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1.
Let 𝔹n={−1, 1}n denote the vertices of the n-dimensional cube. Let U(m) be a random m-element subset of 𝔹n and suppose w ∈𝔹n is a vertex closest to the centroid of U(m). Using a large deviation, multivariate local limit theorem due to Richter, we show that n/π log n is a threshold function for the property that the convex hull of U(m) is contained in the positive half-space determined by w . The decision problem considered here is an instance of binary integer programming, and the algorithm selecting w as the vertex closest to the centroid of U(m) has been previously dubbed majority rule in the context of learning binary weights for a perceptron. © 1998 John Wiley & Sons, Inc. Random Struct. Alg., 12, 83–109, 1998 相似文献
2.
Asaf Nachmias 《Geometric And Functional Analysis》2009,19(4):1171-1194
Let {G n } be a sequence of finite transitive graphs with vertex degree d = d(n) and |G n | = n. Denote by p t (v, v) the return probability after t steps of the non-backtracking random walk on G n . We show that if p t (v, v) has quasi-random properties, then critical bond-percolation on G n behaves as it would on a random graph. More precisely, if $\mathop {\rm {lim\, sup\,}} \limits_{n} n^{1/3} \sum\limits_{t = 1}^{n^{1/3}} {t{\bf p}^t(v,v) < \infty ,}$ then the size of the largest component in p-bond-percolation with ${p =\frac{1+O(n^{-1/3})}{d-1}}Let {G
n
} be a sequence of finite transitive graphs with vertex degree d = d(n) and |G
n
| = n. Denote by p
t
(v, v) the return probability after t steps of the non-backtracking random walk on G
n
. We show that if p
t
(v, v) has quasi-random properties, then critical bond-percolation on G
n
behaves as it would on a random graph. More precisely, if
lim sup n n1/3 ?t = 1n1/3 tpt(v,v) < ¥,\mathop {\rm {lim\, sup\,}} \limits_{n} n^{1/3} \sum\limits_{t = 1}^{n^{1/3}} {t{\bf p}^t(v,v) < \infty ,} 相似文献
3.
We investigate the joint weak convergence (f.d.d. and functional) of the vector-valued process (U
n
(1)
(τ), U
n
(2)
(τ)) for τ ∈ [0, 1], where
and
are normalized partial-sum processes separated by a large lag m, m/n → ∞, and (X
t
, t ∈ ℤ) is a stationary moving-average process with i.i.d. (or martingale-difference) innovations having finite variance. We
consider the cases where (X
t
) is a process with long memory, short memory, or negative memory. We show that, in all these cases, as n → ∞ and m/n → ∞, the bivariate partial-sum process (U
n
(1)
(τ), U
n
(2)
(τ)) tends to a bivariate fractional Brownian motion with independent components. The result is applied to prove the consistency
of certain increment-type statistics in moving-average observations.
This work supported by the joint Lithuania-French research program Gilibert.
__________
Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 479–500, October–December, 2005. 相似文献
4.
Litan Yan 《Mathematische Nachrichten》2003,259(1):84-98
Let X = (Xt, ?t) be a continuous local martingale with quadratic variation 〈X〉 and X0 = 0. Define iterated stochastic integrals In(X) = (In(t, X), ?t), n ≥ 0, inductively by $$ I_{n} (t, X) = \int ^{t} _{0} I_{n-1} (s, X)dX_{s} $$ with I0(t, X) = 1 and I1(t, X) = Xt. Let (??xt(X)) be the local time of a continuous local martingale X at x ∈ ?. Denote ??*t(X) = supx∈? ??xt(X) and X* = supt≥0 |Xt|. In this paper, we shall establish various ratio inequalities for In(X). In particular, we show that the inequalities $$ c_{n,p} \, \left\Vert (G ( \langle X \rangle _{\infty} )) ^{n/2} \right\Vert _{p} \; \le \; \left\Vert {\mathop \sup \limits _{t \ge 0}} \; {\left\vert I_{n} (t, X) \right\vert \over {(1+ \langle X \rangle _{t} ) ^{n/2}}} \right\Vert _{p} \; \le C_{n, p} \, \left\Vert (G ( \langle X \rangle _{\infty} )) ^{n/2} \right\Vert _{p} $$ hold for 0 < p < ∞ with some positive constants cn,p and Cn,p depending only on n and p, where G(t) = log(1+ log(1+ t)). Furthermore, we also show that for some γ ≥ 0 the inequality $$ E \left[ U ^{p}_{n} \exp \left( \gamma {U ^{1/n} _{n} \over {V}} \right) \right] \le C_{n, p, \gamma} E [V ^{n, p}] \quad (0 < p < \infty ) $$ holds with some positive constant Cn,p,γ depending only on n, p and γ, where Un is one of 〈In(X)〉1/2∞ and I*n(X), and V one of the three random variables X*, 〈X〉1/2∞ and ??*∞(X). (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
5.
Fu Qing GAO 《数学学报(英文版)》2007,23(8):1527-1536
Let {Xn;n≥ 1} be a sequence of independent non-negative random variables with common distribution function F having extended regularly varying tail and finite mean μ = E(X1) and let {N(t); t ≥0} be a random process taking non-negative integer values with finite mean λ(t) = E(N(t)) and independent of {Xn; n ≥1}. In this paper, asymptotic expressions of P((X1 +… +XN(t)) -λ(t)μ 〉 x) uniformly for x ∈[γb(t), ∞) are obtained, where γ〉 0 and b(t) can be taken to be a positive function with limt→∞ b(t)/λ(t) = 0. 相似文献
6.
Tapani Matala-aho 《Constructive Approximation》2011,33(3):289-312
We shall present short proofs for type II (simultaneous) Hermite–Padé approximations of the generalized hypergeometric and
q-hypergeometric series
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