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设(X,Y),(X_1,Y_1,),…,(X_n,Y_n)是一个平稳、φ—混合过程((X,Y)∈R~d×R,E|Y|~(s δ)<∞,s≥2,δ>0),用m(x)记E{Y|X=x},本文讨论了m(x)的如下估计m_n(x)的强收敛速度: 相似文献
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设{xn,m≥1}是独立同分布随机变量序列,EX1=0,EX12=1.设Tn= Tn(X1,…,Xn)是随机函数且Tn=Sn Rn.本文证明在E|Rn|2∨r<∞或E|Rn|<∞下,对随机函数Tn成立着Baum-Katz强大数律和重对数律的精确极限性质的一般结果.由此作为推论,对U-统计量,Von-Mises统计量,线性过程,移动平均过程,线性模型中误差方差估计和功率和等在适当矩条件下均可写出Baum-Katz强大数律和重对数律的精确极限性质. 相似文献
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Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables 总被引:1,自引:0,他引:1
Ye JIANG Li Xin ZHANG 《数学学报(英文版)》2006,22(3):781-792
Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1+X2+…+Xn,Mn=max k≤n│Sk│,n≥1.Let an=O(1/loglogn).In this paper,we prove that,for b〉-1,lim ε→0 →^2(b+1)∑n=1^∞ (loglogn)^b/nlogn n^1/2 E{Mn-σ(ε+an)√2nloglogn}+σ2^-b/(b+1)(2b+3)E│N│^2b+3∑k=0^∞ (-1)k/(2k+1)^2b+3 holds if and only if EX=0 and EX^2=σ^2〈∞. 相似文献
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Wei HUANG Ye JIANG Li Xin ZHANG 《数学学报(英文版)》2005,21(5):1057-1070
Let {X,Xn;n ≥ 1} be a strictly stationary sequence of ρ-mixing random variables with mean zeros and finite variances. Set Sn =∑k=1^n Xk, Mn=maxk≤n|Sk|,n≥1.Suppose limn→∞ESn^2/n=:σ^2〉0 and ∑n^∞=1 ρ^2/d(2^n)〈∞,where d=2 if 1≤r〈2 and d〉r if r≥2.We prove that if E|X|^r 〈∞,for 1≤p〈2 and r〉p,then limε→0ε^2(r-p)/2-p ∑∞n=1 n^r/p-2 P{Mn≥εn^1/p}=2p/r-p ∑∞k=1(-1)^k/(2k+1)^2(r-p)/(2-p)E|Z|^2(r-p)/2-p,where Z has a normal distribution with mean 0 and variance σ^2. 相似文献
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对线性模型:Y=Xβ ρ,E(ρ)=0,cov(ρ)=σ^2G,G=diag(g1,…gn),探讨了单个数据点对σ^2的估计-↑σ^2,β的估计-↑β的广义方差|cov-↑β|及Fisher信息阵:σ^2X′G^-1X的影响,给出了度量准则和它的化简式及统计解释。 相似文献
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设{Xn,n≥1}是独立同分布随机变量序列,EX1=0,EX12=1.设Sn=n∑i=1Xi,Tn=Tn(X1,…,Xn)是随机函数且Tn=Sn+Rn.本文证明在E|Rn|2∨r《∞或E|Rn|《∞下,对随机函数Tn成立着Baum-Katz强大数律和重对数律的精确极限性质的一般结果.由此作为推论,对U-统计量,Von-Mises统计量,线性过程,移动平均过程,线性模型中误差方差估计和功率和等在适当矩条件下均可写出Baum-Katz强大数律和重对数律的精确极限性质. 相似文献
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Let (X,y) be a R~d×R~1-valued radom vector with E(?)=E(Y|X=x) be the regression funvion of Y with respect to X.Su (X_i, Y_i),i=1, …,n, are iid samples drawn ftc, from (X,Y).(?)desired to estimate m(x) based on these samples,everoye discussed in (?) the pointwise convergence of the nearest neigthoor estimate m_n(X) (see (5) of the present paper). Ih this article we further study the rate of this eonyer-gence.It is shown that if there exists p≥2 sach that E 、|Y|<∞,then for suitabte choice of the weighte C_m (see(4) of the present paper). 相似文献
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研究了随机狄里克莱级数 f (s,ω) =∑∞n=1an Xne-λns在独立 (可不同分布 )随机变量序列{ Xn}满足(i) limn→∞E|Xn|>0 ,supn 1 E|Xn|p <∞ (p >1) ;(ii) limn→∞nλn=D <∞ ;(iii) limn→∞ln|an|λn=0等条件时的增长性和值分布 ,得到了比较好的结果 相似文献
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Kahane has studiedthe value distribution ofthe Gauss-Taylor series∑anXnzn,∞where{Xn}is a complex Gauss sequence and∑|an|2=∞.Inthis paper,by trans forming the right half plane into the unit disc and setting up some important inequalities,the value distribution of the Dirichlet series∑Xne- nS is studied where{Xn}is a sequence of some non-degenerate independent random variable satisfying conditions:EXn=0;∞E|Xn|2=+∞;An∈N,Xn or ReXn or ImXn of bounded density.There exists α>0 such that An:α2E|Xn|2≤E2|Xn|<+∞(the classic Gauss and Steinhaus random variables are special cases of such random variables).The important results are obtainedthat every point on the line Res=0 is a Picard point of the series withoutfinite exceptional value a.s.. 相似文献
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Pallav Goyal 《代数通讯》2017,45(7):2996-3004
We prove that for any finite dimensional representation V of a finite group G of order n the quotient variety G??(V) is projectively normal with respect to descent of 𝒪(1)?l where l = lcm{1,2,3,4,…,n}. We also prove that for the tautological representation V of the alternating group An the projective variety An??(V) is projectively normal with respect to the descent of the above line bundle. 相似文献
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S.I.S.向量随机测度在弱拓扑及相容拓扑下的收敛性 总被引:1,自引:0,他引:1
本文主要研究s.i.s.向量随机测度在弱拓扑及相容拓扑下的收敛性,给出了s.i.s.向量随机测度在弱拓扑 容拓扑下的Vitali-Halm-Saks定理,作为应用,我们建立了R^1-值有界可测函数关于Banach空间值s.i.s.向量随机测度的随机积分的收敛定理,并得到了具typep的Banach空间中s.i.s.向量随机测度的大数定律及中心极限定理。 相似文献
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The main goal of this paper is to give two ways to estimate the needed parameters in order to obtain the condition number of S.S.O.R. preconditioned matrices, namely, the algebraic matricial formulation of convexity Riesz theorem and the tridiagonal Fourier analysis. The improvement with respect to Axelsson's approach is explicitly given. Estimations of the condition number in the case of A.D.I. preconditioning is also considered. 相似文献
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We present and compare several approaches for the optimization of the relaxation parameter both for A.D.I. and S.S.O.R. basic iteration and preconditioning conjugate gradient method. For each kind of preconditioning a detailed link between estimates of the spectral radius of the iteration matrix and of the condition number resulting from preconditioning is proposed. It allows to choose the best approach in order to obtain the optimal relaxation parameter and the corresponding optimal estimates either of the spectral radius of the iteration matrix and of the resulting condition mumber of the S.S.O.R. and A.D.I. preconditioning. 相似文献
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在本文中,针对蕴涵算子$R_0$,我们给出了当$A\rightarrow B$与$A^*(B^*)$给定时,求使三I表达式$(A\rightarrow B)\rightarrow(A^*\rightarrow B^*)$取最小值的全体$B^*(A^*)$之集的上确界(下确界)算法.并将上确界算法推广到多维多重的模糊推理中.从三I表达式取最值时求最优的$B^*(A^*)$的角度来看,本文是三I算法思想的延伸和完善. 相似文献
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In this paper, we prove that every graph with maximum degree six that can be embedded in a surface of nonnegative characteristic is of Class I if it does not contain a 5- or 6-cycle with a chord, which extends some known results. 相似文献
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定时截尾下指数分布的修正最大似然估计 总被引:6,自引:0,他引:6
本文在定时截尾情形下对指数分布提出了修正的最大似然估计,且把修正方法应用到定时截尾恒加试验和步加试验,模拟结果表明修正后的估计量的均方误差有了明显减少。 相似文献
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Hanne Dalgas Christiansen 《BIT Numerical Mathematics》1988,28(3):671-677
Sums of independent, identically distributed (iid) binomial variates have binomial distributions; yet it is possible to construct a sequence of binomial distributions over {0, 1} for variatesX
1,X
2, ... such that all partial sumsY
i =X
1 + ... +X
i have uniform distributions. The price to pay is to give up the iid condition. Requiring the property of only one sum does not alleviate the situation much.It is also possible to generate on a computerm × n-matrices, of 0–1 binomial variates with uniformly distributed row and column sums of all major submatrices, but only for smallm andn. Even a three-dimensional 2 × 2 × 2 array can have a similar property.Other target distributions than the rectangular are possible, but cumbersome. An example with smaller variance is given.The results were needed for simulating the performance of some Operations Research algorithms.Dedicated to Peter Naur on the occasion of his 60th birthday 相似文献
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Zhang Lixin 《数学学报(英文版)》1998,14(1):113-124
Let {X, X
n
;n>-1} be a sequence of i.i.d.r.v.s withEX=0 andEX
2=σ2(0 < σ < ∞).
we obtain some sufficient and necessary conditions for
to hold, get the widest range ofk’s and answer a question of Hanson and Russo (1983).
Supported by National Natural Science Foundation of China and China Postdoctoral Science Foundation 相似文献