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1.
We obtain outer rates of clustering in the functional laws of the iterated logarithm of Deheuvels and Mason(11) and Deheuvels,(7) which describe local oscillations of empirical processes. Considering increment sizes a n 0 such that na n and na n(log n)–7/3 we show that the sets of properly rescaled increment functions cluster with probability one to the n-enlarged Strassen ball in B(0, 1) endowed with the uniform topology, where n 0 may be chosen so small as (log (1/a n) + log log n)–2/3 for any sufficiently large . This speed of coverage is reduced for smaller a n.  相似文献   

2.
    
In this paper, we study rotation numbers of random dynamical systems on the circle. We prove the existence of rotation numbers and the continuous dependence of rotation numbers on the systems. As an application, we prove a theorem on analytic conjugacy to a circle rotation.

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3.
In this article, we study the periodic structure of transversal maps on the product of spheres of different dimensions. In particular, we give sufficient conditions in order that such maps have infinitely many even and odd periods. Moreover, we also provide sufficient conditions for having non-zero Lefschetz numbers of period m for infinitely many m's. We extend these results to transversal maps on rational exterior spaces of rank 1.  相似文献   

4.
The Chung–Smirnov law of the iterated logarithm and the Finkelstein functional law of the iterated logarithm for empirical processes are used to establish new results on the central limit theorem, the law of the iterated logarithm, and the strong law of large numbers for L-statistics with certain bounded and smooth weight functions. These results are used to obtain necessary and sufficient conditions for almost sure convergence and for convergence in distribution of some well-known L-statistics and U-statistics, including Gini's mean difference statistic. A law of the logarithm for weighted sums of order statistics is also presented.  相似文献   

5.
LetX={X(t), t[0, 1]} be a stochastically continuous cadlag process. Assume that thek dimensional finite joint distributions ofX are in the domain of normal attraction of strictlyp-stable, 0<p<2, measure onR k for all 1k<. For functionsf, g such that p (|X(xX(u)|) >g(u–s) and p (|X(sX(t|)|X(t)–X(u|)>f(u–s), 0 s t u 1, conditions are found which imply that the distributions –(n –1/p (X 1+···+X n )),n1, converge weakly inD[0, 1] to the distribution of ap-stable process. HereX 1,X 2, ... are independent copies ofX and p (Z)=sup t<0 t pP{|Z|<t} denotes the weakpth moment of a random variable Z.  相似文献   

6.
LetW 1,W 2,... be a sequence of Wiener processes and let K T 1 be a function ofT1. We consider the limiting behavior asT of the random set of functions defined by . Under suitable assumptions imposed uponK T , we show that covers asymptotically (in the sense of the Hausdorff set-metric induced by the sup-norm distance) Strassen-type sets equal, up to a multiplicative constant, to the limit set of functions obtained in the classical functional law of the iterated logarithm. Extensions of these results to arrays and increments of Wiener processes in the range studied by Book and Shore(2) are also provided.  相似文献   

7.
本文利用构造鞅的方法,研究了Cayley树图上奇偶马氏链场的强极限定理,给出了Cayley树图上奇偶马氏链场关于状态和状态序偶出现频率的强大数定律,推广了一个已知结果.  相似文献   

8.
基于马尔可夫骨架过程极限分布的已有研究结果,本文运用波莱尔-康特立引理、更新理论、科尔莫哥洛夫的强大数定律以及独立同分布情形的中心极限定理等重要理论,分别给出了一类马尔可夫骨架过程对应的累积过程满足强大数定律和中心极限定理的充分条件.  相似文献   

9.
    
We consider linear Hawkes process N t and its inverse process T n . The limit theorems for N t are well known and studied by many authors. In this paper, we study the limit theorems for T n . In particular, we investigate the law of large numbers, the central limit theorem and the large deviation principle for T n . The main tool of the proof is based on immigration-birth representation and the observations on the relation between N t and T n .  相似文献   

10.
本文给出了半退化型离散哈密顿系统强极限点型的判别准则,并且利用函数M(λ)的性质和Hilbert空间算子谱理论,得到了在相应的最小算子下界下方特征值存在个数的判别准则.  相似文献   

11.
Consider a system where units having random magnitude enter according to a Poisson process. While in the system, a unit's magnitude may change with time. In this paper we obtain a functional limit theorem for the sum process of all unit magnitudes present in the system at time t.  相似文献   

12.
We study the rationality properties of rotation numbers for some groups of piecewise linear homeomorphisms of the circle, the Thompson–Stein groups. We prove that for many Thompson–Stein groups the outer automorphism group has order 2. As another application, we construct Thompson–Stein groups which do not admit non trivial representations in Diff9(S 1).   相似文献   

13.
It is proved unconditionally that every sufficiently large positive integer satisfying some necessary congruence conditions can be represented as the sum of s almost equal k-th powers of prime numbers for 2 ≤ k ≤ 10 and s =2k + 1, which gives a short interval version of Hun's theorem.  相似文献   

14.
Divergence of a Random Walk Through Deterministic and Random Subsequences   总被引:1,自引:0,他引:1  
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.  相似文献   

15.
    

The author investigates the almost sure behaviour of the increments of the partially observed, uniform empirical process. Some functional laws of the iterated logarithm are obtained for this process. As an application, new laws of the iterated logarithm are established for kernel density estimators.

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16.
楼红卫 《大学数学》2017,33(3):107-110
讨论了极限limx→0sinx/x=1,认为该极限本质上与(单位)圆周可求长是等价的.  相似文献   

17.
Let K be a nonempty closed convex and bounded subset of a real Banach space E and T:K→K be uniformly L-Lipschitzian, uniformly asymptotically regular with sequence {εn}, and asymptotically pseudocontractive with constant {kn}, where {kn} and {εn} satisfy certain mild conditions. Let a sequence {xn} be generated from x1K by xn+1:=(1−λn)xn+λnTnxnλnθn(xnx1), for all integers n?1, where {λn} and {θn} are real sequences satisfying appropriate conditions, then ‖xnTxn‖→0 as n→∞. Moreover, if E is reflexive, and has uniform normal structure with coefficient N(E) and L<N(E)1/2 and has a uniformly Gâteaux differentiable norm, and T satisfies an additional mild condition, then {xn} also converges strongly to a fixed point of T.  相似文献   

18.
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In this paper a stochastic volatility model is considered. That is, a log price process Y which is given in terms of a volatility process V is studied. The latter is defined such that the log price possesses some of the properties empirically observed by Barndorff-Nielsen & Jiang[6]. In the model there are two sets of unknown parameters, one set corresponding to the marginal distribution of V and one to autocorrelation of V. Based on discrete time observations of the log price the authors discuss how to estimate the parameters appearing in the marginal distribution and find the asymptotic properties.  相似文献   

19.
The familiar queueing principle expressed by the formulaL=W can be interpreted as a relation among strong laws of large numbers. In a previous paper, we showed that this principle can be extended to include relations among other classical limit theorems such as central limit theorems and laws of the iterated logarithm. Here we provide sufficient conditions for these limit theorems using regenerative structure.Supported by the National Science Foundation under Grant No. ECS-8404809 and by the U.S. Army under Contract No. DAAG29-80-C-0041.  相似文献   

20.
    
This paper is concerned with the classification of non-self-adjoint second-order difference equations. The relationship between the number of summable solutions of non-self-adjoint difference equations and that of the discrete linear Hamiltonian system is discussed. A classification for non-self-adjoint second-order difference equations is established, which is independent of the choice of the rotated half plane and the fixed point.  相似文献   

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