Let {Xn}n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let Sn = Σj=1nXj and . In this paper, we prove that (1) lim?→0+?α(r?1)E{N∞(r, t, ?)} = K(r, t) if E(X1) = 0, Var(X1) = 1, and E(| X1 |t) < ∞, where 2 ≤ t < 2r ≤ 2t, , and ; (2) if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(|X1|t) < ∞, where G(t, ?) = E{N∞(t, t, ?)} = Σn=1∞nt?2P{| Sn | > ?n} → ∞ as ? → 0+ and , i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(| X1 |t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution. 相似文献
Let X1, X2, X3, … be i.i.d. r.v. with E|X1| < ∞, E X1 = μ. Given a realization X = (X1,X2,…) and integers n and m, construct Yn,i, i = 1, 2, …, m as i.i.d. r.v. with conditional distribution for 1 ? j ? n. ( denotes conditional distribution given X). Conditions relating the growth rate of m with n and the moments of X1 are given to ensure the almost sure convergence of toμ. This equation is of some relevance in the theory of Bootstrap as developed by Efron (1979) and Bickel and Freedman (1981). 相似文献
The following estimate of the pth derivative of a probability density function is examined: , where hk is the kth Hermite function and Σi = 1nhk(p)(Xi) is calculated from a sequence X1,…, Xn of independent random variables having the common unknown density. If the density has r derivatives the integrated square error converges to zero in the mean and almost completely as rapidly as O(n?α) and O(n?α log n), respectively, where . Rates for the uniform convergence both in the mean square and almost complete are also given. For any finite interval they are O(n?β) and , respectively, where . 相似文献
Let T+ denote the first increasing ladder epoch in a random walk with a typical step-length X. It is known that for a large class of random walks with E(X)=0,E(X2)=∞, and the right-hand tail of the distribution function of X asymptotically larger than the left-hand tail, as n→∞, with 1<β<2 and L+ slowly varying, if and only if as x→+∞, with L slowly varying. In this paper it is shown how the asymptotic behaviour of L determines the asymptotic behaviour of L+ and vice versa. As a by-product, it follows that a certain class of random walks which are in the domain of attraction of one-sided stable laws is such that the down-going ladder height distribution has finite mean. 相似文献
Let Xj = (X1j ,…, Xpj), j = 1,…, n be n independent random vectors. For x = (x1 ,…, xp) in Rp and for α in [0, 1], let Fj(x) = αI(X1j < x1 ,…, Xpj < xp) + (1 ? α) I(X1j ≤ x1 ,…, Xpj ≤ xp), where I(A) is the indicator random variable of the event A. Let Fj(x) = E(Fj(x)) and Dn = supx, α max1 ≤ N ≤ n |Σ0n(Fj(x) ? Fj(x))|. It is shown that P[Dn ≥ L] < 4pL exp{?2(L2n?1 ? 1)} for each positive integer n and for all L2 ≥ n; and, as n → ∞, with probability one. 相似文献
It is proved that Wigner's semicircle law for the distribution of eigenvalues of random matrices, which is important in the statistical theory of energy levels of heavy nuclei, possesses the following completely deterministic version. Let An=(aij), 1?i, ?n, be the nth section of an infinite Hermitian matrix, {λ(n)}1?k?n its eigenvalues, and {uk(n)}1?k?n the corresponding (orthonormalized column) eigenvectors. Let , put (bookeeping function for the length of the projections of the new row v1n of An onto the eigenvectors of the preceding matrix An?1), and let finally (empirical distribution function of the eigenvalues of . Suppose (i) , (ii) limnXn(t)=Ct(0<C<∞,0?t?1). Then ,where W is absolutely continuous with (semicircle) density 相似文献
Given a polynomial , we calculate a subspace Gp of the linear space 〈X〉 generated by the indeterminates which is minimal with respect to the property (the algebra generated by Gp, and prove its uniqueness. Furthermore, we use this result to characterize the pairs (P,Q) of polynomials P(X1,…,Xn) and Q(X1,…,Xn) for which there exists an isomorphism T:〈X〉 →〈X〉 that “separates P from Q,” i.e., such that for some k(1<k<n) we can write P and Q as and respectively, where . 相似文献
Let , let , where g2 and g3 are coefficients of the elliptic curve: Y2 = 4X3 ? g2X ? g3 over a finite field and Δ = g23 ? 27g32 and let . Then the p-adic cohomology theory will be applied to compute explicitly the zeta matrices of the elliptic curves, induced by the pth power map on the free -module . Main results are; Theorem 1.1: X2dY and YdX are basis elements for ; Theorem 1.2: YdX, X2dY, Y?1dX, Y?2dX and XY?2dX are basis elements for , where is a lifting of X, and all the necessary recursive formulas for this explicit computation are given. 相似文献
We show that if X is a finite CW-complex admitting a fixed point free involution then there is a singly graded spectral sequence with and . As an application we prove that for any n > 0 there is a natural number k(n) such that if n > k(n) and X is a homotopy , then X will not admit a fixed point free involution. 相似文献
Let U1, U2,… be a sequence of independent, uniform (0, 1) r.v.'s and let R1, R2,… be the lengths of increasing runs of {Ui}, i.e., X1=R1=inf{i:Ui+1<Ui},…, Xn=R1+R2+?+Rn=inf{i:i>Xn?1,Ui+1<Ui}. The first theorem states that the sequence can be approximated by a Wiener process in strong sense.Let τ(n) be the largest integer for which R1+R2+?+Rτ(n)?n, and . Here Mn is the length of the longest increasing block. A strong theorem is given to characterize the limit behaviour of Mn.The limit distribution of the lengths of increasing runs is our third problem. 相似文献
Let PT denote the orthogonal projection of L2(R1, dΔ) onto the space of entire functions of exponential type ? T which are square summable on the line with respect to the measure , and let G denote the operator of multiplication by a suitably restricted complex valued function g. It is shown that if is summable, if is locally summable, and if belongs to the span in L∞ of e?iyTH∞:T ? 0, in which h is chosen to be an outer function and h#(γ) agrees with the complex conjugate of h(γ) on the line, then exists and is independent of h for every positive integer n. This extends the range of validity of a formula due to Mark Kac who evaluated this limit in the special case h = 1 using a different formalism. It also extends earlier results of the author which were established under more stringent conditions on h. The conclusions are based in part upon a preliminary study of a more general class of projections. 相似文献
Let be a Dirichlet form in , where Ω is an open subset of n, n ? 2, and m a Radon measure on Ω; for each integer k with 1 ? k < n, let k be a Dirichlet form on some k-dimensional submanifold of Ω. The paper is devoted to the study of the closability of the forms E with domain and defined by: ki where 1 ? kp < ? < n, and where , gki denote restrictions of ?, g in to . Conditions are given for E to be closable if, for each i = 1,…, p, one has ki = n ? i. Other conditions are given for E to be nonclosable if, for some i, ki < n ? i. 相似文献
It is known that the classical orthogonal polynomials satisfy inequalities of the form Un2(x) ? Un + 1(x) Un ? 1(x) > 0 when x lies in the spectral interval. These are called Turan inequalities. In this paper we will prove a generalized Turan inequality for ultraspherical and Laguerre polynomials. Specifically if Pnλ(x) and Lnα(x) are the ultraspherical and Laguerre polynomials and . We also prove the inequality is a positive constant depending on α and β. 相似文献
The Turán number T(n, l, k) is the smallest possible number of edges in a k-graph on n vertices such that every l-set of vertices contains an edge. Given a k-graph H = (V(H), E(H)), we let Xs(S) equal the number of edges contained in S, for any s-set S?V(H). Turán's problem is equivalent to estimating the expectation E(Xl), given that min(Xl) ≥ 1. The following lower bound on the variance of Xs is proved: , where m = |E(H)| and . This implies the following: putting t(k, l) = limn→∞T(n, l, k)(kn)?1 then t(k, l) ≥ T(s, l, k)((ks) ? 1)?1, whenever s ≥ l > k ≥ 2. A connection of these results with the existence of certain t-designs is mentioned. 相似文献
{Xn,n?1} are i.i.d. random variables with continuous d.f. F(x). Xj is a record value of this sequence if Xj>max{X1,…,Xj?1}. Consider the sequence of such record values {XLn,n?1}. Set R(x)=-log(1?F(x)). There exist Bn > 0 such that . in probability (i.p.) iff i.p. iff → ∞ as x→∞ for all k>1. Similar criteria hold for the existence of constants An such that XLn?An → 0 i.p. Limiting record value distributions are of the form N(-log(-logG(x))) where G(·) is an extreme value distribution and N(·) is the standard normal distribution. Domain of attraction criteria for each of the three types of limit laws can be derived by appealing to a duality theorem relating the limiting record value distributions to the extreme value distributions. Repeated use is made of the following lemma: If , then XLn=Y0+…+Yn where the Yj's are i.i.d. and . 相似文献
Explicit and asymptotic solutions are presented to the recurrence M(1) = g(1), M(n + 1) = g(n + 1) + min1 ? t ? n(αM(t) + βM(n + 1 ? t)) for the cases (1) α + β < 1, is rational, and g(n) = δnI. (2) α + β > 1, min(α, β) > 1, is rational, and (a) g(n) = δn1, (b) g(n) = 1. The general form of this recurrence was studied extensively by Fredman and Knuth [J. Math. Anal. Appl.48 (1974), 534–559], who showed, without actually solving the recurrence, that in the above cases , where γ is defined by α?γ + β?γ = 1, and that does not exist. Using similar techniques, the recurrence M(1) = g(1), M(n + 1) = g(n + 1) + max1 ? t ? n(αM(t) + βM(n + 1 ? t)) is also investigated for the special case α = β < 1 and g(n) = 1 if n is odd = 0 if n is even. 相似文献
Let X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary and sufficient conditions are given for to have uniformly bounded pth moments, 0<p<q?2.Some of the results are generalized to martingle differences. 相似文献
Let {Xi, 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 . The result is extended to dependent sequences but assuming that {Xi} is a standard stationary Gaussian sequence with covariance function {ri}. When {Xi} is moderately dependent (e.g. when we get where Ha is a constant. In the strongly dependent case (e.g. when we get for-∞<t<∞. 相似文献
Every regular language R (over any alphabet) can be represented in the form where h1, h2, h3, and h4 are homomorphisms. Furthermore, if n is sufficiently large, then where, g1, g2, and g3 are homomorphisms. 相似文献
Let Xn be an irreducible aperiodic recurrent Markov chain with countable state space I and with the mean recurrence times having second moments. There is proved a global central limit theorem for the properly normalized sojourn times. More precisely, if , then the probability measures induced by {t(n)i/√n?√nπi}i?I(πi being the ergotic distribution) on the Hilbert-space of square summable I-sequences converge weakly in this space to a Gaussian measure determined by a certain weak potential operator. 相似文献