共查询到20条相似文献,搜索用时 15 毫秒
1.
Beneš Viktor Bodlák Karel Hlubinka Daniel 《Methodology and Computing in Applied Probability》2003,5(3):289-308
The extremal shape factor of spheroidal particles is studied in the stereological context using the extreme value theory. The domain of attraction is invariant with respect to the transformation between spatial characteristics and planar sections characteristics. It is shown that for the Farlie-Gumbel-Morgenstern bivariate distribution of size and shape factor one can estimate the normalizing constants of shape factor conditioned by unknown particle size. The theoretical solution is followed by a detailed simulation study which demonstrates the use of estimation techniques developed. The method is useful for engineering applications in materials science, where microstructural extremes correlate with the properties of materials. 相似文献
2.
Asymptotic behavior of extremes of shot noise in the case of monotone response functions with unbounded support and subexponentially distributed amplitudes is considered. It is assumed that the amplitude distribution belongs to the domain of attraction of a certain maximum-stable law. The limit distribution for maxima is obtained. 相似文献
3.
Under a second order regular variation condition, rates of convergence of the distribution of bivariate extreme order statistics to its limit distribution are given both in the total variation metric and in the uniform metric. 相似文献
4.
We present a class of semi-parametric estimators for the second order parameter related to a probability distribution with a regularly varying tail. The second order parameter plays an important role whenever dealing with optimization problems in statistics of extreme values. Consistency and asymptotic normality are proven under appropriate conditions. 相似文献
5.
We present a method for deriving the limiting distribution of the maximum of a normed empirical moment generating function process indexed by one parameter. We first extend slightly the results of Csörg et al. (1986b) to provide the rate of convergence for a Gaussian approximation to a non-Donsker empirical process. In cases we consider, the maximum tends to infinity in probability, but when appropriately scaled has a limiting Gumbel extreme value distribution.AMS 2000 Subject Classification Primary—62E20, 60G70*Author for correspondence: School of Mathematics and Statistics, University of Sydney, New South Wales 2006, Australia. 相似文献
6.
得到一类Gumbel分布最大吸引场的随机容量样本的次序统计量的精致渐近性,揭示了收敛速度、权函数、边界函数及极限状态之间的联系.这类吸引场真包含了全体(γ),γ>0分布族. 相似文献
7.
Steven J. Sepanski 《Journal of Theoretical Probability》1994,7(4):857-866
For independent identically distributed random vectors,X
i
, we give necessary and sufficient probabilistic conditions for their common distribution to belong to the Generalized Domain of Attraction of the multivariate normal law. The first condition says that after projecting onto any direction, , the sum of squares,
i
1=1
X
i
, 2, properly normalized, converges to one in probability uniformly over the unit sphere. The second condition says that max X
i
, 2/
n
i=1
X
i
, 2 converges to zero in probability uniformly over the unit sphere. 相似文献
8.
9.
Peter Becker-Kern 《Journal of Theoretical Probability》2003,16(3):573-598
A hemigroup of probability measures builds the set of distributions of the increments of an independent increment process. Decomposability properties of the hemigroup lead to stable respectively semistable hemigroups and enable us to show that such hemigroups appear as limits of certain functional limit theorems for operator-normed independent (non-identically) distributed random vectors. Regular variation properties of the norming operators show that the functional limit theorems are closely related to limits of infinitesimal triangular arrays of independent random vectors, i.e., to operator-self-decomposable respectively operator-semi-self-decomposable laws. 相似文献
10.
This paper obtains some results on the precise asymptotics for the order statistics generated by the random samples of maximum domain of attraction of the Fréchet distribution, which reveal the relations among the boundary function, weight function, convergence rate and limit position in a uniform form.Research supported by National Science Foundation of China (NO. 10271087). 相似文献
11.
Groshev gave a characterization of the union of domains of partial attraction of all Poisson laws in 1941. His classical condition is expressed by the underlying distribution function and disguises the role of the mean of the attracting distribution. In the present paper we start out from results of the recent probabilistic approach and derive characterizations for any fixed >0 in terms of the underlying quantile function. The approach identifies the portion of the sample that contributes the limiting Poisson behavior of the sum, delineates the effect of extreme values, and leads to necessary and sufficient conditions all involving . It turns out that the limiting Poisson distributions arise in two qualitatively different ways depending upon whether >1 or <1. A concrete construction, illustrating all the results, also shows that in the boundary case when =1 both possibilities may occur. 相似文献
12.
设 { ( Xi,Yi) ,i≥ 1 }是独立同分布二维随机向量列 ,其共同分布函数为 F.设 F属于 G的吸引场 ,本文假定边缘分布满足 Von-Mises条件 ,主要考虑二维极大值向量 Mn 密度收敛局部一致成立的问题 .本文将 Resnick[3 ]的结果推广到了二维情形 相似文献
13.
In this article, the dynamical behavior of a generalized Lorenz system is derived based on stability theory of dynamical systems. The meaningful contribution of this article is that the domain of attraction of the new chaotic system is studied in detailed. Finally, numerical simulations are given to verify the effectiveness and correctness of the obtained results. © 2015 Wiley Periodicals, Inc. Complexity 21: 99–105, 2016 相似文献
14.
Sadanori Konishi Takakazu Sugiyama 《Annals of the Institute of Statistical Mathematics》1981,33(1):27-33
Summary Normalizing transformations of the largest and the smallest latent roots of a sample covariance matrix in a normal sample
are obtained, when the corresponding population roots are simple. Using our results, confidence intervals for population roots
may easily be constructed. Some numerical comparisons of the resulting approximations are made in a bivariate case, based
on exact values of the probability integral of latent roots. 相似文献
15.
本文讨论同分布的φ-混合随机向量序列其共同分布属于某个没有Gauss分量的广义的半稳定律的吸引场部分和的积分检验的极限结果,由此可推出相应的Chover型重对数律. 相似文献
16.
In this paper, the global asympotic behavior of solutions of a class of continuous‐time dynamical system is studied. Not only do we obtain the ultimate boundedness of solutions of the system but we also obtain the rate of the trajectories of the system going from the exterior of the trapping set to the interior of the trapping set, which can be applied to study chaotic control and chaotic synchronization of the system. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
17.
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. 相似文献
18.
LetX,X
1,X
2,... be i.i.d. random vectors in d. The limit laws that can arise by suitable affine normalizations of the partial sums,S
n=X
1+...+X
n, are calledoperator-stable laws. These laws are a natural extension to
d
of the stable laws on. Thegeneralized domain of attraction of [GDOA()] is comprised of all random vectorsX whose partial sums can be affinely normalized to converge to . If the linear part of the affine transformation is restricted to take the formn
–B for some exponent operatorB naturally associated to thenX is in thegeneralized domain of normal attraction of [GDONA()]. This paper extends the theory of operator-stable laws and their domains of attraction and normal attraction. 相似文献
19.
Ildar Ibragimov Ofer Zeitouni 《Transactions of the American Mathematical Society》1997,349(6):2427-2441
We study the distribution of the complex roots of random polynomials of degree with i.i.d. coefficients. Using techniques related to Rice's treatment of the real roots question, we derive, under appropriate moment and regularity conditions, an exact formula for the average density of this distribution, which yields appropriate limit average densities. Further, using a different technique, we prove limit distribution results for coefficients in the domain of attraction of the stable law.
20.
Let variables in the {X, Xn, n ≥ 1} be a sequence of strictly stationary φ-mixing positive random domain of attraction of the normal law. Under some suitable conditions the principle for self-normalized products of partial sums is obtained. 相似文献