共查询到20条相似文献,搜索用时 218 毫秒
1.
Li Xin Zhang 《数学学报(英文版)》2008,24(4):631-646
Let X, X1, X2,... be i.i.d, random variables with mean zero and positive, finite variance σ^2, and set Sn = X1 +... + Xn, n≥1. The author proves that, if EX^2I{|X|≥t} = 0((log log t)^-1) as t→∞, then for any a〉-1 and b〉 -1,lim ε↑1/√1+a(1/√1+a-ε)b+1 ∑n=1^∞(logn)^a(loglogn)^b/nP{max κ≤n|Sκ|≤√σ^2π^2n/8loglogn(ε+an)}=4/π(1/2(1+a)^3/2)^b+1 Г(b+1),whenever an = o(1/log log n). The author obtains the sufficient and necessary conditions for this kind of results to hold. 相似文献
2.
De Li LI Andrew ROSALSKY Andrei VOLODIN 《数学学报(英文版)》2007,23(4):599-612
For a sequence of i.i.d. Banach space-valued random variables {Xn; n ≥ 1} and a sequence of positive constants {an; n ≥ 1}, the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm is investigated. Sets of conditions are provided under which
(i) lim sup n→∞ ||Sn||/an〈∞ a.s.and
∞ ∑n=1(1/n)P(||Sn||/an ≥ε〈∞for all ε 〉 λ for some constant λ ∈ [0, ∞) are equivalent;
(ii) For all constants λ ∈ [0, ∞),
lim sup ||Sn||/an =λ a.s.and ^∞∑ n=1(1/n) P(||Sn||/an ≥ε){〈∞, if ε〉λ =∞,if ε〈λare equivalent. In general, no geometric conditions are imposed on the underlying Banach space. Corollaries are presented and new results are obtained even in the case of real-valued random variables. 相似文献
3.
Miguel A. Arcones 《Journal of Theoretical Probability》1999,12(3):615-641
Let {X
j
}
j = 1
be a stationary Gaussian sequence of random vectors with mean zero. We give sufficient conditions for the compact law of the iterate logarithm of
where G is a real function defined on
d
with finite second moment. Our result builds on Ho,(6) who proved an upper-half of the law of iterated logarithm for a sequence of random variables. 相似文献
4.
Xia Chen 《Journal of Theoretical Probability》1999,12(2):421-445
Let {X
n
}
n0 be a Harris recurrent Markov chain with state space E, transition probability P(x, A) and invariant measure , and let f be a real measurable function on E. We prove that with probability one,
under some best possible conditions. 相似文献
5.
Precise Rates in the Law of Iterated Logarithm for the Moment of I.I.D. Random Variables 总被引:1,自引:0,他引:1
Ye JIANG Li Xin ZHANG 《数学学报(英文版)》2006,22(3):781-792
Let{X,Xn;n≥1} be a sequence of i,i.d, random variables, E X = 0, E X^2 = σ^2 〈 ∞.Set Sn=X1+X2+…+Xn,Mn=max k≤n│Sk│,n≥1.Let an=O(1/loglogn).In this paper,we prove that,for b〉-1,lim ε→0 →^2(b+1)∑n=1^∞ (loglogn)^b/nlogn n^1/2 E{Mn-σ(ε+an)√2nloglogn}+σ2^-b/(b+1)(2b+3)E│N│^2b+3∑k=0^∞ (-1)k/(2k+1)^2b+3 holds if and only if EX=0 and EX^2=σ^2〈∞. 相似文献
6.
Let (X, Xn; n ≥1) be a sequence of i.i.d, random variables taking values in a real separable Hilbert space (H, ||·||) with covariance operator ∑. Set Sn = X1 + X2 + ... + Xn, n≥ 1. We prove that, for b 〉 -1,
lim ε→0 ε^2(b+1) ∞ ∑n=1 (logn)^b/n^3/2 E{||Sn||-σε√nlogn}=σ^-2(b+1)/(2b+3)(b+1) B||Y|^2b+3
holds if EX=0,and E||X||^2(log||x||)^3bv(b+4)〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑. 相似文献
lim ε→0 ε^2(b+1) ∞ ∑n=1 (logn)^b/n^3/2 E{||Sn||-σε√nlogn}=σ^-2(b+1)/(2b+3)(b+1) B||Y|^2b+3
holds if EX=0,and E||X||^2(log||x||)^3bv(b+4)〈∞ where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ∑, and σ^2 denotes the largest eigenvalue of ∑. 相似文献
7.
Let X be a Banach space and let (ξj)j ≧ 1 be an i.i.d. sequence of symmetric random variables with finite moments of all orders. We prove that the following assertions
are equivalent:
Received: 10 January 2005; revised: 5 April 2005 相似文献
1. |
There exists a constant K such that
|
|
2. | X is isomorphic to a Hilbert space. |
8.
I. K. Matsak 《Ukrainian Mathematical Journal》1998,50(9):1405-1415
We prove that
where X is a normal random element in the space C [0,1], MX = 0, σ = {(M|X(t)|2)1/2
t∈[0,1}, (X
n
) are independent copies of X, and . Under additional restrictions on the random element X, this equality can be strengthened.
Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 9, pp. 1227–1235, September, 1998. 相似文献
9.
L. V. Rozovsky 《Journal of Mathematical Sciences》2009,159(3):341-349
Let Sn = X1 + · · · + X
n
, n ≥ 1, and S
0 = 0, where X
1, X
2, . . . are independent, identically distributed random variables such that the distribution of S
n/B
n converges weakly to a nondeoenerate distribution F
α
as n → ∞ for some positive B
n
. We study asymptotic behavior of sums of the form
where
a function d(t) is continuous at [0,1] and has power decay at zero,
Bibliography: 13 titles.
Translated from Zapiski Nauchnylch Serninarov POMI, Vol. 361, 2008, pp. 109–122. 相似文献
10.
De Li LI Fu Xing ZHANG Andrew ROSALSKY 《数学学报(英文版)》2007,23(3):557-562
Let {X, Xn; n≥ 1} be a sequence of i.i.d. Banach space valued random variables and let {an; n ≥ 1} be a sequence of positive constants such that
an↑∞ and 1〈 lim inf n→∞ a2n/an≤lim sup n→∞ a2n/an〈∞
Set Sn=∑i=1^n Xi,n≥1.In this paper we prove that
∑n≥1 1/n P(||Sn||≥εan)〈∞ for all ε〉0
if and only if
lim n→∞ Sn/an=0 a.s.
This result generalizes the Baum-Katz-Spitzer complete convergence theorem. Combining our result and a corollary of Einmahl and Li, we solve a conjecture posed by Gut. 相似文献
11.
A. S. Zhuk 《Journal of Mathematical Sciences》2008,150(3):2034-2044
Let M be either the space of 2π-periodic functions Lp, where 1 ≤ p < ∞, or C; let ωr(f, h) be the continuity modulus of order r of the function f, and let
, where
, be the generalized Jackson-Vallée-Poussin integral. Denote
. The paper studies the quantity Km(f − Dn,r,l(f)). The general results obtained are applicable to other approximation methods. Bibliography: 11 titles.
__________
Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 350, 2007, pp. 52–69. 相似文献
12.
Let X
1, X
2,... denote an i.i.d. sequence of real valued random variables which ly in the domain of attraction of a stable law Q with index 0<1. under=" a=" von=" mises=" condition=" we=" show=" that=" the=" sum=" of=" order=" statistics=">1.>
相似文献
13.
Let {X n : n ?? 1} be a strictly stationary sequence of positively associated random variables with mean zero and finite variance. Set $S_n = \sum\limits_{k = 1}^n {X_k }$ , $Mn = \mathop {\max }\limits_{k \leqslant n} \left| {S_k } \right|$ , n ?? 1. Suppose that $0 < \sigma ^2 = EX_1^2 + 2\sum\limits_{k = 2}^\infty {EX_1 X_k < \infty }$ . In this paper, we prove that if E|X 1|2+?? < for some ?? ?? (0, 1], and $\sum\limits_{j = n + 1}^\infty {Cov\left( {X_1 ,X_j } \right) = O\left( {n^{ - \alpha } } \right)}$ for some ?? > 1, then for any b > ?1/2 $$\mathop {\lim }\limits_{\varepsilon \searrow 0} \varepsilon ^{2b + 1} \sum\limits_{n = 1}^\infty {\frac{{(\log \log n)^{b - 1/2} }} {{n^{3/2} \log n}}} E\left\{ {M_n - \sigma \varepsilon \sqrt {2n\log \log n} } \right\}_ + = \frac{{2^{ - 1/2 - b} E\left| N \right|^{2(b + 1)} }} {{(b + 1)(2b + 1)}}\sum\limits_{k = 0}^\infty {\frac{{( - 1)^k }} {{(2k + 1)^{2(b + 1)} }}}$$ and $$\mathop {\lim }\limits_{\varepsilon \nearrow \infty } \varepsilon ^{ - 2(b + 1)} \sum\limits_{n = 1}^\infty {\frac{{(\log \log n)^b }} {{n^{3/2} \log n}}E\left\{ {\sigma \varepsilon \sqrt {\frac{{\pi ^2 n}} {{8\log \log n}}} - M_n } \right\}} _ + = \frac{{\Gamma (b + 1/2)}} {{\sqrt 2 (b + 1)}}\sum\limits_{k = 0}^\infty {\frac{{( - 1)^k }} {{(2k + 1)^{2b + 2} }}} ,$$ where x + = max{x, 0}, N is a standard normal random variable, and ??(·) is a Gamma function. 相似文献
14.
Precise Asymptotics in the Law of the Iterated Logarithm of Moving-Average Processes 总被引:1,自引:0,他引:1
Yun Xia LI Li Xin ZHANG 《数学学报(英文版)》2006,22(1):143-156
In this paper, we discuss the moving-average process Xk = ∑i=-∞ ^∞ ai+kεi, where {εi;-∞ 〈 i 〈 ∞} is a doubly infinite sequence of identically distributed ψ-mixing or negatively associated random variables with mean zeros and finite variances, {ai;-∞ 〈 i 〈 -∞) is an absolutely solutely summable sequence of real numbers. 相似文献
15.
There are reverse inequalities for square functions of differences arising in ergodic theory and differentiation of functions.
For example, it is shown that if An is the usual average in ergodic theory, and (nk∶k=1,2,3,...) is an increasing lacunary sequence with no non-trivial common divisor, then one has for any p, 1<p<∞, there
is a constant Cp such that for all f∃ Lp(X),
16.
Horst Alzer 《Acta Appl Math》1995,38(3):305-354
In this survey paper, we present refinements, extensions, and variants of the inequality
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