Un théorème sur les séries de Dirichlet

We considerk Dirichlet series a _j (n)n ^–s (1jk),k2. We suppose that for eachj the series a _j (n)n ^–s converges fors=s _j =j+it _j , and that Max j<1/(k–1). We prove that the (Dirichlet) product of these series converges uniformly on every bounded segment of the line es = (₁+...+ _k )/k+1–1/k and we estimate the rate of convergence. The number 1–1/k cannot be replaced by a smaller one.     

Interacting Brownian particles and the Wigner law

Summary In this paper, we study interacting diffusing particles governed by the stochastic differential equationsdX _j (t)= _n dB _j (t) –D _jØ_n(X ₁,...,X _n)dt,j=1, 2,...,n. Here theB _jare independent Brownian motions in ^d , and Ø _n (X ₁,...,X _n)= _{n ij} V(X _iX _j) + _ni U(X ₁). The potentialV has a singularity at 0 strong enough to keep the particles apart, and the potentialU serves to keep the particles from escaping to infinity. Our interest is in the behaviour as the number of particles increases without limit, which we study through the empirical measure process. We prove tightness of these processes in the case ofd=1,V(x)=–log|x|,U(x)=x ²/2 where it is possible to prove uniqueness of the limiting evolution and deduce that a limiting measure-valued process exists. This process is deterministic, and converges to the Wigner law ast. Some information on the rates of convergence is derived, and the case of a Cauchy initial distribution is analysed completely.Supported by SERC grant number GR/H 00444     

On Probability and Moment Inequalities for Supermartingales and Martingales

The probability inequality for sum S _n = _j=1 ⁿ X _j is proved under the assumption that the sequence S _k , k= , forms a supermartingale. This inequality is stated in terms of the tail probabilities P(X _j >y) and conditional variances of the random variables X _j , j= . The well-known Burkholder moment inequality is deduced as a simple consequence.     

Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits II

Let {X _j} be independent, identically distributed random variables which are symmetric about the origin and have a continuous nondegenerate distributionF. Let {X _n(1),...,X _n(n)} denote the arrangement of {X ₁,...,X _n} in decreasing order of magnitude, so that with probability one, |X _n(1)|>|X _n(2)|>...> |X _n(n)|. For initegersr _n such thatr _n/n0, define the self-normalized trimmed sumT _n= _i=rn ⁿ X _n(i)/{ _i=rn ⁿ X _n ² (i)}^1/2. Hahn and Weiner⁽⁶⁾ showed that under a probabilistically meaningful analytic condition generalizing the asymptotic normality criterion forT _n, various nonnormal limit laws forT _n arise which are represented by means of infinite random series. The analytic condition is now extended and the previous approach is refined to obtain limits which are mixtures of a normal, a Rademacher, and a law represented by a more general random series. Each such limit law actually arises as can be seen from the construction of a single distribution whose correspondingL(T _n ) generates all of the law along different subsequences, at least if {r _n} grows sufficiency fast. Another example clarifies the limitations of the basic approach.     

An Invariance Principle for Triangular Arrays

Let A _{n, i} be a triangular array of sign-symmetric exchangeable random variables satisfying nE(A ² _{n, i} )1, nE(A ⁴ _{n, i} )0, n ² E(A ² _{n, 1} A ² _{n, 2})1. We show that ^[nt] _i=1 A _ni, 0t1, converges to Brownian motion. This is applied to show that if A is chosen from the uniform distribution on the orthogonal group O _n and X _n(t)=^[nt] _i=1 A _ii, then X _n converges to Brownian motion. Similar results hold for the unitary group.     

Berry–Esseen bounds for von Mises and U-statistics

Let X ₁,... ,X _n be i.i.d.\ random variables. An optimal Berry–Esseen bound is derived for U-statistics of order 2, that is, statistics of the form _{j> k} H (X _j , X _k ), where H is a measurable, symmetric function such that E | H (X₁, X₂)| > , assuming that the statistic is non-degenerate. The same is done for von Mises statistics, that is, statistics of the form _j,k H (X _j , X _k ). As a corollary, the central limit theorem is derived under optimal moment conditions.     

On the Skitovich–Darmois Theorem for Compact Abelian Groups

Let X be a separable compact Abelian group, Aut(X) the group of topological automorphisms of X, f _n: XX a homomorphism f _n(x)=nx, and X ⁽ⁿ⁾=Im f _n. Denote by I(X) the set of idempotent distributions on X and by (X) the set of Gaussian distributions on X. Consider linear statistics L ₁= ₁( ₁)+ ₂( ₂) and L ₂= ₁( ₁)+ ₂( ₂), where _j are independent random variables taking on values in X and with distributions _j, and _j, _jAut(X). The following results are obtained. Let X be a totally disconnected group. Then the independence of L ₁ and L ₂ implies that ₁, ₂I(X) if and only if X possesses the property: for each prime p the factor-group X/X ^(p) is finite. If X is connected, then there exist independent random variables _j taking on values in X and with distributions _j, and _j, _jAut(X) such that L ₁ and L ₂ are independent, whereas ₁, ₂(X) * I(X).     

The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class

LetX, X ₁,X ₂,... be i.i.d. with common distribution functionF. Rather than study limit behavior of the sum,S _n =X ₁++X _n , under constant normalizations, we consider the sum with ther _n summands largest in magnitude removed from the sumS _n , wherer _n andr _n n ^–10. This is known as an intermediate magnitude trimmed sum. LetF be such that lim inf_t lim inf _t EX ² I(|X|t/)t ² P((|X|>t)>0. The collection of suchF is known as the Feller class, a large class of distributions which includes all domains of attraction (in particular the stable laws). Pruitt(¹³) showed that asymptotic normality always holds for the trimmed sums ifF is in the Feller class and ifF is symmetric. Here, for anyF in the Feller class, we obtain complete results including the form of the possible limit laws and their convergence criteria, thus generalizing Pruitt's result to the asymmetric setting.This paper forms a portion of the author's Ph.D. dissertation under the supervision of Daniel C. Weiner.     

A note on sub-multiplicative norms

Summary IfX is a finite-dimensional linear space andL(X) the linear space of linear operators onX thenL(X) may be represented asXX ^*. IfE={e ₁, ...,e _n } is a basis forX and e _j y _j ^* is a typical element ofXX ^*, then norms can be introduced onL(X) in the form y _j ^* e _j . Given that the norm onX isE-absolute we derive a necessary and sufficient condition for the norm onL(X) to be submultiplicative.     

Convergence of Point Processes with Weakly Dependent Points

For each n≥1, let {X _j,n }_1≤j≤n be a sequence of strictly stationary random variables. In this article, we give some asymptotic weak dependence conditions for the convergence in distribution of the point process $N_{n}=\sum_{j=1}^{n}\delta_{X_{j,n}}For each n≥1, let {X _j,n }_1≤j≤n be a sequence of strictly stationary random variables. In this article, we give some asymptotic weak dependence conditions for the convergence in distribution of the point process N_n=?_j=1ⁿd_Xj,nN_{n}=\sum_{j=1}^{n}\delta_{X_{j,n}} to an infinitely divisible point process. From the point process convergence we obtain the convergence in distribution of the partial sum sequence S _n =∑ _j=1 ⁿ X _j,n to an infinitely divisible random variable whose Lévy measure is related to the canonical measure of the limiting point process. As examples, we discuss the case of triangular arrays which possess known (row-wise) dependence structures, like the strong mixing property, the association, or the dependence structure of a stochastic volatility model.     

Exact Asymptotics in log log Laws for Random Fields

Let be i.i.d. random variables, and set S _n = _k n X _k . We exhibit a method able to provide exact loglog rates. The typical result is that

Lattice Polytopes Associated to Certain Demazure Modules of sl n + 1

Let w be an element of the Weyl group of sl _{n + 1}. We prove that for a certain class of elements w (which includes the longest element w₀ of the Weyl group), there exist a lattice polytope R ^l(w) , for each fundamental weight _i of sl _{n + 1}, such that for any dominant weight = _{i = 1} ⁿ a _{i i} , the number of lattice points in the Minkowski sum _w = _{i = 1} ⁿ a _{i i} ^w is equal to the dimension of the Demazure module E _w (). We also define a linear map A ^w : R ^l(w) P _Z R where P denotes the weight lattice, such that char E _w () = e e^–A(x) where the sum runs through the lattice points x of ^w .     

Exponential Sums for O+(2n,q) and Their Applications

For a nontrivial additive character of the finite field with q elements and each positive integer r, the exponential sums ( ( trw )^r ) over w SO ⁺(2n,q) and over w O ⁺(2n,q) are considered. We show that both of them can be expressed as polynomials in q involving certain new exponential sums. Estimates on those new exponential sums are given. Also, we derive from these expressions the formulas for the number of elements w in SO ⁺(2n,q) and O ⁺(2n,q) with (trw) ^r = , for each in the finite field with q elements.     

On properties of entire solutions of linear differential equations with polynomial coefficients

We investigate properties of entire solutions of differential equations of the form

The strong approximation of extremal processes

Summary If X ₁, X ₂, ..., are i.i.d. random variables and Y _n =Max(X ₁, ..., X _n ); if for some sequences A _n , B_n, n=1, 2, ..., E _n (t)=A_nY_[nt]+B_n is such that E _n (1) weakly converges to a non degenerate limit distribution, then we prove that it is possible to construct a sequence of replicates of extremal processes E ⁽ⁿ⁾(t) on the same probability space, such that d(E _n (.), E ⁽ⁿ⁾(.))0 a.s., with the Levy metric. We give the rates of consistency of the approximations.     

Partitions of bipartite numbers

Letp _j(m, n) be the number of partitions of (m, n) into at mostj parts. We prove Landman et al.'s conjecture: for allj andn, p _j(x, 2n–x) is a maximum whenx-n. More generally we prove that for all positive integersm, n andj, p _j(n, m)=p_j(m, n)p_j(m–1, n+1) ifmn.     

A New Law of the Iterated Logarithm in Rd with Application to Matrix-Normalized Sums of Random Vectors

Let (X _n , n1) be a sequence of independent centered random vectors in R ^d . We study the law of the iterated logarithm lim sup _n(2 log log B _n )^–1/2 B ^–1/2 _n S _n =1 a.s., where B _n is the covariance matrix of S _n = ⁿ _i=1 X _i , n1. Application to matrix-normalized sums of independent random vectors is given.     

Approximation Properties of the Operators ⋎n+2r(f) and of Their Discrete Analogs

This paper is devoted to the study of the approximation properties of linear operators which are partial Fourier--Legendre sums of order n with 2r terms of the form _k=1 ^2r a_kP_n+k(x) added; here P _m(x) denotes the Legendre polynomial. Due to this addition, the linear operators interpolate functions and their derivatives at the endpoints of the closed interval [-1,1], which, in fact, for r= = 1 allows us to significantly improve the approximation properties of partial Fourier--Legendre sums. It is proved that these operators realize order-best uniform algebraic approximation of the classes of functions and A _q (B). With the aim of the computational realization of these operators, we construct their discrete analogs by means of Chebyshev polynomials, orthogonal on a uniform grid, also possessing nice approximation properties.     

Extended abstract theory of universal series and applications

In this article, we extend the recently developed abstract theory of universal series to include averaged sums of the form \frac1f(n)?_j=0ⁿ a_j x_j{\frac{1}{\phi(n)}\sum_{j=0}^{n} a_j x_j} for a given fixed sequence of vectors (x _j ) in a topological vector space X over a field \mathbbK{\mathbb{K}} of real or complex scalars, where (f(n)){(\phi(n))} is a sequence of non-zero field scalars. We give necessary and sufficient conditions for the existence of a sequence of coefficients (a _j ) which make the above sequence of averaged sums dense in X. When applied, the extended theory gives new analogues to well known classical theorems including those of Seleznev, Fekete and Menchoff.     

Operating characteristics of MX/G/1 queue with N-policy

We consider aM ^X/G/1 queueing system withN-policy. The server is turned off as soon as the system empties. When the queue length reaches or exceeds a predetermined valueN (threshold), the server is turned on and begins to serve the customers. We place our emphasis on understanding the operational characteristics of the queueing system. One of our findings is that the system size is the sum of two independent random variables: one has thePGF of the stationary system size of theM ^X/G/1 queueing system withoutN-policy and the other one has the probability generating function _j=0 ^N=1 _j z ^j/ _j=0 ^N=1 _j , in which _j is the probability that the system state stays atj before reaching or exceedingN during an idle period. Using this interpretation of the system size distribution, we determine the optimal thresholdN under a linear cost structure.