Asymptotic Behavior of Increments of Random Fields

We derive universal strong laws for increments of sums of i.i.d. random variables with multidimensional indices without an exponential moment. Our theorems yield the strong law of large numbers, the law of the iterated logarithm, and the Csorgo-Revesz laws for random fields. New results are obtained for distributions from domains of attraction of the normal law and of completely asymmetric stable laws with index (1, 2). Bibliography: 18 titles.__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 191–207.     

Strong Limit Theorems for Increments of Renewal Processes

We study the almost sure behavior of increments of renewal processes. We derive a universal form of norming functions in the strong limit theorems for increments of such processes. This result unifies the following well-known theorems for increments of renewal processes: the strong law of large numbers, Erdos-Renyi law, Csorgo-Revesz law, and law of the iterated logarithm. New results are obtained for processes with distributions of renewal times from domains of attraction of the normal law and completely asymmetric stable laws with index (1, 2). Bibliography: 15 titles.__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 208–225.     

Correction to: On the strong universal consistency of local averaging regression estimates

A general result concerning the strong universal consistency of local averaging regression estimates is presented, which is used to extend previously known results on the strong universal consistency of kernel and partitioning regression estimates. The proof is based on ideas from Etemadi’s proof of the strong law of large numbers, which shows that these ideas are also useful in the context of strong laws of large numbers for conditional expectations in \(L_2\).

     

Limit theorems for increments of compound renewal processes

We derive universal strong limit theorems for increments of compound renewal processes which unify the strong law of large numbers, Erd?s-Rényi law, Csörg?-Révész law, and law of the iterated logarithm for such processes. New results are obtained under various moment assumptions on distributions of random variables generating the process. In particular, we study the case of distributions from domains of attraction of the normal law and completely asymmetric stable laws with index α ∈ (1, 2). Bibliography: 15 titles.     

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).     

Self-Normalized LIL for Hanson–Russo Type Increments

Let X ₁, X ₂,... be independent, but not necessarily identically distributed random variables in the domain of attraction of a normal law or a stable law with index 0 < α < 2. Using suitable self-normalizing (or Studentizing) factors, laws of the iterated logarithm for self-normalized Hanson–Russo type increments are discussed. Also, some analogous results for self-normalized weighted sums of i.i.d. random variables are given.     

Convergence in law of random sums with non-random centering

We extend results obtained in Kruglov,⁽⁷⁾ and Finkelstein and Tucker⁽³⁾ to obtain necessary and sufficient conditions for convergence in law of random sums of non-identically distributed independent random variables under non-random centering. Thei.i.d. case is also considered for random variables attracted to a stable law. Necessary and sufficient conditions for convergence in law of these random variables under non-random centering, and in some cases, under non-random norming, are also obtained. The distribution functions for the limit laws are determined as well, generalizing results of Robbins.⁽¹⁰⁾ Supported in part by The State University of New York and United States Information Agency Grant No. IA AEMP69193692.     

Moments of the maximum of normed partial sums of random variables with multidimensional indices

Summary For a set of i.i.d. random variables indexed by the positive integer d-dimensional lattice points we give conditions for the existence of moments of the supremum of normed partial sums, thereby obtaining results related to the Kolmogorov-Marcinkiewicz strong law of large numbers and the law of the iterated logarithm.     

Strong Laws of Large Numbers for Sublinear Expectation under Controlled 1st Moment Condition

This paper deals with strong laws of large numbers for sublinear expectation under controlled 1st moment condition. For a sequence of independent random variables, the author obtains a strong law of large numbers under conditions that there is a control random variable whose 1st moment for sublinear expectation is finite. By discussing the relation between sublinear expectation and Choquet expectation, for a sequence of i.i.d random variables, the author illustrates that only the finiteness of uniform 1st moment for sublinear expectation cannot ensure the validity of the strong law of large numbers which in turn reveals that our result does make sense.     

On relative stability and weighted laws of large numbers

Weighted laws of large numbers are established for components which are independent copies of a positive relatively stable law and the weights comprise a regularly varying sequence. The index of regular variation of the weights must be at least ?1 for a weak law and be exactly ?1 for a strong law. Consideration is given to the special case where the truncated moment function is proportional to the logarithm, a case arising from quotients of independent random variables and quotients of successive order statistics. Closure of the class of positive relatively stable laws under independent multiplication (i.e, Mellin convolution) is reprised and tail equivalences are extended.     

Strong Universal Pointwise Consistency of Recursive Regression Estimates

For semi-recursive and recursive kernel estimates of a regression of Y on X (d-dimensional random vector X, integrable real random variable Y), introduced by Devroye and Wagner and by Révész, respectively, strong universal pointwise consistency is shown, i.e. strong consistency P _X -almost everywhere for general distribution of (X, Y). Similar results are shown for the corresponding partitioning estimates.     

A note on the strong law of large numbers for positively dependent random variables

We obtain strong laws of large numbers for sequences of random variables which are either pairwise positive quadrant dependent or associated. Our results imply extensions of Kolmogoron's classical strong law to the positively dependent case.     

On Almost Sure Behavior of Sums of Independent Banach Space Valued Random Variables

Levy's strong law of large numbers is extended to the Banach space and Chover type laws of the iterated logarithm are proved for random variables which do not necessarilly belong to the domain of normal attraction of a stable law. Also characterizations of Banach spaces in which conditions on the summands imply the above strong laws are given.     

Little laws for utility processes and waiting times in queues

Little's law for queueing systems isL=W: the average queue length equals the average arrival rate times the average waiting time in the system. This study gives further insights into techniques for establishing such laws (i.e. establishing the existence of the terms as limiting averages or expectations) and it presents several basic laws for systems with special structures. The main results concern (1) general necessary and sufficient conditions for Little laws for utility processes as well as queueing systems, (2) Little laws for systems that empty out periodically or, more generally, have regular departures and (3) Little laws tailored to regenerative, Markovian and stationary systems.This research was supported in part by the Air Force Office of Scientific Research under contract 91-0013 and NSF grant DDM-9224520.     

从New ton定律到Kepler三定律

从 Newton运动学第二定律和 Newton万有引力定律出发 ,导出 Kepler行星绕日运动三定律     

On formal quantum group laws

There exist natural generalizations of the concept of formal groups laws for noncommutative power series. This is a note on formal quantum group laws and quantum group law chunks. Formal quantum group laws correspond to noncommutative (topological) Hopf algebra structures on free associative power series algebras ká áx₁,...,x_m ? ?k\langle\! \langle x_1,\dots,x_m \rangle\! \rangle , k a field. Some formal quantum group laws occur as completions of noncommutative Hopf algebras (quantum groups). By truncating formal power series, one gets quantum group law chunks. ¶If the characteristic of k is 0, the category of (classical) formal group laws of given dimension m is equivalent to the category of m-dimensional Lie algebras. Given a formal group law or quantum group law (chunk), the corresponding Lie structure constants are determined by the coefficients of its chunk of degree 2. Among other results, a classification of all quantum group law chunks of degree 3 is given. There are many more classes of strictly isomorphic chunks of degree 3 than in the classical case.     

Strong and conditional invariance principles for samples attracted to stable laws

Summary. We prove almost sure convergence of a representation of normalized partial sum processes of a sequence of i.i.d. random variables from the domain of attraction of an α-stable law, α<2. We obtain an explicit form of the limit in terms of the LePage series representation of stable laws. One consequence of these results is a conditional invariance principle having applications to option pricing as well as to resampling by signs and permutations. Received: 11 April 1994 / In revised form: 5 November 1996     

A Law of the Iterated Logarithm for Randomly Stopped Sums of Heavy Tailed Random Vectors

 Let be an i.i.d. sequence of -valued random vectors belonging to the generalized domain of semistable attraction of some nonnormal law. Assume further that is a sequence of positive integer valued random variables such that for some for some discrete positive random variable D, where we do not assume that and are independent. Let . Then various laws of the iterated logarithm for the norm of as well as the radial projection onto a unit vector θ are presented.     

A Law of the Iterated Logarithm for Randomly Stopped Sums of Heavy Tailed Random Vectors

 Let be an i.i.d. sequence of -valued random vectors belonging to the generalized domain of semistable attraction of some nonnormal law. Assume further that is a sequence of positive integer valued random variables such that for some for some discrete positive random variable D, where we do not assume that and are independent. Let . Then various laws of the iterated logarithm for the norm of as well as the radial projection onto a unit vector θ are presented. (Received 31 January 2000; in revised form 5 April 2000)     

On nonlinear universal relations in nonlinear elasticity

In the theory of nonlinear elasticity universal relations are relationships connecting the components of stress and deformation tensors that hold independently of the constitutive equation for the considered class (or sub-class) of materials. They are classified as linear or nonlinear according as the components of the stress appear linearly or nonlinearly in the relations. In this paper a general scheme is developed for the derivation of nonlinear universal relations and is applied to the constitutive law of an isotropic Cauchy elastic solid. In particular, we consider examples of quadratic and cubic universal relations. In respect of universal solutions our results confirm the general result of Pucci and Saccomandi [1] that nonlinear universal relations are necessarily generated by the linear ones. On the other hand, for non-universal solutions we develop a general method for generating nonlinear universal relations and illustrate the results in the case of cubic relations. (Received: November 9, 2005)