共查询到20条相似文献,搜索用时 475 毫秒
1.
J. Dippon 《Mathematical Methods of Statistics》2008,17(2):138-145
Assume that the function values f(x) of an unknown regression function f: ℝ → ℝ can be observed with some random error V. To estimate the zero ϑ of f, Robbins and Monro suggested to run the recursion X
n+1 = X
n
− a/n
Y
n
with Y
n
= f(X
n
) − V
n
. Under regularity assumptions, the normalized Robbins-Monro process, given by (X
n+1 − ϑ)/√Var(X
n+1, is asymptotically standard normal. In this paper Edgeworth expansions are presented which provide approximations of the
distribution function up to an error of order o(1/√n) or even o(1/n). As corollaries asymptotic confidence intervals for the unknown parameter ϑ are obtained with coverage probability errors of order O(1/n). Further results concern Cornish-Fisher expansions of the quantile function, an Edgeworth correction of the distribution
function and a stochastic expansion in terms of a bivariate polynomial in 1/√n and a standard normal random variable. The proofs of this paper heavily rely on recently published results on Edgeworth expansions
for approximations of the Robbins-Monro process.
相似文献
2.
We deal with (n−1)-generated modules of smooth (analytic, holomorphic) vector fieldsV=(X
1,..., Xn−1) (codimension 1 differential systems) defined locally on ℝ
n
or ℂ
n
, and extend the standard duality(X
1,..., Xn−1)↦(ω), ω=Ω(X1,...,Xn−1,.,) (Ω−a volume form) betweenV′s and 1-generated modules of differential 1-forms (Pfaffian equations)—when the generatorsX
i are linearly independent—onto substantially wider classes of codimension 1 differential systems. We prove that two codimension
1 differential systemsV and
are equivalent if and only if so are the corresponding Pfaffian equations (ω) and
provided that ω has1-division property: ωΛμ=0, μ—any 1-form ⇒ μ=fω for certain function germf. The 1-division property of ω turns out to be equivalent to the following properties ofV: (a)fX∈V, f—not a 0-divisor function germ ⇒X∈V (thedivision property); (b) (V
⊥)⊥=V; (c)V
⊥=(ω); (d) (ω)⊥=V, where ⊥ denotes the passing from a module (of vector fields or differential 1-forms) to its annihilator.
Supported by Polish KBN grant No 2 1090 91 01.
Partially supported by the fund for the promotion of research at the Technion, 100–942. 相似文献
3.
Zbigniew Grande 《Central European Journal of Mathematics》2011,9(4):772-777
A sequence (f
n
)
n
of functions f
n
: X → ℝ almost decreases (increases) to a function f: X → ℝ if it pointwise converges to f and for each point x ∈ X there is a positive integer n(x) such that f
n+1(x) ≤ f
n
(x) (f
n+1(x) ≥ f
n
(x)) for n ≥ n(x). In this article I investigate this convergence in some families of continuous functions. 相似文献
4.
Gernot Greschonig 《Israel Journal of Mathematics》2005,147(1):245-267
LetT be a measure-preserving and ergodic transformation of a standard probability space (X,S, μ) and letf:X → SUT
d
(ℝ) be a Borel map into the group of unipotent upper triangulard ×d matrices. We modify an argument in [12] to obtain a sufficient condition for the recurrence of the random walk defined byf, in terms of the asymptotic behaviour of the distributions of the suitably scaled mapsf(n,x)=(fT
n−1·fT
n−2…fT·f). We give examples of recurrent cocycles with values in the continuous Heisenberg group H1(ℝ)=SUT3(ℝ), and we use a recurrent cocycle to construct an ergodic skew-product extension of an irrational rotation by the discrete
Heisenberg group H1(ℤ)=SUT3(ℤ).
The author was partially supported by the FWF research project P16004-MAT. 相似文献
5.
Alexander Koldobsky 《Israel Journal of Mathematics》2011,185(1):277-292
We say that a random vector X = (X
1, …, X
n
) in ℝ
n
is an n-dimensional version of a random variable Y if, for any a ∈ ℝ
n
, the random variables Σa
i
X
i
and γ(a)Y are identically distributed, where γ: ℝ
n
→ [0,∞) is called the standard of X. An old problem is to characterize those functions γ that can appear as the standard of an n-dimensional version. In this paper, we prove the conjecture of Lisitsky that every standard must be the norm of a space that
embeds in L
0. This result is almost optimal, as the norm of any finite-dimensional subspace of L
p
with p ∈ (0, 2] is the standard of an n-dimensional version (p-stable random vector) by the classical result of P. Lèvy. An equivalent formulation is that if a function of the form f(‖ · ‖
K
) is positive definite on ℝ
n
, where K is an origin symmetric star body in ℝ
n
and f: ℝ → ℝ is an even continuous function, then either the space (ℝ
n
, ‖·‖
K
) embeds in L
0 or f is a constant function. Combined with known facts about embedding in L
0, this result leads to several generalizations of the solution of Schoenberg’s problem on positive definite functions. 相似文献
6.
Liguang Liu 《Frontiers of Mathematics in China》2007,2(4):599-611
Let ℐ(ℝn) be the Schwartz class on ℝn and ℐ∞(ℝn) be the collection of functions ϕ ∊ ℐ(ℝn) with additional property that
for all multiindices γ. Let (ℐ(ℝn))′ and (ℐ∞(ℝn))′ be their dual spaces, respectively. In this paper, it is proved that atomic Hardy spaces defined via (ℐ(ℝn))′ and (ℐ∞(ℝn))′ coincide with each other in some sense. As an application, we show that under the condition that the Littlewood-Paley
function of f belongs to L
p(ℝn) for some p ∊ (0,1], the condition f ∊ (ℐ∞(ℝn))′ is equivalent to that f ∊ (ℐ(ℝn))′ and f vanishes weakly at infinity. We further discuss some new classes of distributions defined via ℐ(ℝn) and ℐ∞(ℝn), also including their corresponding Hardy spaces.
相似文献
7.
We fix a prime p and let f(X) vary over all monic integer polynomials of fixed degree n. Given any possible shape of a tamely ramified splitting of p in an extension of degree n, we prove that there exists a rational function φ(X)∈ℚ(X) such that the density of the monic integer polynomials f(X) for which the splitting of p has the given shape in ℚ[X]/f(X) is φ(p) (here reducible polynomials can be neglected). As a corollary, we prove that, for p≥n, the density of irreducible monic polynomials of degree n in ℤ
p
[X] is the value at p of a rational function φ
n
(X)∈ℚ(X). All rational functions involved are effectively computable.
Received: 15 September 1998 / Revised version: 21 October 1999 相似文献
8.
V. D. Zalizko 《Ukrainian Mathematical Journal》2007,59(1):28-44
The Jackson inequality
relates the value of the best uniform approximation E
n
(f) of a continuous 2π-periodic function f: ℝ → ℝ by trigonometric polynomials of degree ≤ n − 1 to its third modulus of continuity ω
3(f, t). In the present paper, we show that this inequality is true if continuous 2π-periodic functions that change their convexity
on [−π, π) only at every point of a fixed finite set consisting of an even number of points are approximated by polynomials
coconvex to them.
__________
Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 1, pp. 29–43, January, 2007. 相似文献
9.
We prove that there exists a Lipschitz function froml
1 into ℝ2 which is Gateaux-differentiable at every point and such that for everyx, y εl
1, the norm off′(x) −f′(y) is bigger than 1. On the other hand, for every Lipschitz and Gateaux-differentiable function from an arbitrary Banach spaceX into ℝ and for everyε > 0, there always exist two pointsx, y εX such that ‖f′(x) −f′(y)‖ is less thanε. We also construct, in every infinite dimensional separable Banach space, a real valued functionf onX, which is Gateaux-differentiable at every point, has bounded non-empty support, and with the properties thatf′ is norm to weak* continuous andf′(X) has an isolated pointa, and that necessarilya ε 0.
This work has been initiated while the second-named author was visiting the University of Bordeaux. The second-named author
is supported by grant AV 1019003, A1 019 205, GA CR 201 01 1198. 相似文献
10.
Extending the problem of determining Ramsey numbers Erdős and Rogers introduced the following function. For given integers
2 ≤ s < t let f
s,t
(n) = min{max{|S|: S ⊆ V (H) and H[S] contains no K
s
}}, where the minimum is taken over all K
t
-free graphs H of order n. This function attracted a considerable amount of attention but despite that, the gap between the lower and upper bounds
is still fairly wide. For example, when t=s+1, the best bounds have been of the form Ω(n
1/2+o(1)) ≤ f
s,s+1(n) ≤ O(n
1−ɛ(s)), where ɛ(s) tends to zero as s tends to infinity. In this paper we improve the upper bound by showing that f
s,s+1(n) ≤ O(n
2/3). Moreover, we show that for every ɛ > 0 and sufficiently large integers 1 ≪ k ≪ s, Ω(n
1/2−ɛ
) ≤ f
s,s+k
(n) ≤ O(n
1/2+ɛ
. In addition, we also discuss some connections between the function f
s,t
and vertex Folkman numbers. 相似文献
11.
Etsuko Bannai 《Journal of Algebraic Combinatorics》2006,24(4):391-414
Neumaier and Seidel (1988) generalized the concept of spherical designs and defined Euclidean designs in ℝ
n
. For an integer t, a finite subset X of ℝ
n
given together with a weight function w is a Euclidean t-design if holds for any polynomial f(x) of deg(f)≤ t, where {S
i
, 1≤ i ≤ p} is the set of all the concentric spheres centered at the origin that intersect with X, X
i
= X∩ S
i
, and w:X→ ℝ> 0. (The case of X⊂ S
n−1 with w≡ 1 on X corresponds to a spherical t-design.) In this paper we study antipodal Euclidean (2e+1)-designs. We give some new examples of antipodal Euclidean tight 5-designs. We also give the classification of all antipodal Euclidean tight 3-designs, the classification of antipodal Euclidean tight 5-designs supported by 2 concentric spheres. 相似文献
12.
LU Chuanrong QIU Jin & XU Jianjun School of Mathematics Statistics Zhejiang University of Finance Economics Hangzhou China Department of Mathematics Zhejiang University Hangzhou China 《中国科学A辑(英文版)》2006,49(12):1788-1799
Let {Xn,-∞< n <∞} be a sequence of independent identically distributed random variables with EX1 = 0, EX12 = 1 and let Sn =∑k=1∞Xk, and Tn = Tn(X1,…,Xn) be a random function such that Tn = ASn Rn, where supn E|Rn| <∞and Rn = o(n~(1/2)) a.s., or Rn = O(n1/2-2γ) a.s., 0 <γ< 1/8. In this paper, we prove the almost sure central limit theorem (ASCLT) and the function-typed almost sure central limit theorem (FASCLT) for the random function Tn. As a consequence, it can be shown that ASCLT and FASCLT also hold for U-statistics, Von-Mises statistics, linear processes, moving average processes, error variance estimates in linear models, power sums, product-limit estimators of a continuous distribution, product-limit estimators of a quantile function, etc. 相似文献
13.
M. Zähle 《Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences)》2009,44(2):117-145
Potential spaces and Dirichlet forms associated with Lévy processes subordinate to Brownian motion in ℝ
n
with generator f(−Δ) are investigated. Estimates for the related Rieszand Bessel-type kernels of order s are derived which include the classical
case f(r) = r
α/2 with 0 < α < 2 corresponding to α-stable Lévy processes. For general (tame) Bernstein functions f potential representations of the trace spaces, the trace Dirichlet forms, and the trace processes on fractal h-sets are derived. Here we suppose the trace condition ∫01
r
−(n+1)
f(r
−2)−1
h(r) dr < ∞ on f and the gauge function h.
Dedicated to the 80th birthday of Klaus Krickeberg 相似文献
14.
Wei Cao 《Discrete and Computational Geometry》2011,45(3):522-528
Let f(X) be a polynomial in n variables over the finite field
\mathbbFq\mathbb{F}_{q}. Its Newton polytope Δ(f) is the convex closure in ℝ
n
of the origin and the exponent vectors (viewed as points in ℝ
n
) of monomials in f(X). The minimal dilation of Δ(f) such that it contains at least one lattice point of $\mathbb{Z}_{>0}^{n}$\mathbb{Z}_{>0}^{n} plays a vital pole in the p-adic estimate of the number of zeros of f(X) in
\mathbbFq\mathbb{F}_{q}. Using this fact, we obtain several tight and computational bounds for the dilation which unify and improve a number of previous
results in this direction. 相似文献
15.
Given a∈L
1(ℝ) and A the generator of an L
1-integrable family of bounded and linear operators defined on a Banach space X, we prove the existence of almost automorphic solution to the semilinear integral equation u(t)=∫
−∞
t
a(t−s)[Au(s)+f(s,u(s))]ds for each f:ℝ×X→X almost automorphic in t, uniformly in x∈X, and satisfying diverse Lipschitz type conditions. In the scalar case, we prove that a∈L
1(ℝ) positive, nonincreasing and log-convex is already sufficient. 相似文献
16.
Riccardo Benedetti Francois Loeser Jean Jacques Risler 《Discrete and Computational Geometry》1991,6(1):191-209
For every polynomial mapf=(f
1,…,f
k): ℝ
n
→ℝ
k
, we consider the number of connected components of its zero set,B(Z
f) and two natural “measures of the complexity off,” that is the triple(n, k, d), d being equal to max(degree off
i), and thek-tuple (Δ1,...,Δ4), Δ
k
being the Newton polyhedron off
i respectively. Our aim is to boundB(Z
f) by recursive functions of these measures of complexity. In particular, with respect to (n, k, d) we shall improve the well-known Milnor-Thom’s bound μ
d
(n)=d(2d−1)
n−1. Considered as a polynomial ind, μ
d
(n) has leading coefficient equal to 2
n−1. We obtain a bound depending onn, d, andk such that ifn is sufficiently larger thank, then it improves μ
d
(n) for everyd. In particular, it is asymptotically equal to 1/2(k+1)n
k−1
dn, ifk is fixed andn tends to infinity. The two bounds are obtained by a similar technique involving a slight modification of Milnor-Thom's argument,
Smith's theory, and information about the sum of Betti numbers of complex complete intersections. 相似文献
17.
Integration questions related to fractional Brownian motion 总被引:1,自引:0,他引:1
Let {B
H
(u)}
u
∈ℝ be a fractional Brownian motion (fBm) with index H∈(0, 1) and (B
H
) be the closure in L
2(Ω) of the span Sp(B
H
) of the increments of fBm B
H
. It is well-known that, when B
H
= B
1/2 is the usual Brownian motion (Bm), an element X∈(B
1/2) can be characterized by a unique function f
X
∈L
2(ℝ), in which case one writes X in an integral form as X = ∫ℝ
f
X
(u)dB
1/2(u). From a different, though equivalent, perspective, the space L
2(ℝ) forms a class of integrands for the integral on the real line with respect to Bm B
1/2. In this work we explore whether a similar characterization of elements of (B
H
) can be obtained when H∈ (0, 1/2) or H∈ (1/2, 1). Since it is natural to define the integral of an elementary function f = ∑
k
=1
n
f
k
1
[uk,uk+1)
by ∑
k
=1
n
f
k
(B
H
(u
k
+1) −B
H
(u
k
)), we want the spaces of integrands to contain elementary functions. These classes of integrands are inner product spaces.
If the space of integrands is not complete, then it characterizes only a strict subset of (B
H
). When 0<H<1/2, by using the moving average representation of fBm B
H
, we construct a complete space of integrands. When 1/2<H<1, however, an analogous construction leads to a space of integrands which is not complete. When 0<H<1/2 or 1/2<H<1, we also consider a number of other spaces of integrands. While smaller and henceincomplete, they form a natural choice
and are convenient to workwith. We compare these spaces of integrands to the reproducing kernel Hilbert space of fBm.
Received: 9 August 1999 / Revised version: 10 January 2000 / Published online: 18 September 2000 相似文献
18.
P. K. SAHO 《数学学报(英文版)》2005,21(5):1159-1166
In this paper, we determine the general solution of the functional equation f1 (2x + y) + f2(2x - y) = f3(x + y) + f4(x - y) + f5(x) without assuming any regularity condition on the unknown functions f1,f2,f3, f4, f5 : R→R. The general solution of this equation is obtained by finding the general solution of the functional equations f(2x + y) + f(2x - y) = g(x + y) + g(x - y) + h(x) and f(2x + y) - f(2x - y) = g(x + y) - g(x - y). The method used for solving these functional equations is elementary but exploits an important result due to Hosszfi. The solution of this functional equation can also be determined in certain type of groups using two important results due to Szekelyhidi. 相似文献
19.
B. Bojarski 《Proceedings of the Steklov Institute of Mathematics》2006,255(1):65-81
We prove that a function f is in the Sobolev class W
loc
m,p
(ℝ
n
) or W
m,p
(Q) for some cube Q ⊂ ℝ
n
if and only if the formal (m − 1)-Taylor remainder R
m−1
f(x,y) of f satisfies the pointwise inequality |R
m−1
f(x,y)| ≤ |x − y|
m
[a(x) + a(y)] for some a ε L
p
(Q) outside a set N ⊂ Q of null Lebesgue measure. This is analogous to H. Whitney’s Taylor remainder condition characterizing the traces of smooth
functions on closed subsets of ℝ
n
.
Dedicated to S.M. Nikol’skiĭ on the occasion of his 100th birthday
The main results and ideas of this paper were presented in the plenary lecture of the author at the International Conference
and Workshop Function Spaces, Approximation Theory and Nonlinear Analysis dedicated to the centennial of Sergei Mikhailovich Nikol’skii, Moscow, May 24–28, 2005. 相似文献
20.
Jean Bourgain Jeff Kahn Gil Kalai Yitzhak Katznelson Nathan Linial 《Israel Journal of Mathematics》1992,77(1-2):55-64
LetX be a probability space and letf: X
n
→ {0, 1} be a measurable map. Define the influence of thek-th variable onf, denoted byI
f
(k), as follows: Foru=(u
1,u
2,…,u
n−1) ∈X
n−1 consider the setl
k
(u)={(u
1,u
2,...,u
k−1,t,u
k
,…,u
n−1):t ∈X}.
More generally, forS a subset of [n]={1,...,n} let the influence ofS onf, denoted byI
f
(S), be the probability that assigning values to the variables not inS at random, the value off is undetermined.
Theorem 1:There is an absolute constant c
1
so that for every function f: X
n
→ {0, 1},with Pr(f
−1(1))=p≤1/2,there is a variable k so that
Theorem 2:For every f: X
n
→ {0, 1},with Prob(f=1)=1/2, and every ε>0,there is S ⊂ [n], |S|=c
2(ε)n/logn so that I
f
(S)≥1−ε.
These extend previous results by Kahn, Kalai and Linial for Boolean functions, i.e., the caseX={0, 1}.
Work supported in part by grants from the Binational Israel-US Science Foundation and the Israeli Academy of Science. 相似文献