On the Weak Limiting Behavior of Almost Surely Convergent Row Sums from Infinite Arrays of Rowwise Independent Random Elements in Banach Spaces

For an array {V _nk ,k1,n1} of rowwise independent random elements in a real separable Banach space with almost surely convergent row sums , we provide criteria for S _n –A _n to be stochastically bounded or for the weak law of large numbers to hold where {A _n ,n1} is a (nonrandom) sequence in .     

A Limit Result for U-Statistics of Binary Variables

Define , where is a symmetric U-type statistic, H _k() is the Hermite polynomial of degree k, and {X, X _n, n1} are independent identically distributed binary random variables with Pr(X{–1, 1}})=1. We show that according as EX=0 or EX0, respectively.     

A Minimal-Automaton-Based Algorithm for the Reliability of Con(d,k, n) Systems

A d-within-consecutive-k-out-of-n system, abbreviated as Con(d, k, n), is a linear system of n components in a line which fails if and only if there exists a set of k consecutive components containing at least d failed ones. So far the fastest algorithm to compute the reliability of Con(d, k, n) is Hwang and Wright's algorithm published in 1997, where . In this paper we use automata theory to reduce to . For d small or close to k, we have reduced from exponentially many (in k) to polynomially many. The computational complexity of our final algorithm is , where .     

On the LIL for Self-Normalized Sums of IID Random Variables

Let be i.i.d. random variables and let, for each and . It is shown that a.s. whenever the sequence of self-normalized sums S _n /V _n is stochastically bounded, and that this limsup is a.s. positive if, in addition, X is in the Feller class. It is also shown that, for X in the Feller class, the sequence of self-normalized sums is stochastically bounded if and only if      

Sharp Conditions for the CLT of Linear Processes in a Hilbert Space

In this paper we study the behavior of sums of a linear process associated to a strictly stationary sequence with values in a real separable Hilbert space and are linear operators from H to H. One of the results is that satisfies the CLT provided are i.i.d. centered having finite second moments and . We shall provide an example which shows that the condition on the operators is essentially sharp. Extensions of this result are given for sequences of weak dependent random variables under minimal conditions.     

Multiple Wick Product Chaos Processes

Let u(x) xR ^q be a symmetric nonnegative definite function which is bounded outside of all neighborhoods of zero but which may have u(0)=. Let p _x, (·) be the density of an R ^q valued canonical normal random variable with mean x and variance and let {G _x, ; (x, )R ^q ×[0,1 ]} be the mean zero Gaussian process with covariance

A Change-of-Variable Formula with Local Time on Curves

Let be a continuous semimartingale and let be a continuous function of bounded variation. Setting and suppose that a continuous function is given such that F is C^1,2 on and F is on . Then the following change-of-variable formula holds: where is the local time of X at the curve b given by and refers to the integration with respect to . A version of the same formula derived for an Itô diffusion X under weaker conditions on F has found applications in free-boundary problems of optimal stopping.     

A Necessary and Sufficient Condition for the Existence of Some Ternary [n, k, d] Codes Meeting the Greismer Bound

Let k and d be any integers such that k 4 and . Then there exist two integers and in {0,1,2} such that . The purpose of this paper is to prove that (1) in the case k 5 and (,) = (0,1), there exists a ternary code meeting the Griesmer bound if and only if and (2) in the case k 4 and (,) = (0,2) or (1,1), there is no ternary code meeting the Griesmer bound for any integers k and d and (3) in the case k 5 and , there is no projective ternary code for any integers k and such that 1k-3, where and for any integer i 0. In the special case k=6, it follows from (1) that there is no ternary linear code with parameters [233,6,154] , [234,6,155] or [237,6,157] which are new results.     

Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption

Let (X _t ) be a one dimensional diffusion corresponding to the operator , starting from x>0 and T ₀ be the hitting time of 0. Consider the family of positive solutions of the equation with (0, ), where . We show that the distribution of the h-process induced by any such is , for a suitable sequence of stopping times (S _M : M0) related to which converges to with M. We also give analytical conditions for , where is the smallest point of increase of the spectral measure associated to .     

On the Karoubi Filtration of a Category

Let be an -filtered category in the sense of Karoubi. This is the categorical analogue of an ideal in a ring . Pedersen and Weibel constructed a fibration of K-theory spectra associated with the sequence . We present a new easier proof based on Waldhausen' generic fibration.     

The Metric of Large Deviation Convergence

We construct a metric space of set functions ( , d) such that a sequence {P _n} of Borel probability measures on a metric space ( , d*) satisfies the full Large Deviation Principle (LDP) with speed {a _n} and good rate function I if and only if the sequence converges in ( , d) to the set function e ^–I . Weak convergence of probability measures is another special case of convergence in ( , d). Properties related to the LDP and to weak convergence are then characterized in terms of ( , d).     

Divergence of a Random Walk Through Deterministic and Random Subsequences

Let {S _n} _n0 be a random walk on the line. We give criteria for the existence of a nonrandom sequence n _i for which respectively We thereby obtain conditions for to be a strong limit point of {S _n} or {S _n /n}. The first of these properties is shown to be equivalent to for some sequence a _i , where T(a) is the exit time from the interval [–a,a]. We also obtain a general equivalence between and for an increasing function fand suitable sequences n _i and a _i. These sorts of properties are of interest in sequential analysis. Known conditions for and (divergence through the whole sequence n) are also simplified.     

On the Harris Recurrence of Iterated Random Lipschitz Functions and Related Convergence Rate Results

A result by Elton⁽⁶⁾ states that an iterated function system

Exponential Stability of Semigroups Related to Operator Models in Mechanics

In this paper, we consider equations of the form , where is a function with values in the Hilbert space , the operator B is symmetric, and the operator A is uniformly positive and self-adjoint in . The linear operator generating the C ₀-semigroup in the energy space is associated with this equation. We prove that this semigroup is exponentially stable if the operator B is uniformly positive and the operator A dominates B in the sense of quadratic forms.     

Determinants in Triangulated Categories

For a small triangulated category , Bass's K ₁ group is described, and the theorem of the heart is proved. We define the determinant map from to Neeman's , and we compute this map when is the derived category of an Abelian category .     

Dynamic ℤ d -Random Walks in a Random Scenery: A Strong Law of Large Numbers

In this paper, we study a _d -random walk on nearest neighbours with transition probabilities generated by a dynamical system . We prove, at first, that under some hypotheses, verifies a local limit theorem. Then, we study these walks in a random scenery , a sequence of independent, identically distributed and centred random variables and show that for certain dynamic random walks, satisfies a strong law of large numbers.     

Profinite and Continuous Higher K-Theory of Exact Categories, Orders, and Group Rings

Let be a rational prime, an exact category. In this article, we define and study for all , the profinite higher K-theory of , that is as well as , where is the -dimensional mod- Moore space. We study connections between and prove several -completeness results involving these and associated groups including the cases where is the category of finitely generated (resp. finitely generated projective) modules over orders in semi-simple algebras over number fields and p-adic fields. We also define and study continuous K-theory of orders in p-adic semi-simple algebras and show some connection between the profinite and continuous K-theory of .     

M-estimators of structural parameters in pseudolinear models

Real valued M-estimators in a statistical model 1 with observations are replaced by -valued M-estimators in a new model with observations where are regressors, is a structural parameter and a structural function of the new model. Sufficient conditions for the consistency of are derived, motivated by the sufficiency conditions for the simpler parent estimator The result is a general method of consistent estimation in a class of nonlinear (pseudolinear) statistical problems. If F has a natural exponential density e^{x–b( x )} then our pseudolinear model with u = (g o )^–1 reduces to the well known generalized linear model, provided () = db()/d and g is the so-called link function of the generalized linear model. General results are illustrated for special pairs and leading to some classical M-estimators of mathematical statistics, as well as to a new class of generalized -quantile estimators.     

On intervals and isometries of MV-algebras

Let Int be the lattice of all intervals of an MV-algebra . In the present paper we investigate the relations between direct product decompositions of and (i) the lattice Int , or (ii) 2-periodic isometries on , respectively.     

The Functional Law of the Iterated Logarithm for the Empirical Process Based on Sample Means

Consider a double array of i.i.d. random variables with mean and variance and set . Let denote the empirical distribution function of Z_{1, n} ,..., Z _{N, n} and let be the standard normal distribution function. The main result establishes a functional law of the iterated logarithm for , where n=n(N) as N. For the proof, some lemmas are derived which may be of independent interest. Some corollaries of the main result are also presented.