Bounds for tail probabilities of martingales using skewness and kurtosis

Let M _n = X ₁ + ⋯ + X _n be a sum of independent random variables such that X _k ⩽ 1, and EX _k ² = σ _k ² for all k. Hoeffding [15, Theorem 3] proved that

Addendum to “An extension of an inequality of Hoeffding to unbounded random variables”: The non-i.i.d. case

Let S _n = X ₁ + ⋯ + X _n be a sum of independent random variables such that 0 ⩽ X _k ⩽ 1 for all k. Write {ie237-01} and q = 1 − p. Let 0 < t < q. In our recent paper [3], we extended the inequality of Hoeffding ([6], Theorem 1) {fx237-01} to the case where X _k are unbounded positive random variables. It was assumed that the means {ie237-02} of individual summands are known. In this addendum, we prove that the inequality still holds if only an upper bound for the mean {ie237-03} is known and that the i.i.d. case where {ie237-04} dominates the general non-i.i.d. case. Furthermore, we provide upper bounds expressed in terms of certain compound Poisson distributions. Such bounds can be more convenient in applications. Our inequalities reduce to the related Hoeffding inequalities if 0 ⩽ X _k ⩽ 1. Our conditions are X _k ⩾ 0 and {ie237-05}. In particular, X _k can have fat tails. We provide as well improvements comparable with the inequalities in Bentkus [2]. The independence of X _k can be replaced by super-martingale type assumptions. Our methods can be extended to prove counterparts of other inequalities in Hoeffding [6] and Bentkus The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No T-25/08.     

Complete moment and integral convergence for sums of negatively associated random variables

For a sequence of identically distributed negatively associated random variables {Xn; n ≥ 1} with partial sums Sn = ∑i=1^n Xi, n ≥ 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form ∑n≥n0 n^r-2-1/pq anE（max1≤k≤n｜Sk｜^1/q-∈bn^1/qp）^＋〈∞to hold where r 〉 1, q 〉 0 and either n0 = 1,0 〈 p 〈 2, an = 1,bn = n or n0 = 3,p = 2, an = 1 （log n） ^1/2q, bn=n log n. These results extend results of Chow and of Li and Spataru from the indepen- dent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence.     

Quasi-convex Mappings on the Unit Polydisk in $\mathbb{C}^{n}$

In this paper, the sharp estimates of all homogeneous expansions for f are established, where f(z) = (f ₁(z), f ₂(z), …, f _n (z))′ is a k-fold symmetric quasi-convex mapping defined on the unit polydisk in ℂ ⁿ and

Results on Local Times of a Class of Multiparameter Gaussian Processes

In this paper, we introduce a class of Gaussian processes Y={Y（t）：t∈R^N},the so called hifractional Brownian motion with the indcxes H=（H1,…,HN）and α. We consider the （N, d, H, α） Gaussian random field x（t） = （x1 （t）,..., xd（t））,where X1 （t）,…, Xd（t） are independent copies of Y（t）, At first we show the existence and join continuity of the local times of X = {X（t）, t ∈ R＋^N}, then we consider the HSlder conditions for the local times.     

Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables

Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1＋X2＋…＋Xn,Mn=max k≤n│Sk│,n≥1.Let an=O（1/loglogn）.In this paper,we prove that,for b〉-1,lim ε→0 →^2（b＋1）∑n=1^∞ （loglogn）^b/nlogn n^1/2 E{Mn-σ（ε＋an）√2nloglogn}＋σ2^-b/（b＋1）（2b＋3）E│N│^2b＋3∑k=0^∞ （-1）k/（2k＋1）^2b＋3 holds if and only if EX=0 and EX^2=σ^2〈∞.     

On the rates of the other law of the logarithm

Let X, X1 , X2 , . . . be i.i.d. random variables, and set Sn = X1 +···+Xn , Mn = maxk≤n |Sk|, n ≥1. Let an = o( (n)(1/2)/logn). By using the strong approximation, we prove that, if EX = 0, VarX = σ2 0 and E|X| 2+ε ∞ for some ε 0, then for any r 1, lim ε1/(r-1)(1/2) [ε-2-(r-1)]∞∑n=1 nr-2 P{Mn ≤εσ (π2n/(8log n))(1/2) + an } = 4/π . We also show that the widest a n is o( n(1/2)/logn).     

Boundedness and compactness of the embedding between spaces with multiweighted derivatives when 1 ⩽ <Emphasis Type="Italic">q</Emphasis> < <Emphasis Type="Italic">p</Emphasis> < ∞

We consider a new Sobolev type function space called the space with multiweighted derivatives $ W_{p,\bar \alpha }^n $ W_{p,\bar \alpha }^n , where $ \bar \alpha $ \bar \alpha = (α ₀, α ₁,…, α _n ), α _i ∈ ℝ, i = 0, 1,…, n, and $ \left\| f \right\|W_{p,\bar \alpha }^n = \left\| {D_{\bar \alpha }^n f} \right\|_p + \sum\limits_{i = 0}^{n - 1} {\left| {D_{\bar \alpha }^i f(1)} \right|} $ \left\| f \right\|W_{p,\bar \alpha }^n = \left\| {D_{\bar \alpha }^n f} \right\|_p + \sum\limits_{i = 0}^{n - 1} {\left| {D_{\bar \alpha }^i f(1)} \right|} ,

On the Relationship Between the Baum-Katz-Spitzer Complete Convergence Theorem and the Law of the Iterated Logarithm

For a sequence of i.i.d. Banach space-valued random variables {Xn; n ≥ 1} and a sequence of positive constants {an; n ≥ 1}, the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm is investigated. Sets of conditions are provided under which （i） lim sup n→∞ ｜｜Sn｜｜/an〈∞ a.s.and ∞ ∑n=1（1/n）P（｜｜Sn｜｜/an ≥ε〈∞for all ε 〉 λ for some constant λ ∈ [0, ∞） are equivalent; （ii） For all constants λ ∈ [0, ∞）, lim sup ｜｜Sn｜｜/an =λ a.s.and ^∞∑ n=1（1/n） P（｜｜Sn｜｜/an ≥ε）{〈∞, if ε〉λ =∞,if ε〈λare equivalent. In general, no geometric conditions are imposed on the underlying Banach space. Corollaries are presented and new results are obtained even in the case of real-valued random variables.     

The generalized Roper-Suffridge extension operator in Banach spaces (III)

Suppose that X is a complex Banach space with the norm ‖·‖ and n is a positive integer with dim X ⩾ n ⩾ 2. In this paper, we consider the generalized Roper-Suffridge extension operator $ \Phi _{n,\beta _2 ,\gamma _2 , \ldots ,\beta _{n + 1} ,\gamma _{n + 1} } (f) $ \Phi _{n,\beta _2 ,\gamma _2 , \ldots ,\beta _{n + 1} ,\gamma _{n + 1} } (f) on the domain $ \Omega _{p_1 ,p_2 , \ldots ,p_{n + 1} } $ \Omega _{p_1 ,p_2 , \ldots ,p_{n + 1} } defined by

On the 2<Emphasis Type="Italic">m</Emphasis>-th power mean of Dirichlet <Emphasis Type="Italic">L</Emphasis>-functions with the weight of trigonometric sums

Let p be a prime, χ denote the Dirichlet character modulo p, f (x) = a ₀ + a ₁ x + ... + a _k x ^k is a k-degree polynomial with integral coefficients such that (p, a ₀, a ₁, ..., a _k ) = 1, for any integer m, we study the asymptotic property of

Precise asymptotics in Chung’s law of the iterated logarithm

Let X, X1, X2,... be i.i.d, random variables with mean zero and positive, finite variance σ^2, and set Sn = X1 ＋... ＋ Xn, n≥1. The author proves that, if EX^2I{｜X｜≥t} = 0（（log log t）^-1） as t→∞, then for any a〉-1 and b〉 -1,lim ε↑1/√1＋a（1/√1＋a-ε）b＋1 ∑n=1^∞（logn）^a（loglogn）^b/nP{max κ≤n｜Sκ｜≤√σ^2π^2n/8loglogn（ε＋an）}=4/π（1/2（1＋a）^3/2）^b＋1 Г（b＋1）,whenever an = o（1/log log n）. The author obtains the sufficient and necessary conditions for this kind of results to hold.     

Homogeneous expansions of normalized biholomorphic convex mappings overB P

The power series expansions of normalized biholomorphic convex mappings on the Reinhardt domain are studied. It is proved that the first (k+1) terms of the expansions of the jth componentf j of such a mapf depend only onz _j , for 1 ⩽j⩽n, wherek is the natural number that satisfiesk < ρ ⩽k +I. Whenp→ ∞, this gives the result on the unit polydisc obtained by Suffridge in 1970. Project supported in part by the National Natural Science Foundation of China.     

8-ranks of Class Groups of Some Imaginary Quadratic Number Fields

Let F = Q（√-p1p2） be an imaginary quadratic field with distinct primes p1 = p2 = 1 mod 8 and the Legendre symbol （p1/p2） = 1. Then the 8-rank of the class group of F is equal to 2 if and only Pl if the following conditions hold： （1） The quartic residue symbols （p1/p2）4 = （p2/p1）4 = 1; （2） Either both p1 and p2 are represented by the form a^2 ＋ 32b^2 over Z and p^h2＋（2p1）/4=x^2-2p1y^2,x,y∈Z,or both p1 and p2 are not represented by the form a^2 ＋ 32b^2 over Z and p^h2＋（2p1）/4=ε（2x^2-p1y^2）,x,y∈Z,ε∈{±1},where h＋（2p1） is the narrow class number of Q（√2p1）,Moreover, we also generalize these results.     

Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes

In this paper, we discuss the moving-average process Xk = ∑i=-∞ ^∞ ai＋kεi, where {εi;-∞ 〈 i 〈 ∞} is a doubly infinite sequence of identically distributed ψ-mixing or negatively associated random variables with mean zeros and finite variances, {ai;-∞ 〈 i 〈 -∞） is an absolutely solutely summable sequence of real numbers.     

On the Littlewood-Paley theorem for arbitrary intervals

We extend the results of Rubio de Francia and Bourgain by showing that, for arbitrary mutually disjoint intervals Δ_k ⊂ ℤ₊, arbitrary p ∈, (0, 2], and arbitrary trigonometric polynomials f _k with supp , we have

Upper bound theorems for homology manifolds

In this paper we prove the Upper Bound Conjecture (UBC) for some classes of (simplicial) homology manifolds: we show that the UBC holds for all odd-dimensional homology manifolds and for all 2k-dimensional homology manifolds Δ such that β _k (Δ)⩽Σ{β _i (Δ):i ≠k-2,k,k+2 and 1 ⩽i⩽2k-1}, where β _i (Δ) are reduced Betti numbers of Δ. (This condition is satisfied by 2k-dimensional homology manifolds with Euler characteristic χ≤2 whenk is even or χ≥2 whenk is odd, and for those having vanishing middle homology.) We prove an analog of the UBC for all other even-dimensional homology manifolds. Kuhnel conjectured that for every 2k-dimensional combinatorial manifold withn vertices, . We prove this conjecture for all 2k-dimensional homology manifolds withn vertices, wheren≥4k+3 orn≤3k+3. We also obtain upper bounds on the (weighted) sum of the Betti numbers of odd-dimensional homology manifolds.     

Several identities in the Catalan triangle

In this paper, we first establish several identities for the alternating sums in the Catalan triangle whose (n, p) entry is defined by B _{n, p} = $ \tfrac{p} {n}\left( {_{n - p}^{2n} } \right) $ \tfrac{p} {n}\left( {_{n - p}^{2n} } \right) . Second, we show that the Catalan triangle matrix C can be factorized by C = FY = ZF, where F is the Fibonacci matrix. From these formulas, some interesting identities involving B _{n, p} and the Fibonacci numbers F _n are given. As special cases, some new relationships between the well-known Catalan numbers C _n and the Fibonacci numbers are obtained, for example:

Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces

Let （X, Xn; n ≥1） be a sequence of i.i.d, random variables taking values in a real separable Hilbert space （H, ｜｜·｜｜） with covariance operator ∑. Set Sn = X1 ＋ X2 ＋ ... ＋ Xn, n≥ 1. We prove that, for b 〉 -1,
lim ε→0 ε^2（b＋1） ∞ ∑n=1 （logn）^b/n^3/2 E{｜｜Sn｜｜-σε√nlogn}=σ^-2（b＋1）/（2b＋3）（b＋1） B｜｜Y｜^2b＋3
holds if EX=0,and E｜｜X｜｜^2（log｜｜x｜｜）^3bv（b＋4）〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑.     

Some convergence theorems on a supercritical Galton-Watson process

Summary LetX=(X _n; n≧0,X ₀=1) be a supercritical Galton-Watson process. The limiting distribution of ) where is the m.l.e. of the offspring mean, is derived. As an application of this result, some limit theorems leading ultimately to a parameter free result of statistical interest, are also established.