Researches of DC—Problem Under the Model S in which the Numbers of Defective Coins are not Fixed

In this paper,we research general Defective Cion Problem under the model S,i.e,the number d of Defective cions is not fixed. For d=O,1,or 2. we get some good results.     

On the stability of retrial queues

We consider the following Type of problems. Calls arrive at a queue of capacity K (which is called the primary queue), and attempt to get served by a single server. If upon arrival, the queue is full and the server is busy, the new arriving call moves into an infinite capacity orbit, from which it makes new attempts to reach the primary queue, until it finds it non-full (or it finds the server idle). If the queue is not full upon arrival, then the call (customer) waits in line, and will be served according to the FIFO order. If λ is the arrival rate (average number per time unit) of calls and μ is one over the expected service time in the facility, it is well known that μ > λ is not always sufficient for stability. The aim of this paper is to provide general conditions under which it is a sufficient condition. In particular, (i) we derive conditions for Harris ergodicity and obtain bounds for the rate of convergence to the steady state and large deviations results, in the case that the inter-arrival times, retrial times and service times are independent i.i.d. sequences and the retrial times are exponentially distributed; (ii) we establish conditions for strong coupling convergence to a stationary regime when either service times are general stationary ergodic (no independence assumption), and inter-arrival and retrial times are i.i.d. exponentially distributed; or when inter-arrival times are general stationary ergodic, and service and retrial times are i.i.d. exponentially distributed; (iii) we obtain conditions for the existence of uniform exponential bounds of the queue length process under some rather broad conditions on the retrial process. We finally present conditions for boundedness in distribution for the case of nonpatient (or non persistent) customers. This revised version was published online in June 2006 with corrections to the Cover Date.     

On the demand pooling anomaly in inventory theory

The demand pooling anomaly of inventory theory of type F amounts to a kind of restricted order relation between the individual demands (assumed to be independent) and their average. In this paper, we present some sufficient conditions for the type F anomaly not to occur for two i.i.d. demands; furthermore we provide an asymptotic result showing whether this anomaly occurs for large n for a class of distributions containing all distributions with finite mean.     

On the properties of a class of integral operators in the space Lp

In the spaceL _p (?),p > 1, we consider the operatorA=a? +bS? +cP? +T?, wherea(t), b(t), and c(t) are piecewise-continuous functions on the contour ?, T is a completely continuous operator, P?=1/2πi∫ ?(τ) dτ/? τ ?t ? 1, S?=1/gpi∫ ?(τ) dτ/? τ ? i, ? is a closed convex Lyapunov contour having no rectilinear portions. We study the properties of the operator P and we show that the Noether property conditions and the index of the operator A do not depend on the term cP.     

Large deviations for random dynamical systems and applications to hidden Markov models

In this paper, we prove the large deviation principle (LDP) for the occupation measures of not necessarily irreducible random dynamical systems driven by Markov processes. The LDP for not necessarily irreducible dynamical systems driven by i.i.d. sequence is derived. As a further application we establish the LDP for extended hidden Markov models, filling a gap in the literature, and obtain large deviation estimations for the log-likelihood process and maximum likelihood estimator of hidden Markov models.     

多维指数族分布的参数线性容许估计的一个充分条件

本文利用唯一的Ｂａｙｅｓ估计是容许估计的原理,构造了一个先验分布π１（θ）＝Ｍβ－１（θ）ψ（θ）ｅｘｐ∑ｎｉ＝１∫θｉθｉ０ｂ－ｒｉ（ｔ）ａｉｎｄｔｉ,当它满足一定的条件时,证明了在均方损失下,多维指数族分布ｆθ（ｘ）＝β（θ）ｅｘｐθ′ｘ的参数ｒ（θ）的唯一Ｂａｙｅｓ估计为线性函数ａ′ｘ＋ｂ,因而也是容许估计     

Nonparametric Density Estimation for a Long-Range Dependent Linear Process

We estimate the marginal density function of a long-range dependent linear process by the kernel estimator. We assume the innovations are i.i.d. Then it is known that the term of the sample mean is dominant in the MISE of the kernel density estimator when the dependence is beyond some level which depends on the bandwidth and that the MISE has asymptotically the same form as for i.i.d. observations when the dependence is below the level. We call the latter the case where the dependence is not very strong and focus on it in this paper. We show that the asymptotic distribution of the kernel density estimator is the same as for i.i.d. observations and the effect of long-range dependence does not appear. In addition we describe some results for weakly dependent linear processes.     

Second order asymptotic optimality of estimators for a density with finite cusps

We consider i.i.d. samples from a continuous density with finite cusps. Then we obtain the bound for the second order asymptotic distribution of all asymptotically median unbiased estimators. Further we get the second order asymptotic distribution of a bias-adjusted maximum likelihood estimator, and we see that it is not generally second order asymptotically efficient.     

Equality of Types for the Distribution of the Maximum for Two Values of n Implies Extreme Value Type

In this note, we prove a characterization of extreme value distributions. We show that, under some conditions, if the distribution of the maximum of n i.i.d. variables is of the same type for two distinct values of n then the distribution is one of the three extreme value types. This is an analogue of the well known result that if the sum of two i.i.d. random variables with finite second moment is of the same type as the original distribution then the distribution is Gaussian (Kagan et al., 1973). Our result was motivated by study of the m out of n bootstrap.     

Asymptotic expansions for the variance of stopping times in nonlinear renewal theory

We treat the problem of finding asymptotic expansions for the variance of stopping times for Wiener processes with positive drift (continuous time case) as well as sums of i.i.d. random variables with positive mean (discrete time case). Carrying over the setting of nonlinear renewal theory to Wiener processes, we obtain an asymptotic expansion up to vanishing terms in the continuous time case. Applying the same methods to sums of i.i.d. random variables, we also provide an expansion in the discrete time case up to terms of order o(b^1/2) where the leading term is of order O(b), as b → ∞. The possibly unbounded term is the covariance of nonlinear excess and stopping time.     

与直径和围长有关的最大亏格的下界

本文证明了如下结果:设G为直径为d的简单图,若G的围长不小于d,则当d为不小于4的偶数时,有ξ(G)≤1,即G是上可嵌入的;当d为不小于3的奇数时,有ξ(G)≤2,即γM(G)≥1/2β(G)-1.     

Niveau hermitien de Certaines algèbres de quaternions

Let D [d] =(a,b/F) a quaternion divisior algebra over a field F of characteristic ? 2. Denote 1, i, j , k the basis of D, such that i²[d] n, j²[d] b, ij [d] -ji [d] k and A :D → D the involution given by i [d] -i, j [d] j (and k [d] k). In [LE] D. LEWIS asks the following question :Does there exist a quadratic Pfister form [S p. 721 [d] such that the hermitian form [d] [d] D is isotropic over (D, [d]) but not hyperbolic &; In this note, we show that the answer of this question is negative, so that the hermitien level [§I], when it is finite, of (D, A) is a power of two. This result holds for quaternion algebras with standard involution [LE].     

TheT, T −1-process, finitary codings and weak Bernoulli

We give an elementary proof that the second coordinate (the scenery process) of theT, T ⁻¹-process associated to any mean zero i.i.d. random walk onZ ^d is not a finitary factor of an i.i.d. process. In particular, this yields an elementary proof that the basicT, T ⁻¹-process is not finitarily isomorphic to a Bernoulli shift (the stronger fact that it is not Bernoulli was proved by Kalikow). This also provides (using past work of den Hollander and the author) an elementary example, namely theT, T ⁻¹-process in 5 dimensions, of a process which is weak Bernoulli but not a finitary factor of an i.i.d. process. An example of such a process was given earlier by del Junco and Rahe. The above holds true for arbitrary stationary recurrent random walks as well. On the other hand, if the random walk is Bernoulli and transient, theT, T ⁻¹-process associated to it is also Bernoulli. Finally, we show that finitary factors of i.i.d. processes with finite expected coding volume satisfy certain notions of weak Bernoulli in higher dimensions which have been previously introduced and studied in the literature. In particular, this yields (using past work of van den Berg and the author) the fact that the Ising model is weak Bernoulli throughout the subcritical regime.     

独立随机序列最大值的几乎处处极限定理

本文研究了独立随机序列最大值分布的几乎必然收敛性.利用有关协方差的不等式和加权平均,获得独立随机序列最大值的几乎处处极限.将独立同分布随机序列的结论,推广了独立但不同分布的情形.     

自正则化大偏差的一个注记

设$X_1,X_2,\cdots$为一列独立同分布的随机变量序列\bd 邵(1997)在没有任何矩条件下建立了自正则化大偏差定理, 但其上界的证明相当复杂\bd 为此, 本文给出了一个简洁的证明     

On the DFR property of the compound geometric distribution with applications in risk theory

In 1988, Shanthikumar proved that the sum of a geometrically distributed number of i.i.d. DFR random variables is also DFR. In this paper, motivated by the inverse problem, we study monotonicity properties related to defective renewal equations, and obtain that if a compound geometric distribution is DFR, then the random variables of the sums are NWU (a class that contains DFR). Furthermore, we investigate some applications of risk theory and give a characterization of the exponential distribution.     

A Law of the Iterated Logarithm for Randomly Stopped Sums of Heavy Tailed Random Vectors

 Let be an i.i.d. sequence of -valued random vectors belonging to the generalized domain of semistable attraction of some nonnormal law. Assume further that is a sequence of positive integer valued random variables such that for some for some discrete positive random variable D, where we do not assume that and are independent. Let . Then various laws of the iterated logarithm for the norm of as well as the radial projection onto a unit vector θ are presented. (Received 31 January 2000; in revised form 5 April 2000)     

On the DFR property of the compound geometric distribution with applications in risk theory

In 1988, Shanthikumar proved that the sum of a geometrically distributed number of i.i.d. DFR random variables is also DFR. In this paper, motivated by the inverse problem, we study monotonicity properties related to defective renewal equations, and obtain that if a compound geometric distribution is DFR, then the random variables of the sums are NWU (a class that contains DFR). Furthermore, we investigate some applications of risk theory and give a characterization of the exponential distribution.     

A quantum mechanical approach to a fuzzy theory

Recently, we proposed a general measurement theory for classical and quantum systems (i.e., “objective fuzzy measurement theory”). In this paper, we propose “subjective fuzzy measurement theory”, which is characterized as the statistical method of the objective fuzzy measurement theory. Our proposal of course has a lot of advantages. For example, we can directly see “membership functions” (= “fuzzy sets”) in this theory. Therefore, we can propose the objective and the subjective methods of membership functions. As one of the consequences, we assert the objective (i.e., individualistic) aspect of Zadeh's theory. Also, as a quantum application, we clarify Heisenberg's uncertainty relation.     

Very Strange Projective Curves

Let Y ? Pⁿ, n ≥ 3, be an integral non-degenerate very strange projective curve, i.e. assume that the general hyperplane section of Y is not in linearly general position; hence we are in characteristic p. Let π: X → Y be the normalization. Set d? deg(Y), g? Pa(X) and L? π* (Oy(1)). Here we prove that d > 2g?2 and in particular h¹(X,L) = 0 and h⁰(X,L) = d+1?g ≥ (d?1)/2 > n+1.