A note on generating functions for Hausdorff moment sequences

For functions whose Taylor coefficients at the origin form a Hausdorff moment sequence we study the behaviour of for ( fixed).

     

A general central limit theorem for strong mixing sequences

A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997.     

Completely irreducible sequences of meromorphic functions

Given a sequence {fn } of meromorphic functions on a plane domain D, there exists a (possibly empty) open set U■D and a subsequence {f n k } which converges uniformly (with respect to the spherical metric on ) on compact subsets of U, while no subsequence of {f n k } converges uniformly on compact subsets of any larger open subset of D.     

A functional limit theorem for tapered empirical spectral functions

Using convolution properties of frequency-kernels and their upper bounds we obtain some new upper bounds for the cumulants of time series statistics. From these results we derive the asymptotic normality of some spectral estimates and the tightness of tapered empirical spectral functions in the space of Lipschitz-continuous functions. It follows that tapering increases the asymptotic variance of the estimates by a constant factor. All results are proved under integrability conditions on the spectra. A functional limit theorem for the empirical spectral function is also given without assuming all moments of the underlying process to exist.     

A noncentral limit theorem for quadratic forms of Gaussian stationary sequences

We examine the limit behavior of quadratic forms of stationary Gaussian sequences with long-range dependence. The matrix that characterizes the quadratic form is Toeplitz and the Fourier transform of its entries is a regularly varying function at the origin. The spectral density of the stationary sequence is also regularly varying at the origin. We show that the normalized quadratic form converges inD[0, 1] to a new type of non-Gaussian self-similar process, which can be represented as a Wiener-Itô integral onR ².     

Gaussian series and daubechies operators

The subspace [Mtilde] of L²(Cⁿ) which is composed of Gaussian series and contains the subspace M spanned by Gaussian functions given in the paper [6] by Du and Wong has the proporety that the product of two Daubechies operators with symbols in [Mtilde] is a Daubechies operator with symbol H in [Mtilde]. Furthermore, an explicit expression for the symbol H is given     

A note on the functional law of iterated logarithm for maxima of Gaussian sequences

Let {X_n, n ≥ 1} be a real-valued stationary Gaussian sequence with mean zero and variance one. Let M_n = max{X_t, i ≤ n} and H_n(t) = (M_[nt] ? b_n)a_n^?1 be the maximum resp. the properly normalised maximum process, where $\text{c}{}_{\mathrm{n}}\text{= (2}\text{log}\text{n)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$, $\text{a}{}_{\mathrm{n}}\text{=}\text{(}\text{log log}\text{n)}\text{c}{}_{\mathrm{n}}$ and $\text{b}{}_{\mathrm{n}}\text{= c}{}_{\mathrm{n}}\text{?}\text{1}\text{2}\text{(}\text{log}\text{(4π}\text{log}\text{n))}\text{c}{}_{\mathrm{n}}$. We characterize the almost sure limit functions of (H_n)_n≥3 in the set of non-negative, non-decreasing, right-continuous, real-valued functions on (0, ∞), if r(n) (log n)^3?Δ = O(1) for all Δ > 0 or if r(n) (log n)^2?Δ = O(1) for all Δ > 0 and r(n) convex and fulfills another regularity condition, where r(n) is the correlation function of the Gaussian sequence.     

The central limit theorem for stationary associated sequences

We study the problem of convergence in distribution of a suitably normalized sum of stationary associated random variables. We focus on the infinite variance case. New results are announced. This revised version was published online in June 2006 with corrections to the Cover Date.     

Central limit theorem for perturbed empirical distribution functions evaluated at a random point

Let be an estimator obtained by integrating a kernel type density estimator based on a random sample of size n from a (smooth) distribution function F. Sufficient conditions are given for the central limit theorem to hold for the target statistic where {U_n} is a sequence of U-statistics.     

A central limit theorem in nonlinear filtering

It is shown that the probability law of a diffusion process conditioned on weakly corrupted observations is asymptotically Gaussian when properly scaled. The method of proof involves Fisher information matrices and a Cramér-Rao inequality.     

Extreme value distribution for normalized sums from stationary Gaussian sequences

Let {X_i, i?0} be a sequence of independent identically distributed random variables with finite absolute third moment. Then Darling and Erdös have shown that

for -∞<t<∞ where and $\text{X}{}_{\mathrm{n}}\text{= (2 ln ln n)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$. The result is extended to dependent sequences but assuming that {X_i} is a standard stationary Gaussian sequence with covariance function {r_i}. When {X_i} is moderately dependent (e.g. when $\text{v(∑}{}^{\mathrm{n}}{}_{\mathrm{i=1}}\text{X}{}_{\mathrm{i}}\text{) ? n}{}_{\mathrm{a}}\text{, 0 < a < 2)}$ we get

where H_a is a constant. In the strongly dependent case (e.g. when $\text{v(∑}{}^{\mathrm{n}}{}_{\mathrm{i=1}}\text{X}{}_{\mathrm{i}}\text{) ? n}{}^2\text{r(n))}$ we get

for-∞<t<∞.     

Remarks on limit theorems for nonlinear functionals of Gaussian sequences

Summary Limit theorems for sums of nonlinear functionals of Gaussian sequences typically obtain as limit distribution that of a single term in an expansion given by Dobrushin [1] for a process subordinate to a Gaussian process. Here we show how one can obtain limit theorems of this type where the limit distribution is that of a full expansion of Dobrushin's type.This research is supported in part by Office of Naval Research contract N00014-81-K-003 and National Science Foundation Grant No. DMS 83-12106     

G-Perfect nonlinear functions

Perfect nonlinear functions are used to construct DES-like cryptosystems that are resistant to differential attacks. We present generalized DES-like cryptosystems where the XOR operation is replaced by a general group action. The new cryptosystems, when combined with G-perfect nonlinear functions (similar to classical perfect nonlinear functions with one XOR replaced by a general group action), allow us to construct systems resistant to modified differential attacks. The more general setting enables robust cryptosystems with parameters that would not be possible in the classical setting. We construct several examples of G-perfect nonlinear functions, both -valued and -valued. Our final constructions demonstrate G-perfect nonlinear planar permutations (from to itself), thus providing an alternative implementation to current uses of almost perfect nonlinear functions.      

Some pairwise independent sequences for which the central limit theorem fails

Some simple examples are given of stationary, pairwise independent sequences of random variables for which the central limit theorem uterly fails     

Strong limit theorems for arbitrary stochastic sequences

In this paper, we establish two strong limit theorems for arbitrary stochastic sequences. As corollaries, we generalize some known results.     

New families of perfect nonlinear polynomial functions

A new class of almost perfect nonlinear (APN) polynomial functions has been recently introduced. We give some generalizations of these functions and deduce new families of perfect nonlinear (PN) functions. We show that these PN functions are CCZ-inequivalent to the known perfect nonlinear functions.     

A strong limit theorem for generalized Cantor-like random sequences

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The Fox-Wright functions and Laguerre multiplier sequences

Linear operators which (1) preserve the reality of zeros of polynomials having only real zeros and (2) map stable polynomials into stable polynomials are investigated using recently established results concerning the zeros of certain Fox-Wright functions and generalized Mittag-Leffler functions. The paper includes several open problems and questions.