共查询到20条相似文献,搜索用时 15 毫秒
1.
Summary The limiting behavior of one-dimensional diffusion process in an asymptotically self-similar random environment is investigated through the extension of Brox's method. Similar problems are then discussed for a random walk in a random environment with the aid of optional sampling from a diffusion model; an extension of the result of Sinai is given in the case of asymptotically self-similar random environments. 相似文献
2.
3.
Hsien-Kuei Hwang 《Random Structures and Algorithms》1996,8(4):319-336
Central and local limit theorems (including large deviations) are established for the number of comparisons used by the standard top-down recursive mergesort under the uniform permutation model. The method of proof utilizes Dirichlet series, Mellin transforms, and standard analytic methods in probability theory. © 1996 John Wiley & Sons, Inc. 相似文献
4.
Summary In this paper, we obtain a strong law and central limit theorem for the median deviation under only very mild smoothness conditions
on the underlying distribution. Under an additional condition implied by symmetry, we derive a weak Bahadur representation
for the median deviation and establish the asymptotic equivalence of the median deviation and the semi-interquartile range. 相似文献
5.
Ya. M. L'vovskii 《Journal of Mathematical Sciences》1996,81(4):2843-2850
Distributions are found of independent nonnegative integer valued random variables under linear constraints. Limit theorems
for these distributions are proved.
Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipolez, pp. 136–148, Perm, 1993. 相似文献
6.
V. I. Rotar' 《Journal of multivariate analysis》1979,9(4):511-530
The limit theorems for polylinear forms are obtained. Conditions are found under which the distribution of the polylinear form of many random variables is essentially the same as if all the distributions of arguments were normal. 相似文献
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8.
Let T(K1,r,Gn) be the number of monochromatic copies of the r‐star K1,r in a uniformly random coloring of the vertices of the graph Gn. In this paper we provide a complete characterization of the limiting distribution of T(K1,r,Gn), in the regime where is bounded, for any growing sequence of graphs Gn. The asymptotic distribution is a sum of mutually independent components, each term of which is a polynomial of a single Poisson random variable of degree at most r. Conversely, any limiting distribution of T(K1,r,Gn) has a representation of this form. Examples and connections to the birthday problem are discussed. 相似文献
9.
David Pollard 《Probability Theory and Related Fields》1981,57(2):181-195
Summary The empirical measure P
n
for iid sampling on a distribution P is formed by placing mass n
–1 at each of the first n observations. Generalizations of the classical Glivenko-Cantelli theorem for empirical measures have been proved by Vapnik and ervonenkis using combinatorial methods. They found simple conditions on a class C to ensure that sup {|P
n
(C) – P(C)|: C C} converges in probability to zero. They used a randomization device that reduced the problem to finding exponential bounds on the tails of a hypergeometric distribution. In this paper an alternative randomization is proposed. The role of the hypergeometric distribution is thereby taken over by the binomial distribution, for which the elementary Bernstein inequalities provide exponential boundson the tails. This leads to easier proofs of both the basic results of Vapnik-ervonenkis and the extensions due to Steele. A similar simplification is made in the proof of Dudley's central limit theorem forn
1/2(P P
n
–P)— a result that generalizes Donsker's functional central limit theorem for empirical distribution functions.This research was supported in part by the Air Force Office of Scientific Research, Contract No. F49620-79-C-0164 相似文献
10.
Douglas P. Kennedy 《Stochastic Processes and their Applications》1973,1(3):269-278
Limit distributions are given for both the dam content at time n and the limiting dam content in the nth dam, as n tends to infinity, for a sequence of finite dams in discrete time, under assumptions which correspond to the various cases of heavy traffic in queueing theory. The proof employed is an application of the theory of weak convergence of probability measures. 相似文献
11.
This paper studies the heavily trimmed sums (*)
[ns] + 1
[nt]
X
j
(n)
, where {X
j
(n)
}
j = 1
n
are the order statistics from independent random variables {X
1,...,X
n
} having a common distributionF. The main theorem gives the limiting process of (*) as a process oft. More smoothly trimmed sums like
j = 1
[nt]
J(j/n)X
j
(n)
are also discussed. 相似文献
12.
Alexander Bendikov Wojciech Cygan Bartosz Trojan 《Stochastic Processes and their Applications》2017,127(10):3268-3290
We consider a random walk which is obtained from the simple random walk by a discrete time version of Bochner’s subordination. We prove that under certain conditions on the subordinator appropriately scaled random walk converges in the Skorohod space to the symmetric -stable process . We also prove asymptotic formula for the transition function of similar to the Pólya’s asymptotic formula for . 相似文献
13.
Piet Groeneboom 《Probability Theory and Related Fields》1988,79(3):327-368
It is shown that the process of vertices of the convex hull of a uniform sample from the interior of a convex polygon converges locally, after rescaling, to a strongly mixing Markov process, as the sample size tends to infinity. The structure of the limiting Markov process is determined explicitly, and from this a central limit theorem for the number of vertices of the convex hull is derived. Similar results are given for uniform samples from the unit disk. 相似文献
14.
《Journal of multivariate analysis》1986,18(1):32-45
Nonsingular limit distributions are determined for sequences of affine transformations of random vectors whose distributions are multivariate binomial. Each of these limit distributions is that of an affine transformation of a random vector having a multivariate normal distribution or a multivariate Possion distribution or a joint distribution of two independent random vectors, one normal and the other Poisson. 相似文献
15.
R.Z. Khasminskii 《Journal of Differential Equations》2005,212(1):85-113
This work is concerned with diffusions with two-time scales or singularly perturbed diffusions. Asymptotic expansions of the solution of the associated Cauchy problem for parabolic partial differential equation are obtained and the desired error bounds are derived. These asymptotic expansions are then used to analyze related limit distributions of normalized integral functionals. 相似文献
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17.
E. Omey 《Journal of Mathematical Sciences》1995,76(2):2311-2319
For a bivariate sample (Xi, Yi) of size n, let (U(x), V(x)) denote the following pair of induced extreme values: U(x) is the maximum of those Yi-values with corresponding Xi-value less than x and V(x) is the maximum of the remaining Yi-values. In the paper, we study the asymptotic behavior of the (suitably normalized) random vector (U(x), V(x)), and we consider
several cases. First, we consider nonrandom x and let x=xn so that as n→∞, xn tends to the endpoint of FX(x), or so that xn tends to x0, a point in the support of FX(x). The second important situation appears when x=Xk∶n, i.e., we select Y-values on the basis of the random variable Xk∶n, the k-th order-statistic of the X-sample. Here we also consider two cases: (i) k=n−j with fixed j, and (ii) k=[np], where
0<p<1. The paper generalizes the earlier results of David, Joshi, and Nagaraja, where it is assumed that (X, Y) is in the
bivariate (max-) domain of attraction of a bivariate stable law with independent marginals.
Proceedings of the XVI Seminar on Stability Problems for Stochastic Models, Part I, Eger, Hungary, 1994. 相似文献
18.
Hari Bercovici Jiun-Chau Wang 《Transactions of the American Mathematical Society》2008,360(11):6089-6102
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. The main theorems in this paper extend a result for measures supported on the positive half-line, and provide a new limit theorem for measures on the unit circle with nonzero first moment.
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20.
G. Wolansky 《Calculus of Variations and Partial Differential Equations》2011,42(3-4):487-516
The optimal mass transportation was introduced by Monge some 200?years ago and is, today, the source of large number of results in analysis, geometry and convexity. Here I investigate a new, surprising link between optimal transformations obtained by different Lagrangian actions on Riemannian manifolds. As a special case, for any pair of non-negative measures ??+, ??? of equal mass $$W_1(\lambda^-, \lambda^+)= \lim_{\varepsilon\rightarrow 0} \varepsilon^{-1} \inf_{\mu} W_p(\mu+\varepsilon\lambda^-, \mu+\varepsilon\lambda^+) $$ where W p , p??? 1 is the Wasserstein distance and the infimum is over the set of probability measures in the ambient space. 相似文献