Limit Theorems for the Maximum Terms of a Sequence of Random Variables with Marginal Geometric Distributions

Let X _n1 ^* , ... X _nn ^* be a sequence of n independent random variables which have a geometric distribution with the parameter p _n = 1/n, and M _n ^* = \max\{X _n1 ^* , ... X _nn ^* }. Let Z ₁, Z₂, Z₃, ... be a sequence of independent random variables with the uniform distribution over the set N _n = {1, 2, ... n}. For each j N _n let us denote X _nj = min{k : Z_k = j}, M _n = max{X_n1, ... X_nn}, and let S _n be the 2nd largest among X _n1, X_n2, ... X_nn. Using the methodology of verifying D(u_n) and D'(u_n) mixing conditions we prove herein that the maximum M _n has the same type I limiting distribution as the maximum M _n ^* and estimate the rate of convergence. The limiting bivariate distribution of (S_n, M_n) is also obtained. Let _n, _n N_n, , and T _n = min{M(A_n), M(B_n)}. We determine herein the limiting distribution of random variable T _n in the case _n , _n/_n > 0, as n .     

Rates of convergence for the stability of large order statistics

Forr1 and eachnr, letM _nr be therth largest ofX ₁,X ₂, ...,X _n , where {X _n ,n1} is an i.i.d. sequence. Necessary and sufficient conditions are presented for the convergence of for all >0 and some –1, where {a _n } is a real sequence. Furthermore, it is shown that this series converges for all >–1, allr1 and all >0 if it converges for some >–1, somer1 and all >0.     

Strong law of large numbers for the middle part of a sample

Let {X_n} _n=1 be a sequence of independent, symmetric random variables and let {X_in} _i=1 ⁿ be the absolute order statistics. The rate of growth of and X_2,n is investigated for n.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 166, pp. 25–31, 1988.     

Un nouveau type d'inégalités pour les martingales discrètes

Summary We prove the following extension of classical Burkholder-Davis-Gundy inequalities: let (X _n ) _nN be a martingale; for p1, in order that and belong to L ^p, it is sufficient that Inf(X ^*, S(X)) belong to L ^p. For «regular» martingales this result holds for p>0.     

On the set visited once by a random walk

Summary In this paper we prove the following statement. Given a random walk ,n=1, 2, ... where ₁, ₂ ... are i.i.d. random variables, let (n) denote the number of points visited exactly once by this random walk up to timen. We show that there exists some constantC, 0 <C < , such that with probability 1. The proof applies some arguments analogous to the techniques of the large deviation theory.Research supported by the Hungarian National Foundation for Scientific Research, Grant N^o # 819/1     

Note on irregularities of distribution

Letf be a periodic function on with period 1, piecewise continuously differentiable, satisfying . For an arbitrary sequence = ( _i ) in [0,1) put and . If then _n (f,) >c· logn holds for some positive constantc (depending onf only) and almost alln. In a certain sense the converse is also true: there is a class of functionsf with such that _n (f,) =o (logn).Support has been received from Netherlands Organization for the Advancement of Pure Research (Z. W. O.).     

The Maximum Box Problem and its Application to Data Analysis

Given two finite sets of points X ⁺ and X ^– in ⁿ , the maximum box problem consists of finding an interval (box) B = {x : l x u} such that B X ^– = , and the cardinality of B X ⁺ is maximized. A simple generalization can be obtained by instead maximizing a weighted sum of the elements of B X ⁺. While polynomial for any fixed n, the maximum box problem is -hard in general. We construct an efficient branch-and-bound algorithm for this problem and apply it to a standard problem in data analysis. We test this method on nine data sets, seven of which are drawn from the UCI standard machine learning repository.     

The Law of the Logarithm for Weighted Sums of Independent Random Variables

Let X,X _n ;n1 be a sequence of real-valued i.i.d. random variables with E(X)=0. Assume B(u) is positive, strictly increasing and regularly-varying at infinity with index 1/2<1. Set b _n =B(n),n1. If

Convergence of series of translations

For a mean zero norm one sequence (f _n )L ₂[0, 1], the sequence (f _n {nx+y}) is an orthonormal sequence inL ₂([0, 1]²); so if , then converges for a.e. (x, y)[0, 1]² and has a maximal function inL ₂([0, 1]²). But for a mean zerofL ₂[0, 1], it is harder to give necessary and sufficient conditions for theL ₂-norm convergence or a.e. convergence of . Ifc _n 0 and , then this series will not converge inL ₂-norm on a denseG subset of the mean zero functions inL ₂[0, 1]. Also, there are mean zerofL[0, 1] such that never converges and there is a mean zero continuous functionf with a.e. However, iff is mean zero and of bounded variation or in some Lip() with 1/2<1, and if |c _n | = 0(n ^–) for >1/2, then converges a.e. and unconditionally inL ₂[0, 1]. In addition, for any mean zerof of bounded variation, the series has its maximal function in allL _p[0, 1] with 1p<. Finally, if (f _n )L [0, 1] is a uniformly bounded mean zero sequence, then is a necessary and sufficient condition for to converge for a.e.y and a.e. (x _n )[0, 1]. Moreover, iffL [0, 1] is mean zero and , then for a.e. (x _n )[0, 1], converges for a.e.y and in allL _p [0, 1] with 1p<. Some of these theorems can be generalized simply to other compact groups besides [0, 1] under addition modulo one.     

The Groups H3(F(X)/FM) and CH2(X) for Generic Splitting Varieties of Quadratic Forms

Let F be a field of characteristic different from 2 and be a quadratic form over F. Let X be an arbitrary projective homogeneous generic splitting variety of . For example, we can take X to be equal to the variety X_,m of totally isotropic m-dimensional subspaces of V, where V is the quadratic space corresponding to and < dim V. In this paper, we study the groups CH²(X) and H³(F(X)/F) = ker(H ³(F) H ³(F(X))). One of the main results of this paper claims that the group Tors CH²(X) is always zero or isomorphic to . In many cases we prove that Tors CH²(X) = 0 and compute the group H ³(F(X)/F) completely. As an application of the main results, we give a criterion of motivic equivalence of eight-dimensional forms except for the case where the Schur indices of their Clifford algebras equal 4.     

Fonctions Séparément Finement Surharmoniques

Nous montrons que toute fonction séparément finement surharmonique sur un ouvert de la topologie produit _{n_1}×s× _{n_k} des topologies fines des espaces R ⁿ ₁,. . ., R ⁿ _k, _{n_1}×s× _{n_k}-localement bornée inférieurement est finement surharmonique dans . On en déduit que toute fonction séparément finement harmonique, _{n_1}×s× _{n_k}-localement bornée sur est finement harmonique dans .Separately Finely Superharmonic Functions Abstract.We prove that every separately finely surperharmonic function on an open set in R ⁿ ₁×s×R ⁿ _k for the product _{n_1}×s× _{n_k} of the fine topologies on the spaces R ⁿ ₁,. . ., R ⁿ _k, _{n_1}×s× _n-_klocally lower bounded, is finely superharmonic in . We then deduce that every separateltly finely harmonic function _{n_1}×s× _{n k}-locally bounded in is finely harmonic.     

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

Probabilities of large deviations on Borel sets

For independent, identically distributed vectors X and Borel sets A_n, one investigates the accuracy of the approximation of the probability P_n(A_n)= P{n^1/2(X₁+...+X_n)A_n} by the distribution. One obtains criteria in order to have the relations, uniformly with respect to all sequences {A_n} such that, \bar \Lambda \left. {\left. {\left( {\sqrt n } \right)} \right\}} \right)$$ " align="middle" border="0"> , where are functions satisfying certain conditions.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 130, pp. 157–166, 1983.     

Théorème de division avec des conditions au bord

Let be an open subset of ⁿ and be a subalgebra of the algebra of analytic functions on . We suppose that satisfies some weak conditions of noetherianity such that we can construct a finite stratification for each ideal of . We also suppose that satifies global £ojasiewicz's inequalities. We prove the following: Let andf C on flat on ; if for eacha the Taylor's serie off ata, T _a f, is in the ideal generated byT _a f ₁,...,T _a f _p in the ring of formal power series, then there exist ₁,..., _p ,C on flat on such that . This result extends the classic Hormander's theorem of division (for a polynomial) or the £ojasiewicz-Malgrange theorem in the local analytic case.Reherches menées dans le cadre du Programme d'Appui à la Recherche Scientifique (PARS MI 33)     

A dissipative transformation with a trivial tail-algebra

Summary In [1], an example was given of a measure-preserving dissipative transformation T in a -finite measure space (X, , ), such that T is conservative in the measure space (X, , ) where . Here we shall show that for this transformation we actually have R ={ØX}[].     

On the Harris Recurrence of Iterated Random Lipschitz Functions and Related Convergence Rate Results

A result by Elton⁽⁶⁾ states that an iterated function system

On convergence of types and processes in Euclidean space

Let be an Euclidean space; Y _n , Z, U random vectors in ; h _n , g _n affine transformations and let þ be a subgroup of the group G of all the in vertible affine transformations, closed relative to G. Suppose that g_n and where Z is nonsingular. The behaviour of _n = h _n g _n ^–1 as n is discussed first. The results are used then to prove that if for all t(0, ), where h _n þ and Z ₁ is nonsingular and nonsymmetric with respect to þ then H, for all t(0,) and is a continuous homomorphism of the multiplicative group of (0, ) into þ. The explicit forms of the possible are shown.     

On the Influence of Weights on Extremes

Let X ₁, ..., X_n be an i.i.d. sequence of random variables, from an unknown distribution F, and X ₁ ^W , ... X _n ^W be a sample from , the weighted empirical distribution function of X ₁, ..., X_n. We define the order statistics X _1,n ^W ... X _n,n ^W of X ₁ ^W , ..., X _n ^W . Under suitable assumptions on weights, we study the influence of the maxima in the construction of limit theorems. We choose a resample size m(n) and we derive conditions on m(n) for the in probability and with probability 1 consistency of X _m(n),m(n) ^W . The presence of weights has an influence on the resample size and requires the use of new tools. When X _n,n is in the domain of attraction of an extreme value distribution, m(n) , and , as n , all our results hold.     

Limit theorems for the ratio of the empirical distribution function to the true distribution function

Summary We consider almost sure limit theorems for and where _n is the empirical distribution function of a random sample ofn uniform (0, 1) random variables anda _n 0. It is shown that (1) ifna _n /log₂ n then both and converge to 1 a.s.; (2) ifna _n /log₂ n=d>0 (d>1) then has an almost surely finite limit superior which is the solution of a certain transcendental equation; and (3) ifna _n /log₂ n0 then and have limit superior + almost surely. Similar results are established for the inverse function _n ^–1 .Supported by the National Science Foundation under MCS 77-02255