共查询到20条相似文献,搜索用时 46 毫秒
1.
Hansmartin Zeuner 《Journal of Theoretical Probability》1994,7(2):225-245
Let (X
n:n) be i.i.d. with finite variance and values in a hypergroupK:=+ or and
j=1
n
X
j
be the randomized sum of these random variables. It is shown that the processes
converge in distribution to a Gaussian process in the caseK=+, that the processes
converge towards a Bessel process on + in the case of polynomial growth of the hypergroupK=+ or , and that in the case of exponential growth
converges towards a Brownian motion asn. 相似文献
2.
3.
Let X be a rearrangement-invariant Banach function space
over a complete probability space
, and denote by
the Hardy space consisting of all martingales
such that
. We prove that
implies
for any filtration
if and only if Doobs inequality holds in
X, where
denotes the martingale defined by
, n = 0, 1, 2, ..., and
a.s.Received: 1 August 2000 相似文献
4.
Summary Let (W, H, ) be an abstract Wiener space and letR(w) be a strongly measurable random variable with values in the set of isometries onH. Suppose that Rh is smooth in the Sobolev sense and that it is a quasi-nilpotent operator onH for everyhH. It is shown that (R(w)h) is again a Gaussian (0, |h|
H
2
)-random variable. Consequently, if (e
i
,i)W
* is a complete, orthonormal basis ofH, then
defines a measure preserving transformation, a rotation, onW. It is also shown that if for some strongly measurable, operator valued (onH) random variableR, (R(w+k)h) is (0, |h|
H
2
)-Gaussian for allk, hH, thenR is an isometry and Rh is quasi-nilpotent for allHH. The relation between the stochastic calculi for these Wiener pathsw and
, as well as the conditions of the inverbibility of the map
are discussed and the problem of the absolute continuity of the image of the Wiener measure under Euclidean motion on the Wiener space (i.e.
composed with a shift) is studied.The research of the second author was supported by the Fund for the Promotion of Research at the TechnionDedicated to the memory of Albert Badrikian 相似文献
5.
Summary LetX
n, n
d
be a field of independent random variables taking values in a semi-normed measurable vector spaceF. For a broad class of fields n, d of positive numbers, the almost sure behaviour of knXk/n, n d is studied. The main result allows us to deduce some new and well-known theorems for fields of independentF random variables from related results for fields of independent real random variables.Supported in part by the Youth Science Foundation of China, No. 19001018Supported by the National Natural Science Foundation of China 相似文献
6.
We consider infinite matrices with entries from (and only finitely many nonzero entries on any row). A matrixA is partition regular over provided that, whenever the set of positive integers is partitioned into finitely many classes there is a vector
with entries in such that all entries ofA
lie in the same cell of the partition. We show that, in marked contrast with the situation for finite matrices, there exists a finite partition of no cell of which contains solutions for all partition regular matrices and determine which of our pairs of matrices must always have solutions in the same cell of a partition. 相似文献
7.
Let
be an i.i.d. sequence of rotationally invariant random vectors in
. If X
12 is dominated (in the sense defined below) by Z2 for a rotationally invariant normal random vector Z in
, then for each k and
for p3 or p,n2 (resp. for 1p2, n3). The constant (
Zp)1/p is the best possible. The result applies, in particular, for variables uniformly distributed on the sphere S
n-1 or the ball B
n. In the case of the sphere, the best constant is
With this constant, the Khintchine type inequality in this case also holds for 1p2,n=2. 相似文献
8.
9.
Qi-Man Shao 《Probability Theory and Related Fields》1992,94(1):119-133
Summary Let {X(t),t 0} be a stationary Gaussian process withEX(t)=0,EX
2(t)=1 and covariance function satisfying (i)r(t) = 1 2212;C |t | + o (|t|)ast0 for someC>0, 0<2; (ii)r(t)=0(t
–2) as t for some >0 and (iii) supts|r(t)|<1 for eachs>0. Put (t)= sup {s:0 s t,X(s) (2logs)1/2}. The law of the iterated logarithm implies
a.s. This paper gives the lower bound of (t) and obtains an Erds-Rèvèsz type LIL, i.e.,
a.s. if 0<<2 and
. Applications to infinite series of independent Ornstein-Uhlenbeck processes and to fractional Wiener processes are also given.Research supported by the Fok Yingtung Education Foundation of China and by Charles Phelps Taft Postdoctoral Fellowship of the University of Cincinnati 相似文献
10.
Let
n
and
be an empirical process and a generalized Brownian bridge, respectively, indexed by a class of real measurable functions. From the central limit theorem for empirical processes it follows that for allr0. In this paper, assuming the class to be countably determined, under certain conditions we obtain an estimate for some constantC. Vapnik-ervonenkis class and the indicators of lower left orthants provide examples of classes considered here. 相似文献
11.
E. B. Dynkin 《Probability Theory and Related Fields》1993,94(3):399-411
Summary We consider Markov processes with a fixed transition functionp(r, x; t, B) and with random birth times. We show that a process
can be obtained from (X
t
,P) by birth delay if and only if
for allt andB. As an application, we give a new version and a new proof of the results of Rost [R] and Fitzsimmons [F2] on stopping distributions of Markov processes. The key Lemma 1.1 replaces the filling scheme used by the previous authors.Birth delay was considered from a different prospective in [F1].Partially supported by the National Science Foundation Grant DMS-8802667 相似文献
12.
Edgar R. Lorch 《Integral Equations and Operator Theory》1981,4(3):422-434
The objects studied are the subalgebras of
which contain co. These are isometrically isomorphic to the algebras C(
) where
is a compactification of a discrete denumerable set N . It is shown: 1) If
is metric then there is a projection of norm 1, P: C(
) C(
) with kernel co defined by PF = f o where is a retraction of
onto
=
– N . 2) If
is metric, then the group of homeomorphisms of
is isomorphic to a complete group of permutations of the natural numbers . 3) The group of homeomorphisms of a compact metric space is the homomorphic image of a complete group of permutations of ("complete" means "no outer automorphisms, trivial center"). 相似文献
13.
Let G be a finite group,
a normal subgroup, p a prime,
a finite splitting field of characteristic p for
G and
We prove that
is a splitting field for N, using the action
of the Galois group of the field extension
on the irreducible representations of N.
As
is a splitting field for the symmetric group
Sn
we get as a corollary that
is a splitting field for the alternating group
An.
Received: 31 July 2003 相似文献
14.
For 2-periodic polynomial splines of order r, of minimal defect, with nodes at the points k/n, n , there are established the sharp inequalities
相似文献
15.
Zusammenfassung Es wird die Fortpflanzung elastisch-plastischer Spannungswellen in einem unendlichen Medium betrachtet, welches einer idealen Spannungs-Verformungs-Kurve folgt, Trescas Fliesskriterium unterworfen ist und einen sphärischen Hohlraum enthält, wobei an der Fläche des Hohlraumes ein Stoss
angenommen wird. Ein rechnerisches Verfahren, basiert auf endliche Differenzen, wird entwickelt and ein Beispiel gegeben.
Notation radial stress - tangential stress - K yield stress - rr non-dimensional radial stress ( /K) - non-dimensional tangential stress ( /K) - , Lame's constants - K b Bulk constant (=(3+2)/3) - v Poisson's constant - Material density - C Elastic wave velocity (=((+2)/)1/2) - C p Plastic wave velocity (=(K b /)1/2) - distance from center of cavity - r 0 cavity radius - v non-dimensional radial co-ordinate (= /r 0) - time - t non-dimensional time (=C /r 0) - radial displacement - u non-dimensional radial displacement (=/r 0) - particle velocity - v non-dimensional particle velocity (= /C) - pressure - P(t) non-dimensional pressure (= /K) 相似文献 16.
Gregory J. Morrow 《Probability Theory and Related Fields》1981,57(2):265-291
Summary Given independent identically distributed random variables {x
n
;n
q
| indexed by q-tuples of positive integers and taking values in a separable Banach space B we approximate the rectangular sums
by a Brownian sheet. We obtain the corresponding result for random variables with values in a separable Hilbert space H while assuming an optimal moment condition. Generalized versions of the functional law of the iterated logarithm are thus derived. 相似文献
17.
O. M. Fomenko 《Journal of Mathematical Sciences》2004,122(6):3699-3708
Let S
k
(0(N)) be the space of cusp forms of even weight k for
0
(N), let
be the set of all newforms in S
k
(
0
(N)), and let
be the symmetric square of the Hecke L-function of a form
. It is proved that for N=p we have
18.
For a non-decreasing integer sequence a=(a1,...,an) we define La to be the set of n-tuples of integers = (1,...,n) satisfying
. This generalizes the so-called lecture hall partitions corresponding to ai=i and previously studied by the authors and by Andrews. We find sequences a such that the weight generating function for these a-lecture hall partitions has the remarkable form
In the limit when n tends to infinity, we obtain a family of identities of the kind the number of partitions of an integer m such that the quotient between consecutive parts is greater than is equal to the number of partitions of m into parts belonging to the set P, for certain real numbers and integer sets P. We then underline the connection between lecture hall partitions and Ehrhart theory and discuss some reciprocity results. 相似文献
19.
Paul H. Schuette 《Journal of Theoretical Probability》1994,7(1):3-45
Given a sequence of independent, but not necessarily identically distributed random variables,Y
i
, letS
k
denote thekth partial sum. Define a function
by taking
to be the piecewise linear interpolant of the points (k, S
k
), evaluated att, whereS
0=0, andk=0, 1, 2,... Fort[0, 1], let
. The
are called trajectories. With regularity and moment conditions on theY
i
, a large deviation principle is proved for the
. 相似文献
20.
Aparna W. Higgins 《Algebra Universalis》1985,20(2):179-193
Given a group G and a descending chainG
0,G
1,...,G
n, of normal subgroups ofG, we prove that there exists a universal algebra
, such that the chain ...Wn(
)...W1(
}) W0(
)W(
) is isomorphic to the chain ...G
n ...G
1G
0G, where W(
) is the group of weak automorphisms of
, and Wn(
) is the group of weak automorphisms of
that leaves alln-ary operations fixed.We also prove that there are an infinite number of non-isomorphic algebras that satisfy the above.These results are a generalization of those proved by J. Sichler, in the special case when G=G0, and G1=G2=...=Gn=....Presented by J. Mycielski.This paper comprises part of the author's doctoral dissertation at the University of Notre Dame in 1983. The author wishes to express her deep gratitude to Professor Abraham Goetz for suggesting this problem, for being extremely generous with his time and experience, and for giving her his constant encouragement. The author also thanks the reviewer for his helpful comments. 相似文献
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