Almost surely convergent summands of a random sum

We find a sufficient condition for a.s. convergence to zero of summands given that a sum of two sequences of random variables a.s. converges to zero. The condition turns out to be weaker than that used in the monograph by Loeve and in a paper by Martikainen. Our result is also used in construction of a counter-example regarding the a.s. convergence of a rearranged series.     

半参数回归模型的误差分布的估计的大样本性质

用分块多项式逼近 g0 ( ·) ,基于M估计 ,研究了半参数回归模型Yi =Xi′β0+ g0 (Ti) +ei,i =1 ,… ,n的误差e的密度f(u)的估计的大样本性质 .在一定条件下 ,证明了 ^fn(u)以概率收敛 ,几乎处处收敛 ,几乎一致收敛和收敛速度 .     

Pseudo almost periodic in distribution solutions to impulsive partial stochastic functional differential equations

In this paper, we study the piecewise pseudo almost periodicity in distribution for a stochastic process. Using the analytic semigroup theory and fixed point strategy with stochastic analysis theory, we obtain the existence and the exponential stability of piecewise pseudo almost periodic in distribution mild solutions for impulsive partial neutral stochastic functional differential equations under non-Lipschitz conditions. Moreover, an example is given to illustrate the general theorems.     

Some new properties of the Riesz probability distribution

The Riesz probability distribution on any symmetric cone and, in particular, on the cone of positive definite symmetric matrices represents an important generalization of the Wishart and of the matrix gamma distributions containing them as particular examples. The present paper is a continuation of the investigation of the properties of this probability distribution. We first establish a property of invariance of this probability distributions by a subgroup of the orthogonal group. We then show that the Pierce components of a Riesz random variable are independent, and we determine their probability distributions. Some moments and some useful expectations related to the Riesz probability distribution are also calculated. Copyright © 2017 John Wiley & Sons, Ltd.     

Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information

Partially observed linear-quadratic regulator is considered over an infinite time horizon. A limiting per unit time inequality is proved for the random difference between the cost corresponding to the feedback control based on Kalman filter estimates and the cost corresponding to an alternative control. Under suitable assumptions of admissibility for a control, it is shown that the feedback control mentioned above is asymptotically optimal almost surely and in probability     

Pseudo almost periodic in distribution solutions and optimal solutions to impulsive partial stochastic differential equations with infinite delay

In this paper, we study a general class of impulsive partial stochastic differential equations with infinite delay and pseudo almost periodic coefficients in Hilbert spaces. Firstly, a more appropriate concept of pseudo almost periodic in distribution for stochastic processes of infinite class is introduced. Secondly, the existence of pseudo almost periodic in distribution mild solutions is investigated by utilizing the interpolation theory, the stochastic analysis techniques and fixed point theorem. The existence of optimal mild solutions of the systems is also proved. Finally, an example is provided to show the effectiveness of the theoretical results.     

Bounding,splitting, and almost disjointness

We investigate some aspects of bounding, splitting, and almost disjointness. In particular, we investigate the relationship between the bounding number, the closed almost disjointness number, the splitting number, and the existence of certain kinds of splitting families.     

Composition of pseudo almost automorphic and asymptotically almost automorphic functions

This paper is concerned with pseudo almost automorphic functions, which are more general and complicated than pseudo almost periodic functions and asymptotically almost automorphic functions. New results, concerning the composition of pseudo almost automorphic functions, are established.     

On a property related to convergence in probability and some applications to branching processes

It is shown that any real-valued sequence of random variables {X_n} converging in probability to a non-degenerate, not necessarily a.s. finite limit X possesses the following property: for any c with P(X? (c ? δ, c + δ)) > 0 for all δ > 0, there exists a sequence {c_n} with lim_n→∞ c_n = c such that for any ε > 0, lim_n→∞ P(Xδ (c ? ε, c + ε) |X_n = c_n) = 1. This property is applied to various types of branching processes where $\text{X}{}_{\mathrm{n}}\text{=}\text{Z}{}_{\mathrm{n}}\text{C}{}_{\mathrm{n}}$ or $\text{X}{}_{\mathrm{n}}\text{=}\text{U(Z}{}_{\mathrm{n}}\text{)}\text{C}{}_{\mathrm{n}}\text{{C}{}_{\mathrm{n}}\text{}}$ being a sequence of constants or random variables and U a slowly varying function. If {Z_n} is a supercritical branching process in varying or random environment, X is shown to have a continuous and strictly increasing distribution function on (0, ∞). Characterizations of the tail of the liniting distribution of the finite mean and the infinite mean supercritical Galton-Watson processes are also obtained.     

Stationarity and almost sure divergence of time averages in interval-valued probability

Our work is motivated by the study of empirical processes (such as flicker noise) that occur in stable systems yet give rise to observations with seemingly divergent time averages. Stationary models for such processes do not exist in the domain of numerical probability, as the ergodic theorems dictate the convergence of time averages of stationary and bounded processes. This has led us to investigate such models in the wider framework of interval-valued probability. In this paper we construct interval-valued probabilities on the space of infinite binary sequences that combine properties of (i) strict stationarity, (ii) unicity of extension from the algebra of cylinder sets to a wider collection containing salient asymptotic events, and (iii) almost sure support of divergence of time averages. These properties are not shared by conventional stochastic models.     

Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process

Almost automorphic is a particular case of the recurrent motion, which has been studied in differential equations for a long time. We introduce square-mean pseudo almost automorphic and some of its properties, and then study the pseudo almost automorphic solution in the distribution sense to stochastic differential equation driven by Lévy process.     

Mapping properties that preserve convergence in measure on finite measure spaces

Given a finite measure space (X,M,μ) and given metric spaces Y and Z, we prove that if is a sequence of arbitrary mappings that converges in outer measure to an M-measurable mapping and if is a mapping that is continuous at each point of the image of f, then the sequence g○fn converges in outer measure to g○f. We must use convergence in outer measure, as opposed to (pure) convergence in measure, because of certain set-theoretic difficulties that arise when one deals with nonseparably valued measurable mappings. We review the nature of these difficulties in order to give appropriate motivation for the stated result.     

Asymptotically almost periodic distributions

In this work we extend to the space of Schwartz' distributions the notion of asymptotic almost periodicity of M. Frechet. The main justification for the introduction of this concept is the fact that for certain differential equations in distributions the existence of an asymptotic almost periodic (distribution) solution implies the existence of an almost periodic (distribution) solution, as an example shows     

随机Bernstein多项式的依分布收敛问题

利用随机的Bernstein多项式研究随机逼近问题具有一定的意义.借助弱收敛的概念,从分布函数的角度,讨论了随机Bernstein多项式依分布收敛问题.同时,与依概率收敛结果相比较,以此说明Bernstein多项式序列依分布收敛适用的范围更广.     

Limit theorems for weighted sums of random elements in separable Banach spaces

Let a_nk, n ≥ 1, k ≥ 1, be a double array of real numbers and let V_n, n ≥ 1, be a sequence of random elements taking values in a separable Banach space. In this paper, we examine under what conditions the sequence Σ_k≥1a_nkV_k, n ≥ 1, has a limit either in probability or almost surely.     

Composition of pseudo almost periodic and pseudo almost automorphic functions and applications to evolution equations

We establish new theorems for the composition of pseudo almost periodic and pseudo almost automorphic functions in Banach spaces. Our results extend the recent ones [H. Li, F. Huang and J. Li, Composition of pseudo almost-periodic functions and semilinear differential equations, J. Math. Anal. Appl. 255 (2001), pp. 436–446; J. Liang, J. Zhang, T.J. Xiao, Composition of pseudo almost automorphic and asymptotically almost automorphic functions, J. Math. Anal. Appl. 340 (2001), pp. 1493–1499]. We also study some sufficient conditions for the continuity of the superposition operator. As an application to the abstract results, we give some existence theorems of pseudo almost periodic/automorphic solutions for some semilinear evolution equations and examples with the heat equation.     

Population models in almost periodic environments

We establish the basic theory of almost periodic sequences on ?₊. Dichotomy techniques are then utilized to find sufficient conditions for the existence of a globally attracting almost periodic solution of a semilinear system of difference equations. These existence results are, subsequently, applied to discretely reproducing populations with and without overlapping generations. Furthermore, we access evidence for attenuance and resonance in almost periodically forced population models.     

Abelian categories, almost split sequences, and comodules

The following are equivalent for a skeletally small abelian Hom-finite category over a field with enough injectives and each simple object being an epimorphic image of a projective object of finite length.

(a) Each indecomposable injective has a simple subobject.

(b) The category is equivalent to the category of socle-finitely copresented right comodules over a right semiperfect and right cocoherent coalgebra such that each simple right comodule is socle-finitely copresented.

(c) The category has left almost split sequences.