Distribution of Overjump Functionals of a Semicontinuous Homogeneous Process with Independent Increments

We establish relations for the distributions of functionals associated with an overjump of a process (t) with continuously distributed jumps of arbitrary sign across a fixed level x > 0 (including the zero level x = 0 and infinitely remote level x ). We improve these relations in the case where the distributions of maxima and minima of (t) may have an atom at zero. The distributions of absolute extrema of semicontinuous processes are defined in terms of these atomic probabilities and the cumulants of the corresponding monotone processes.     

Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval

We investigate boundary functionals of a semicontinuous process with independent increments on an interval with two reflecting boundaries. We determine the transition and ergodic distributions of the process, as well as the distributions of boundary functionals of the process, namely, the time of first hitting the upper (lower) boundary, the number of hittings of the boundaries, the number of intersections of the interval, and the total sojourn time of the process on the boundaries and inside the interval. We also present a limit theorem for the ergodic distribution of the process and asymptotic formulas for the mean values of the distributions considered.     

A Remark on the Characterization of the Global Behavior of a Process with Independent Increments

We show that the analysis of the global behavior of a process with independent increments in terms of the existence of the stationary distribution of the corresponding storage process leads to results that differ from the classical ones.     

Limit Processes with Independent Increments for the Ewens Sampling Formula

The Ewens sampling formula in population genetics can be viewed as a probability measure on the group of permutations of a finite set of integers. Functional limit theory for processes defined through partial sums of dependent variables with respect to the Ewens sampling formula is developed. Techniques from probabilistic number theory are used to establish necessary and sufficient conditions for weak convergence of the associated dependent process to a process with independent increments. Not many results on the necessity part are known in the literature.     

Maximal Inverse Subsemigroups of the Symmetric Inverse Semigroup on a Finite-Dimensional Vector Space

The notion of “near isomorphism” for torsion-free Abelian groups of finite rank is well known. In particular, this concept turned out to be of importance for classifying almost completely decomposable groups. We extend near isomorphism to classes of torsion-free Abelian groups of infinite rank which are unions of bcd–groups, this is to say unions of groups which are bounded essential extensions of completely decomposable groups. Moreover, we show that nearly isomorphic groups of this class also have nearly isomorphic endomorphism rings considered as Abelian groups.     

独立增量过程的一个强逼近定理

该文给出了独立增量过程的一种强逼近定理,由此得到相应的ｓｔｒａｓｓｅｎ重对数律．     

闭值域稠定闭算子的Moore-Penrose广义逆的有限维逼近

研究了闭值域稠定闭算子的Moore-Penrose广义逆的有限维逼近问题.由于可接受条件相当强,我们提出更弱的条件P_(G(T_n))■P_(G(T))来研究稠定闭算子MoorePenrose广义逆的有限维逼近,也能得到相同的结论.特别地,当T为有界算子且T_n=Q_nTP_n时,条件P_(G(T_n))■P_(G(T))自然成立,于是有界线性算子Moore-Penrose广义逆的有限维逼近的一些结果会成为定理3.3的推论.     

两参数齐次独立增量过程在原点的局部性质

Ａｄｌｅｒ曾经给出了两参数独立增量过程的特征函数的一般形式．本文对齐次情形给出了更具体的表达式，引进了累积量的概念．在此基础上，研究了比值Ｘ（ｓ，ｔ）／ｓｔ在原点的分布，单调过程在原点的局部性质以及任意过程在原点的局部增长．由此得到了Ｂｒｏｗｎ单和不包含高斯分量的过程在原点的局部增长．     

Finite-Dimensional Nonlocal Reductions of the Inverse Korteweg–de Vries Dynamical System

We study finite-dimensional Moser-type reductions for the inverse nonlinear Korteweg–de Vries dynamical system and the Liouville integrability of these reductions in quadratures.     

Strong Limit Theorems for Increments of Sums of Independent Random Variables

We derive universal strong laws for increments of sums of independent, nonidentically distributed, random variables. These results generalize universal results of the author for the i.i.d. case which include the strong law of large numbers, law of the iterated logarithm, Erdos-Renyi law, and Csorgo-Revesz laws. Bibliography: 27 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 260–285.     

Estimates for the Tail Probability of the Supremum of a Random Walk with Independent Increments

The authors investigate the tail probability of the supremum of a random walk with independent increments and obtain some equivalent assertions in the case that the increments are independent and identically distributed random variables with O-subexponential integrated distributions. A uniform upper bound is derived for the distribution of the supremum of a random walk with independent but non-identically distributed increments, whose tail distributions are dominated by a common tail distribution with an O-subexponential integrated distribution.     

On Suboptimal LCS-alignments for Independent Bernoulli Sequences with Asymmetric Distributions

Let X = X ₁ ... X _n and Y = Y ₁ ... Y _n be two binary sequences with length n. A common subsequence of X and Y is any subsequence of X that at the same time is a subsequence of Y; The common subsequence with maximal length is called the longest common subsequence (LCS) of X and Y. LCS is a common tool for measuring the closeness of X and Y. In this note, we consider the case when X and Y are both i.i.d. Bernoulli sequences with the parameters ϵ and 1 − ϵ, respectively. Hence, typically the sequences consist of large and short blocks of different colors. This gives an idea to the so-called block-by-block alignment, where the short blocks in one sequence are matched to the long blocks of the same color in another sequence. Such and alignment is not necessarily a LCS, but it is computationally easy to obtain and, therefore, of practical interest. We investigate the asymptotical properties of several block-by-block type of alignments. The paper ends with the simulation study, where the of block-by-block type of alignments are compared with the LCS.     

Decomposition of Exponential Distributions on Positive Semigroups

Let (S,·) be a positive semigroup and T a sub-semigroup of S. In many natural cases, an element can be factored uniquely as x=yz, where and where z is in an associated “quotient space” S/T. If X has an exponential distribution on S, we show that Y and Z are independent and that Y has an exponential distribution on T. We prove a converse when the sub-semigroup is for . Specifically, we show that if Y _t and Z _t are independent and Y _t has an exponential distribution on S _t for each , then X has an exponential distribution on S. When applied to ([0,∞), +) and , these results unify and extend known results on the quotient and remainder when X is divided by t.     

Fractal Dimensions for Some Increments of the Uniform Empirical Process

In this paper, we investigate the limiting behavior of increments of the uniform empirical process. More precisely, we are concerned by sets of exceptional oscillation points related to large and small increments. We prove that these sets are random fractals and evaluate their Hausdorff dimensions. This work is a complement to the previous investigations carried out by Deheuvels and Mason⁽⁶⁾ where Csörg–Révész–Stute-type increments are studied.     

On Finite-Dimensional Distributions of a Random Element Conditioned by the Sum of Random Elements*

A criterion for a random element to be conditioned by a sum of random elements is proved in terms of finitedimensional distributions.     

Random Walks with Stochastically Bounded Increments: Renewal Theory

Summary. This paper develops renewal theory for a rather general class of random walks S_N including linear submartingales with positive drift. The basic assumption on S_N is that their conditional increment distribution functions with respect to some filtration ?_? are bounded from above and below by integrable distribution functions. Under a further mean stability condition these random walks turn out to be natural candidates for satisfying Blackwell-type renewal theorems. In a companion paper [2], certain uniform lower and upper drift bounds for S_N, describing its average growth on finite remote time intervals, have been introduced and shown to be equal in case the afore-mentioned mean stability condition holds true. With the help of these bounds we give lower and upper estimates for H * U(B), where U denotes the renewal measure of S_N, H a suitable delay distribution and B a Borel subset of IR. This is then further utilized in combination with a coupling argument to prove the principal result, namely an extension of Blackwell's renewal theorem to random walks of the previous type whose conditional increment distribution additionally contain a subsequence with a common component in a certain sense. A number of examples are also presented.     

Estimate of Distributions of Sums of Independent Random Variables

We investigate necessary and sufficient conditions under which one estimate of exponential type is valid for large deviation probabilities of sums of independent identically distributed random variables. Bibliography: 3 titles.