On equivalence of weak convergence and moment convergence of life distributions

We investigate the equivalence of weak convergence and moment convergence of life distributions in a family which is larger than the HNBUE family. Also, we point out that within the HNBUE family the exponential distribution can be characterized by one value of its Laplace-Stieltjes transform.     

Some generating functions of Jacobi polynomials

In this paper, Weisner’s group-theoretic method of obtaining generating functions is utilized in the study of Jacobi polynomialsP> _n ^(a,ß)(x) by giving suitable interpretations to the index (n) and the parameter (β) to find out the elements for constructing a six-dimensional Lie algebra.     

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.     

Weak convergence using higher-order cumulants

Denote byc _j (F) thejth cumulant (or semi-invariant) of the distribution functionF. We say thatF is specified by its higher-order cumulants if it is the unique distribution functionG having the following property: there exists a positive integerJ such thatc _j (G)=c _j (F) forj=1,2 andjJ. Let (F _n n1) be a sequence of distribution functions, and suppose that there existsJ such thatc _j (F _n )c _j (F) asn, forj=1,2 andjJ. It is proved thatF _n F so long asF is specified by its higher-order cumulants. It is an open problem to characterize the family of distributions which are specified by their higher-order cumulants.     

On some generalizations of Lorentz's almost convergence

We investigate an extension of the almost convergence of G.G. Lorentz, further weakening the notion of M-almost convergence we defined in [S. Mercourakis, G. Vassiliadis, An extension of Lorentz's almost convergence and applications in Banach spaces, Serdica Math. J. 32 (2006) 71–98] and requiring that the means of a bounded sequence restricted on a subset M of converge weakly in ℓ^∞(M). The case when M has density 1 is of special interest and in this case we derive a result in the direction of the Mean Ergodic Theorem (see Theorem 2).     

On weak convergence of random fields

We suggest simple and easily verifiable, yet general, conditions under which multi-parameter stochastic processes converge weakly to a continuous stochastic process. Connections to, and extensions of, R. Dudley’s results play an important role in our considerations, and we therefore discuss them in detail. As an illustration of general results, we consider multi-parameter stochastic processes that can be decomposed into differences of two coordinate-wise non-decreasing processes, in which case the aforementioned conditions become even simpler. To illustrate how the herein developed general approach can be used in specific situations, we present a detailed analysis of a two-parameter sequential empirical process.     

Complete convergence and complete moment convergence for martingale difference sequence

In the paper,we investigate the complete convergence and complete moment convergence for the maximal partial sum of martingale diference sequence.Especially,we get the Baum–Katz-type Theorem and Hsu–Robbins-type Theorem for martingale diference sequence.As an application,a strong law of large numbers for martingale diference sequence is obtained.     

Application of a composition of generating functions for obtaining explicit formulas of polynomials

Using notions of composita and composition of generating functions, we obtain explicit formulas for the Chebyshev polynomials, the Legendre polynomials, the Gegenbauer polynomials, the Associated Laguerre polynomials, the Stirling polynomials, the Abel polynomials, the Bernoulli Polynomials of the Second Kind, the Generalized Bernoulli polynomials, the Euler Polynomials, the Peters polynomials, and the Narumi polynomials.     

On the graph convergence of subdifferentials of convex functions

This paper provides another proof of the Attouch Theorem relating the epigraphical limit of sequences of convex functions to the set limit of the graphs of the subdifferentials.

     

Simple permutations and algebraic generating functions

A simple permutation is one that never maps a nontrivial contiguous set of indices contiguously. Given a set of permutations that is closed under taking subpermutations and contains only finitely many simple permutations, we provide a framework for enumerating subsets that are restricted by properties belonging to a finite “query-complete set.” Such properties include being even, being an alternating permutation, and avoiding a given generalised (blocked or barred) pattern. We show that the generating functions for these subsets are always algebraic, thereby generalising recent results of Albert and Atkinson. We also apply these techniques to the enumeration of involutions and cyclic closures.     

On the convergence properties of measurable multifunctions with values in a separable Banach space

In this paper we prove some convergence theorems for Banach space valued multifunctions. First we consider the notion of weak convergence of sets and prove a weak completeness and a weak compactness result of the Dunford-Pettis type for weakly compact, convex valued integrable multifunctions. Then we consider set valued martingales and establish two convergence theorems. One using the Kuratowski-Mosco mode of convergence and for the other the Hausdorff mode.     

Complete moment convergence of pairwise NQD random variables

It is known that the dependence structure of pairwise negative quadrant dependent (NQD) random variables is weaker than those of negatively associated random variables and negatively orthant dependent random variables. In this article, we investigate the moving average process which is based on the pairwise NQD random variables. The complete moment convergence and the integrability of the supremum are presented for this moving average process. The results imply complete convergence and the Marcinkiewicz–Zygmund-type strong law of large numbers for pairwise NQD sequences.     

Weak statistical convergence and weak filter convergence for unbounded sequences

For every weakly statistically convergent sequence (xn) with increasing norms in a Hilbert space we prove that . This estimate is sharp. We study analogous problem for some other types of weak filter convergence, in particular for the Erdös-Ulam filters, analytical P-filters and Fσ filters. We present also a refinement of the recent Aron-Garcia-Maestre result on weakly dense sequences that tend to infinity in norm.     

Asymptotic properties of the moment convergence for NA sequences

It is well-known that the complete convergence theorem for i.i.d. random variables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4] obtained a moment version of Hsu and Robbins series. However, the series tends to infinity whenever ε goes to zero, so it is of interest to investigate the asymptotic behavior of the series as ε goes to zero. This note gives some limit theorems of the series generated by moments for NA random variables.     

Invariance of statistical causality under convergence

In this paper we prove the invariance of some causality relationships between flows of information (represented by filtrations) under some types of convergence. We consider a statistical concept of causality which is based on Granger’s definition of causality, but instead of time series we focus on continuous time processes.