai)X_i→0a.s.充分条件。同时,还讨论加权和的完全收敛性,我们的条件比[3]弱。     

截断和大数律的收敛速度

本文研究了截断和大数律的收敛速度，证明了截断和（固定）完全收敛性定理以及大数律收敛速度的几个等价条件，从而推广了独立和的结果。     

WEAK CONVERGENCE FOR NON-UNIFORM φ-MIXING RANDOM FIELDS

Let $\{\xi_{\bold t}, {\bold t} \in {\bold Z}^d\}$ be a nonuniform $\varphi$-mixing strictly stationary real random field with $E\xi_{\bold 0}=0, E|\xi_{\bold 0}|^{2+\delta}<\infty$ for some $0<\delta<1$. A sufficient condition is given for the sequence of partial sum set-indexed process $\{Z_n(A),\ A\in \Cal A\}$ to converge to Brownian motion. By a direct calculation, the author shows that the result holds for a more general class of set index ${\Cal A}$, where ${\Cal A}$ is assumed only to have the metric entropy exponent $r, 0相似文献   

THE CONVERGENCE ON A FAMILY OF ITERATIONS WITH CUBIC ORDER

1. IntroductionLet E and F be real or complex Banach spaces and f: D G E --+ F be a nonlinar twicediffereotiable operator. FOr solving the eqwtionconsider a one-parametered edly of iterationswhere Hj(x) = f'(x)--'f,,(x)j'(x)--'f(x) and 0 S A 5 1. This hal is cubically convergent(see [3, 7] ) and includes, as particular cases, Chebyshev method (^ = 0, see [5, 9l), Halleymethod (A = l, see [1, 4, 6, 10]) and suPer-Halley method (A = 1, see [7]).In [3], I.K. AIgyros et al analyze the con…     

LARGE SAMPLE PROPERTIES OF THE SIR IN CDMA WITH MATCHED FILTER RECEIVERS

The output signal-to-interference (SIR) of conventional matched filter receiver in random environment is considered. When the number of users and the spreading factors tend to infinity with their ratio fixed, the convergence of SIR is showed to be with probability one under finite fourth moment of the spreading sequences. The asymptotic distribution of the SIR is also obtained.     

$\varphi$混合样本平滑移动过程$q$阶矩完全收敛性

In this paper, we study the complete q-moment convergence of moving average processes under v-mixing assumption. The results obtained not only extend some previous known results, but also improve them.     

ON ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF RANDOM ELEMENT SEQUENCES

We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale difference sequence and {an, n ≥ 1} and {bn,n ≥ 1} are two sequences of positive constants. Some new strong laws of large numbers for such weighted sums are proved under mild conditions.     

NA序列广义Jamison型加权和的几乎处处收敛性

本文从随机变量序列广义Ｊａｍｉｓｏｎ型加权和的一个系数指标函数自身性质出发，讨论了广义Ｊａｍｉｓｏｎ型加权和的强稳定性，避免了控制函数的引入， 进一步还得到了更一般的ＮＡ序列广义Ｊａｍｉｓｏｎ型加权和的几乎处处收敛的条件，并将前人的若干结论包含为特例．     

A THEOREM ON THE CONVERGENCE OF SUMS OF INDEPENDENT RANDOM VARIABLES

1 IntroductionThroughout this paperl {X., n 2 1} is assumed to be a sequence of independent randomvariables. Fn denotes the distribution function of the partial surns S. = Z Xk. As is known,k = 1oothe series Z X. is said to be essentially convergent (a.s.) if there exists a sequence of constantsn = 1oo{b., n 2 1} such that Z (X. -- 6.) a.s. converges. When this happens we writeClearlyFn(x) = G.(x -- B.). (l.2)Our problem stems from an old conjecture in Probabilistic Number Theory sugges…     

关于不用计算导数的大范围收敛迭代法的注记

1　引　　言在文 [1 ]中我们借助于动力系统方法导出了求连续函数 ｆ(ｘ)在区间 [ａ ,ｂ]上单零点ｘ 的一个大范围收敛的连续性方法 .此处 ｆ(ｘ)满足李氏条件 ,且 ｆ(ａ) <0 ,ｆ(ｂ) >0 .这个连续性方法由动力系统ｄｘｄｔ =- ｆ(ｘ)ｘ( 0 ) =ｘ0 ∈ [ａ ,ｂ]( 1 )确定 ,其解析解ｘ(ｔ ,ｘ0 )具有性质ｌｉｍｔ→ +∞ｘ(ｔ,ｘ0 ) =ｘ ,　　ｘ0 ∈ [ａ ,ｂ].　　为了数值地求出ｘ ,我们利用显式欧拉法ｘｎ+ 1=ｘｎ -ｈｎｆ(ｘｎ)ｘ0 =ｂ　ｏｒａ ( 2 )来求 ( 1 )式的解 .其中ｈｎ>0 ,为步长 .它的选择满足文 [1 ]中的不等式ａ<ｘｎ+ 1<ｘｎ,…     

一类具状态依赖时滞的微分系统解的渐近行为

研究了一类具有状态时滞的微分方程系统解的渐近行为,获得了该系统每一个有界解当t→∞时都趋于常向量,所获得的结果改进和扩展了已有文献的相关结果.     

任意随机序列的变换及其a.s.收敛性

本文利用截尾方法构造几乎处处收敛的鞅结合无穷乘积定理，研究随机变量序列变换的局部收敛性及强大数定理，作为推论得到了关于赌博系统的若干强极限定理。     

双重时序模型矩估计的渐近性：1.样本自协方差（自相关）函数

双重时序模型自提出以来，特别是关于模型的概率性质（如平很快稳性，遍历性）已有许多讨论，但统计推断方面的文章还很少。作为［９，１０］工作的继续，本文及后续文章将讨论矩估计及其大样本性质。首先在本文中，基本的矩估计量（样本自协方差函数及样本自相关函数）的渐近性质对ＡＲ（１）－ＭＡ（ｑ）模型得到讨论，证明了其渐近正态，并 强相合的收敛速度。     

ON THE CONVERGENCE OF WAVEFORM RELAXATION METHODS FOR LINEAR INITIAL VALUE PROBLEMS

We study a class of blockwise waveform relaxation methods,and investigate its con-vergence properties in both asymptotic and monotone senses.In addition,the monotoneconvergence rates between different pointwise/blockwise waveform relaxation methods re-sulted from different matrix splittings,and those between the pointwise and blockwisewaveform relaxation methods are discussed in depth.     

同时具有点和区间半径序列收敛性的免导迭代法的进一步讨论

1 引 言 传统的求零点的迭代法只讨论迭代序列{xn}的收敛阶,近年来,G.Alefeld和F.A.Po-tra研究了含零点的区间半径序列的收敛性[2][3],而我们提出了同时具有点和区间半径序列均平方收敛的免导迭代法[1],即当n充分大时,序列{xn}和含零点区间的半径序列{(bn-an)}都是平方收敛的.通过进一步的分析,我们发现,文[1]中的结果仍可改进,并且,不需     

ON THE GLOBAL CONVERGENCE OF CONJUGATE GRADIENT METHODS WITH INEXACT LINESEARCH

In this paper we consider the global convergence of any conjugate gradient method of the form d1=-g1,dk+1=-gk+1+βkdk(k≥1)with any βk satisfying sume conditions,and with the strong wolfe line search conditions.Under the convex assumption on the objective function,we preve the descenf property and the global convergence of this method.     

不等式约束优化一个具有超线性收敛的可行序列二次规划算法

建立了一个新的SQP算法,提出了一阶可行条件这一新概念．对已有SQP型算法进行改进,减少计算工作量,证明了算法具有全局收敛及超线性收敛性．数值实验表明算法是有效的．     

结合一种新搜索的Broyden算法类的全局收敛性

本文提出了一种与回追搜索（backtrackinglinesearch）有关的可行线性搜索．在通常的条件下，证明了结合这一新的搜索的Broyden算法类具有全局收敛性．     

EXPONENTIAL CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS

In this paper,we propose a Sample Average Approximation(SAA)method for a class ofStochastic Mathematical Programs with Complementarity Constraints(SMPCC)recentlyconsidered by Birbil,Gürkan and Liste[3].We study the statistical properties of obtainedSAA estimators.In particular we show that under moderate conditions a sequence of weakstationary points of SAA programs converge to a weak stationary point of the true problemwith probability approaching one at exponential rate as the sample size tends to infinity.To implement the SAA method more efficiently,we incorporate the method with sometechniques such as Scholtes' regularization method and the well known smoothing NCPmethod.Some preliminary numerical results are reported.     

下一个失效时刻的非参数估计

本文研究下一个失效时刻的非参数估计问题.文中所给出的估计量在一定条件下a.s.收敛,同时也讨论了估计量的渐近正态性.