共查询到20条相似文献,搜索用时 62 毫秒
1.
Mark Finkelstein Victor M. Kruglov Howard G. Tucker 《Journal of Theoretical Probability》1994,7(3):565-598
We extend results obtained in Kruglov,(7) and Finkelstein and Tucker(3) to obtain necessary and sufficient conditions for convergence in law of random sums of non-identically distributed independent random variables under non-random centering. Thei.i.d. case is also considered for random variables attracted to a stable law. Necessary and sufficient conditions for convergence in law of these random variables under non-random centering, and in some cases, under non-random norming, are also obtained. The distribution functions for the limit laws are determined as well, generalizing results of Robbins.(10)
Supported in part by The State University of New York and United States Information Agency Grant No. IA AEMP69193692. 相似文献
2.
Tomasz J. Kozubowski 《Annals of the Institute of Statistical Mathematics》2000,52(2):231-238
We show that every strictly geometric stable (GS) random variable can be represented as a product of an exponentially distributed random variable and an independent random variable with an explicit density and distribution function. An immediate application of the representation is a straightforward simulation method of GS random variables. Our result generalizes previous representations for the special cases of Mittag-Leffler and symmetric Linnik distributions. 相似文献
3.
研究了在概率空间(Ω,T,P)上,独立的无界随机变量和尾部概率不等式,提出了一种用切割原始概率空间(Ω,T,P)的新型方法去处理独立的无界随机变量和。给出了独立的无界随机变量和的指数型概率不等式。作为结果的应用,一些有趣的例子被给出。这些例子表明:文中提出的方法和结果对研究独立的无界随机变量和的大样本性质是十分有用的。 相似文献
4.
We consider different kinds of convergence of homogeneous polynomials and multilinear forms in random variables. We show that for a variety of complex random variables, the almost sure convergence of the polynomial is equivalent to that of the multilinear form, and to the square summability of the coefficients. Also, we present polynomial Khintchine inequalities for complex gaussian and Steinhaus variables. All these results have no analogues in the real case. Moreover, we study the Lp-convergence of random polynomials and derive certain decoupling inequalities without the usual tetrahedral hypothesis. We also consider convergence on “full subspaces” in the sense of Sjögren, both for real and complex random variables, and relate it to domination properties of the polynomial or the multilinear form, establishing a link with the theory of homogeneous polynomials on Banach spaces. 相似文献
5.
6.
《数学季刊》2016,(2):162-170
Let {Xnk, k≥1, n≥1} be an array of rowwise negatively superadditive depen-dent random variables and {an, n ≥ 1} be a sequence of positive real numbers such that an ↑ ∞. Under some suitable conditions, Lr convergence of a1n 1max≤j≤n ied. The results obtained in this paper generalize and improve some corresponding ones for negatively associated random variables and independent random variables. fl fl fl fl jP k=1 Xnk fl fl flfl is stud-ied. The results obtained in this paper generalize and improve some corresponding ones for negatively associated random variables and independent random variables. 相似文献
7.
We show that in a discrete-time large financial market the absence of certain asymptotic arbitrage opportunities is equivalent to the existence of martingale measures in a strong sense. We also consider the Arbitrage Pricing Model with stable random variables where we are able to give explicit necessary and sufficient conditions using market parameters. 相似文献
8.
Frank Aurzada 《Journal of Theoretical Probability》2007,20(4):843-858
We investigate the behaviour of the logarithmic small deviation probability of a sequence (σ
n
θ
n
) in l
p
, 0<p≤∞, where (θ
n
) are i.i.d. random variables and (σ
n
) is a decreasing sequence of positive numbers. In particular, the example σ
n
∼n
−μ
(1+log n)−ν
is studied thoroughly. Contrary to the existing results in the literature, the rate function and the small deviation constant
are expressed expli- citly in the present treatment. The restrictions on the distribution of θ
1 are kept to an absolute minimum. In particular, the usual variance assumption is removed. As an example, the results are
applied to stable and Gamma-distributed random variables. 相似文献
9.
Yuan Xu 《Integral Transforms and Special Functions》2015,26(2):134-151
Orthogonal polynomials of two real variables can often be represented in complex variables. We explore the connection between the two types of representations and study the structural relations of complex orthogonal polynomials. The complex Hermite orthogonal polynomials and the disk polynomials are used as illustrating examples. 相似文献
10.
NA序列部分和的矩完全收敛性 总被引:4,自引:0,他引:4
讨论了NA序列部分和的矩完全收敛性,在一定条件下获得了NA序列矩完全收敛的充要条件,显示了矩完全收敛和矩条件之间的关系,将独立同分布随机变量序列矩完全收敛的结果推广到NA序列,得到了与独立随机变量序列情形类似的结果. 相似文献
11.
Recently, T. K. Chandra, T. -C. Hu and A. Rosalsky [Statist. Probab. Lett., 2016, 116: 27–37] introduced the notion of a sequence of random variables being uniformly nonintegrable, and presented a list of interesting results on this uniform nonintegrability. We introduce a weaker definition on uniform nonintegrability (W-UNI) of random variables, present a necessary and sufficient condition for W-UNI, and give two equivalent characterizations of W-UNI, one of which is a W-UNI analogue of the celebrated de La Vallée Poussin criterion for uniform integrability. In addition, we give some remarks, one of which gives a negative answer to the open problem raised by Chandra et al. 相似文献
12.
13.
《随机分析与应用》2013,31(2):449-457
Abstract In connection with a symmetric α stable random measure Φ on a measurable space (F, ?) with values in R d , a complete metric space of symmetric finite measures on S d?1 is constructed, and is employed to characterize the law of Φ by a unique positive measure on ? and a unique function on F × R d . The stochastic integral ∫ F f d Φ is also defined for certain d × d matrix valued functions f, which for α = 2 reduces to the Wiener–Masani integral. 相似文献
14.
15.
应用Feller提出的点-集函数并结合二元copula,对二元连续型正值随机变量的和、积、商的分布进行了研究,得到了和、积、商分布的一种新的计算方法.最后给出一个应用实例. 相似文献
16.
给出了具有不同分布的NA随机变量列满足的若干强大数律;作为应用,不仅将独立随机变量的一类强极限定理完整的推广到NA随机变量情形,而且关于NA随机变量的一些已有结果可以作为推论得出. 相似文献
17.
Comparing to the construction of stringy cohomology ring of equivariant stable almost complex manifolds and its relation with the Chen-Ruan cohomology ring of the quotient almost complex orbifolds, the authors construct in this note a Chen-Ruan cohomology ring for a stable almost complex orbifold. The authors show that for a finite group G and a G-equivariant stable almost complex manifold X, the G-invariant part of the stringy cohomology ring of(X, G) is isomorphic to the Chen-Ruan cohomology r... 相似文献
18.
19.
Arvind Singh 《Journal of Theoretical Probability》2007,20(2):153-166
We consider a diffusion process X in a random potential of the form , where is a positive drift and is a strictly stable process of index with positive jumps. Then the diffusion is transient and converges in law towards an exponential distribution. This behaviour contrasts with the case where is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as “slow” as
in the recurrent setting.
相似文献
20.
Strong laws of large numbers play key role in nonadditive probability theory. Recently, there are many research papers about strong laws of large numbers for independently and identically distributed (or negatively dependent) random variables in the framework of nonadditive probabilities (or nonlinear expectations). This paper introduces a concept of weakly negatively dependent random variables and investigates the properties of such kind of random variables under a
framework of nonadditive probabilities and sublinear expectations. A strong law of large numbers is also proved for weakly negatively dependent random variables under a kind of sublinear expectation as an application 相似文献