Laplace approximations for sums of independent random vectors

Summary LetX _i,iN, be i.i.d.B-valued random variables whereB is a real separable Banach space, and a mappingB R. Under some conditions an asymptotic evaluation of is possible, up to a factor (1+o(1)). This also leads to a limit theorem for the appropriately normalized sums under the law transformed by the density exp .     

Strong uniform consistency of nonparametric regression function estimates

Let (X, Y) be a ^dx-valued random vector and let r(t)=E(Y/X=t) be the regression function of Y on X that has to be estimated from a sample (X _i, Y_i), i=1,..., n. We establish conditions ensuring that an estimate of the form

A Limit Result for U-Statistics of Binary Variables

Define , where is a symmetric U-type statistic, H _k() is the Hermite polynomial of degree k, and {X, X _n, n1} are independent identically distributed binary random variables with Pr(X{–1, 1}})=1. We show that according as EX=0 or EX0, respectively.     

Analog of the Akhiezer–Krein–Favard Sums for Periodic Splines of Minimal Defect

Let be the space of 2-periodic functions whose (r – 1)th-order derivative is absolutely continuous on any segment and rth-order derivative belongs to L _p, S _2n,m is the space of 2-periodic splines of order m of minimal defect over the uniform partition . In this paper, we construct linear operators such that

Almost sure invariance principles when EX 1 2 =∞

Summary Let {Y _i} be iid with EY ₁=0, EY ₁ ² =1. Let {X_i} be iid normal mean zero, variance one random variables. According to Strassen's first almost sure invariance principle {X _i} and {Y _i} can be reconstructed on a new probability space without changing the distribution of each sequence such that a.s., thus improving on the trivial bound obtainable from the law of the iterated logarithm: a.s. In this work we establish analogous improvements for symmetric {Y _i} in the domain of normal attraction to a symmetric stable law with index 0<<2. (We make this assumption of symmetry in order to avoid messy details concerning centering constants.) Let {X _i} be iid symmetric stable random variables with index 0<<2. Then, for example, hypotheses are stated which imply for a given satisfying 2> that a.s., thus improving on the trivial bound: a.s., >0.This research was supported in part by a National Science Foundation grant, USA     

The Asymptotic Distributions of Sums of Records

LetX ₁,X ₂... be a sequence of i.i.d. random variables and let be the associated (upper) record sequence. Resnick (1973) identified the class of all possible limit distributions for . Here we focus on sums of records, . We describe three cases in which T _n can be normalized to have a non-trivial limiting distribution. The problem of identifying all possible limit laws for normalized sums of records remains open.     

Easy transportation-like problems onK-dimensional arrays

TheK-dimensional version of two transportation-like problems is posed and efficiently solved. The caseK=2 goes as follows: Given an (m,n)-matrixA of reals, a realm-vectoru, and a realn-vectorv, find a real (m,n)-matrixX minimizing

The Law of the Iterated Logarithm for Functionals of Harris Recurrent Markov Chains: Self Normalization

Let {X _n } _n0 be a Harris recurrent Markov chain with state space E, transition probability P(x, A) and invariant measure , and let f be a real measurable function on E. We prove that with probability one,

A remark on almost sure convergence of weighted sums

Summary As a generalization of a theorem of Chow [1] it is shown by an elementary method that for i.i.d. r.v.'s X ₁,...,X _n, with expectation zero and finite p-th absolute moment (p2) the weighted sums converge to zero a.s.     

Some convergence theorems on a supercritical Galton-Watson process

Summary LetX=(X _n; n≧0,X ₀=1) be a supercritical Galton-Watson process. The limiting distribution of ) where is the m.l.e. of the offspring mean, is derived. As an application of this result, some limit theorems leading ultimately to a parameter free result of statistical interest, are also established.     

Entropy for Random Partitions and Its Applications

Asymptotic properties of partitions of the unit interval are studied through the entropy for random partition

On the Jump Number of Lexicographic Sums of Ordered Sets

Let Q be the lexicographic sum of finite ordered sets Q _x over a finite ordered set P. For some P we can give a formula for the jump number of Q in terms of the jump numbers of Q _x and P, that is, , where s(X) denotes the jump number of an ordered set X. We first show that where w(X) denotes the width of an ordered set X. Consequently, if P is a Dilworth ordered set, that is, s(P) = w(P)–1, then the formula holds. We also show that it holds again if P is bipartite. Finally, we prove that the lexicographic sum of certain jump-critical ordered sets is also jump-critical.     

Sur le problème des marges

Summary LetX be a set,A an algebra of subsets ofX, m andM two mappings fromA to . Then there exists a finitely additive measure onA such thatmM if and only if for all the sequences (A ₁, ...,A _p ) and (B ₁, ...,B _q ) inA such that the inequality is satisfied. This simple condition permits us to deduce and generalize many previous results relating to the marginal problem.     

The range of two-parameter random walk in space

Summary Let {X _ij; i>0, j>0} be a double sequence of i.i.d. random variables taking values in the d-dimensional integer lattice E _d . Also let . Then the range of random walk {S _mn: m>0, n>0} up to time (m, n), denoted by R _mn , is the cardinality of the set {S _pq: 0m, n). In this paper a sufficient condition in terms of the characteristic function of X ₁₁ is given so that a.s. as either (m, n) or m(n) tends to infinity.     

On the almost sure (a.s.) central limit theorem for random variables with infinite variance

We give criteria for a sequence (X _n ) of i.i.d.r.v.'s to satisfy the a.s. central limit theorem, i.e.,

An explicit Lévy-Hinčin formula for convolution semigroups on locally compact groups

LetG be a locally compact group and (_t)_{t 0} a continuous convolution semigroup of probability measures onG. We show that an operatorN is the infinitesimal generator of (_t)_{t 0} iffN is defined at least on the spaceC ₂(G) of twice right differentiable functions and if

Strong law of large numbers for the middle part of a sample

Let {X_n} _n=1 be a sequence of independent, symmetric random variables and let {X_in} _i=1 ⁿ be the absolute order statistics. The rate of growth of and X_2,n is investigated for n.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 166, pp. 25–31, 1988.     

On a multiplicative type sum form functional equation and its role in information theory

In this paper, we obtain all possible general solutions of the sum form functional equations

Large deviations for sums of independent random variables with dominatedly varying tails

In this paper the large deviation results for partial and random sums Sn-ESn=n∑i=1Xi-n∑i=1EXi,n≥1;S(t)-ES(t)=N(t)∑i=1Xi-E(N(t)∑i=1Xi),t≥0are proved, where {N(t); t≥ 0} is a counting process of non-negative integer-valued random variables, and {Xn; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions.     

Sharp Estimates for Deviations of Linear Approximation Methods for Periodic Functions by Linear Combinations of Moduli of Continuity of Different Order

Estimates for deviations are established for a large class of linear methods of approximation of periodic functions by linear combinations of moduli of continuity of different orders. These estimates are sharp in the sense of constants in the uniform and integral metrics. In particular, the following assertion concerning approximation by splines is proved: Suppose that is odd, . Then