The central limit theorem for stationary associated sequences

We study the problem of convergence in distribution of a suitably normalized sum of stationary associated random variables. We focus on the infinite variance case. New results are announced. This revised version was published online in June 2006 with corrections to the Cover Date.     

On Piterbarg theorem for maxima of stationary Gaussian sequences

Limit distributions of maxima of dependent Gaussian sequence are different according to the convergence rate of their correlations. For three different conditions on convergence rate of the correlations, in this paper, we establish the Piterbarg theorem for maxima of stationary Gaussian sequences.     

A noncentral limit theorem for quadratic forms of Gaussian stationary sequences

We examine the limit behavior of quadratic forms of stationary Gaussian sequences with long-range dependence. The matrix that characterizes the quadratic form is Toeplitz and the Fourier transform of its entries is a regularly varying function at the origin. The spectral density of the stationary sequence is also regularly varying at the origin. We show that the normalized quadratic form converges inD[0, 1] to a new type of non-Gaussian self-similar process, which can be represented as a Wiener-Itô integral onR ².     

Almost sure limit theorem for the maximum of a classof quasi-stationary sequences简

This paper investigates the problem of almost sure limit theorem for the maximum of quasi-stationary sequence based on the result of Turkman and Walker. We prove an almost sure limit theorem for the maximum of a class of quasi-stationary sequence under weak dependence conditions of D(uk,un) and αtn,ln = O(log log n).(1+ε).     

Convergence rates in the central limit theorem for stationary mixing sequences of random vectors

Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure.     

On a multivariate central limit theorem for stationary bilinear processes

In 1957, Parzen proved a central limit theorem for a class of scalar processes which he called multilinear processes. In the present paper only stationary bilinear processes are considered, but the theory is generalized to the multivariate case.     

Strong approximation for a class of stationary processes

Strong approximation for sums of a class of stationary processes with optimal bound is established. The main tools are m$m$-dependent approximation and block techniques. Some previous results are improved.     

A sampling theorem for multivariate stationary processes

The notion of sampling for second-order q-variate processes is defined. It is shown that if the components of a q-variate process (not necessarily stationary) admits a sampling theorem with some sample spacing, then the process itself admits a sampling theorem with the same sample spacing. A sampling theorem for q-variate stationary processes, under a periodicity condition on the range of the spectral measure of the process, is proved in the spirit of Lloy's work. This sampling theorem is used to show that if a q-variate stationary process admits a sampling theorem, then each of its components will admit a sampling theorem too.     

Central limit theorem for stationary random fields

Institute of Mathematics and Cybernetics, Academy of Sciences of the Lithuanian SSR. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 28, No. 4, pp. 758–769, October–December, 1988.     

An existence theorem for a class of inclusions

In this paper, we obtain a general existence theorem for a class of inclusions, which extends the result obtained in [1].     

Turnpike theorem for a class of set-valued mappings

In this work we study the asymptotic behavior of optimal trajectories for a class of superlinear mappings arising in economic dynamics. We establish the existence of an open everywhere dense subset F of the space of set-valued mappings such that each mapping fron F has the turnpike property.     

Self-normalized large deviations for stationary sequences

In this note, we prove the large deviation principle for self-normalized partial sums of a stationary weakly dependent random sequence. This revised version was published online in June 2006 with corrections to the Cover Date.     

Almost convergence and a core theorem for double sequences

The idea of almost convergence was introduced by Moricz and Rhoades [Math. Proc. Cambridge Philos. Soc. 104 (1988) 283-294] and they also characterized the four dimensional strong regular matrices. In this paper we define the M-core for double sequences and determine those four dimensional matrices which transform every bounded double sequence x=[x_jk] into one whose core is a subset of the M-core of x.     

A surjection theorem and a fixed point theorem for a class of positive operators

This paper is concerned with α-convex operators on ordered Banach spaces. A surjection theorem for 1-convex operators in order intervals is established by means of the properties of cone and monotone iterative technique. It is assumed that 1-convex operator A is increasing and satisfies Ay−Ax?M(y−x) for θ?x?y?v₀, where θ denotes the zero element and v₀ is a constant. Moreover, we prove a fixed point theorem for -convex operators by using fixed point theorem of cone expansion. In the end, we apply the fixed point theorem to certain integral equations.