The periodogram of an i.i.d. sequence

Periodogram ordinates of a Gaussian white-noise computed at Fourier frequencies are well known to form an i.i.d. sequence. This is no longer true in the non-Gaussian case. In this paper, we develop a full theory for weighted sums of non-linear functionals of the periodogram of an i.i.d. sequence. We prove that these sums are asymptotically Gaussian under conditions very close to those which are sufficient in the Gaussian case, and that the asymptotic variance differs from the Gaussian case by a term proportional to the fourth cumulant of the white noise. An important consequence is a functional central limit theorem for the spectral empirical measure. The technique used to obtain these results is based on the theory of Edgeworth expansions for triangular arrays.     

关于独立同分布正态随机变量部分和尾概率的注(英文)

设{X,Xn,n≥1}是独立同分布正态随机变量序列,EX=0且EX2=σ2>0,Sn=sum (Xk) form k=1 to n,λ(ε) =sum form (P(|Sn|≥ nε)) form n=1 to ∞.在本文中,我们证明了存在正常数C1和C2,使得对足够小的ε>0,成立下列不等式C1ε3 ≤ε2λ(ε)-σ2+ε2 /2 ≤ C2ε3.     

Upper-Lower Class Tests for Weighted i.i.d. Sequences and Martingales

We study the upper-lower class behavior of weighted sums ∑ _k=1 ⁿ a _k X _k , where X _k are i.i.d. random variables with mean 0 and variance 1. In contrast to Feller’s classical results in the case of bounded X _j , we show that the refined LIL behavior of such sums depends not on the growth properties of (a _n ) but on its arithmetical distribution, permitting pathological behavior even for bounded (a _n ). We prove analogous results for weighted sums of stationary martingale difference sequences. These are new even in the unweighted case and complement the sharp results of Einmahl and Mason obtained in the bounded case. Finally, we prove a general upper-lower class test for unbounded martingales, improving several earlier results in the literature.     

Limit laws for power sums and norms of i.i.d. samples

We study the limit behavior of power sums and norms of i.i.d. positive samples from the max domain of attraction of an extreme value distribution. To this end, we combine limit theorems for sums and for maxima and use a link between extreme value theory and the Lévy measures of certain infinitely divisible laws, which are limit distributions of power sums. In connection with the von Mises representation of the Gumbel max domain of attraction, this new approach allows us to extend the limit results for power sums found in Ben Arous et al. (Probab Theory Relat Fields 132:579–612, 2005) and Bogachev (J Theor Probab 19:849–873, 2006). Furthermore, our findings shed a new light on the results of Schlather (Ann Probab 29:862–881, 2001) and treat the Gumbel case which is missing there.     

A class of three-replicate three-associate p.b.i.b. designs

Summary Partially balanced incomplete block (p.b.i.b.) designs of two and more associate classes have been constructed by Saha and Das [9] through the use of confounded designs for 2 ⁿ factorals. By dualising one series of two-associated p.b.i.b. designs given by them, a class of three-replicate three-associate p.b.i.b. designs have been obtained. This can be taken to be a new class of designs in the sense that they are not included by Nair [7] in his table of three-replicate three-associate p.b.i.b. designs.     

A note on occurrence of gapped patterns in i.i.d. sequences

A new martingale technique is developed to find formulas for the expected value and generating function of the waiting time until one observes a gapped pattern (or a structured motif) in an i.i.d. sequence of random letters from a finite alphabet.     

Strong approximations for partial sums of i.i.d.B-valued r.v.'s in the domain of attraction of a Gaussian law

Summary We obtain a strong approximation theorem for partial sums of i.i.d.d-dimensional r.v.'s with possibly infinite second moments. Using this result, we can extend Philipp's strong invariance principle for partial sums of i.i.d.B-valued r.v.'s satisfying the central limit theorem toB-valued r.v.'s which are only in the domain of attraction of a Gaussian law. This new strong invariance principle implies a compact as well as a functional law of the iterated logarithm which improve some recent results of Kuelbs (1985).     

Tightness of products of i.i.d. random matrices

Summary In this paper we present a necessary and sufficient condition for tightness of products of i.i.d. finite dimensional random nonnegative matrices. We give an example illustrating the use of our theorem and treat completely the case of 2×2 matrices. We also describe stationary solutions of the linear equationy _n=X_ny_n–1, n>0, in (R ^d )⁺, whereX ₁,X ₂,... are i.i.d.d×d nonnegative matrices.     

Almost sure rates of mixing for i.i.d. unimodal maps

It has been known since the pioneering work of Jakobson and subsequent work by Benedicks and Carleson and others that a positive measure set of quadratic maps admit an absolutely continuous invariant measure. Young and Keller-Nowicki proved exponential decay of its correlation functions. Benedicks and Young [8], and Baladi and Viana [4] studied stability of the density and exponential rate of decay of the Markov chain associated to i.i.d. small perturbations. The almost sure statistical properties of the sample stationary measures of i.i.d. itineraries are more difficult to estimate than the “averaged statistics”. Adapting to random systems, on the one hand partitions associated to hyperbolic times due to Alves [1], and on the other a probabilistic coupling method introduced by Young [26] to study rates of mixing, we prove stretched exponential upper bounds for the almost sure rates of mixing.     

On the fundamental solutions of the operators of S. Timoshenko and R. D. Mindlin

Our recent paper about some new fundamental solutions is complemented by a representation of the fundamental solution of certain evolution operators of fourth order in terms of a family of fundamental solutions of operators of second order. By applying this to the operators of vibrating beams and plates we deduce representations of their fundamental solutions as simple definite integrals over tabulated functions.     

The k-record processes are i.i.d.

Let X ₁, X ₂, ... be i.i.d. positive random variables, and let _n be the initial rank of X _n (that is, the rank of X _n among X ₁, ..., X _n). Those observations whose initial rank is k are collected into a point process N ^k on ⁺, called the k-record process. The fact that {itN^k; k=1, 2, ... are independent and identically distributed point processes is the main result of the paper. The proof, based on martingales, is very rapid. We also show that given N ¹, ..., N ^k, the lifetimes in rank k of all observations of initial rank at most k are independent geometric random variables.These results are generalised to continuous time, where the analogue of the i.i.d. sequence is a time-space Poisson process. Initially, we think of this Poisson process as having values in ⁺, but subsequently we extend to Poisson processes with values in more general Polish spaces (for example, Brownian excursion space) where ranking is performed using real-valued attributes.     

Two families of Liouville integrable lattice equations

By virtue of zero curvature representations, we are successful to generate the Lax representations of two hierarchies of discrete lattice equations respectively, which are derived from two new and interesting 3 × 3 matrix spectral problems. Moreover, by using the trace identity, the bi-Hamiltonian structures of the above systems are given, and it is shown that they are integrable in the Liouville sense. Finally, infinitely many conservation laws for the second hierarchy of lattice equations are given by a direct method.     

用Choi-Saigo-Srivastava算子定义的解析函数新子类

本文研究了用Choi-Saigo-Srivastava算子定义的一类解析函数.利用分析的方法和算子理论得到类中函数的积分表达式,偏差定理,卷积性质和半径问题.所得结果推广一些作者的相关结果.     

修正矩阵A-CB的Drazin逆(英文)

本文研究了修正矩阵Drazin逆的表示形式.利用k次幂等矩阵和可对角化矩阵的性质,减弱了文献[4]中的条件,获得了新的Drazin逆的表示形式.     

On the Number of i.i.d. Samples Required to Observe All of the Balls in an Urn

Suppose an urn contains m distinct balls, numbered 1,...,m, and let τ denote the number of i.i.d. samples required to observe all of the balls in the urn. We generalize the partial fraction expansion type arguments used by Pólya (Z Angew Math Mech 10:96–97, 1930) for approximating \mathbbE(t)\mathbb{E}(\tau) in the case of fixed sample sizes to obtain an approximation of \mathbbE(t)\mathbb{E}(\tau) when the sample sizes are i.i.d. random variables. The approximation agrees with that of Sellke (Ann Appl Probab 5(1):294–309, 1995), who made use of Wald’s equation and a Markov chain coupling argument. We also derive a new approximation of \mathbbV(t)\mathbb{V}(\tau), provide an (improved) bound on the error in these approximations, derive a recurrence for \mathbbE(t)\mathbb{E}(\tau), give a new large deviation type result for tail probabilities, and look at some special cases.     

Representations of relations of the form i[A,B]=f(A)+G(B)

It is proved that all nontrivial representations of quadratic relation i[A, B]=f(A)+g(B) with self-adjoint operators A, B are unbounded if f and g are nonnegative; for any f and g this relation does not have nontrivial finite-dimensional representations and factor-representations of type II₁, but can have infinite-dimensional irreducible representations with bounded operators.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 1, pp. 110–114, January, 1991.     

The expectation and variance of the joint linear complexity of random periodic multisequences

The linear complexity of sequences is one of the important security measures for stream cipher systems. Recently, in the study of vectorized stream cipher systems, the joint linear complexity of multisequences has been investigated. By using the generalized discrete Fourier transform for multisequences, Meidl and Niederreiter determined the expectation of the joint linear complexity of random N-periodic multisequences explicitly. In this paper, we study the expectation and variance of the joint linear complexity of random periodic multisequences. Several new lower bounds on the expectation of the joint linear complexity of random periodic multisequences are given. These new lower bounds improve on the previously known lower bounds on the expectation of the joint linear complexity of random periodic multisequences. By further developing the method of Meidl and Niederreiter, we derive a general formula and a general upper bound for the variance of the joint linear complexity of random N-periodic multisequences. These results generalize the formula and upper bound of Dai and Yang for the variance of the linear complexity of random periodic sequences. Moreover, we determine the variance of the joint linear complexity of random periodic multisequences with certain periods.     

Large deviations for sums of i.i.d. random compact sets

We prove a large deviation principle for Minkowski sums of i.i.d. random compact sets in a Banach space, that is, the analog of Cramér theorem for random compact sets.

     

Generalized moment representations,biorthogonal polynomials,and Padé approximants

By using the method of generalized moment representations and certain properties of biorthogonal polynomials, we establish new invariance properties of the Padé approximants.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 10, pp. 1328–1335, October, 1994.     

Free-field resolutions of unitary representations of theN=2 virasoro algebra: II. The butterfly resolution

For unitary representations of the N=2 superconformal algebra, we construct a new type of resolution realized in a free-field space with two fermionic screening operators. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 121, No. 2, pp. 244–257, November, 1999