B值随机变量序列的一类局部收敛定理

研究取值于Banach空间随机变量序列的一类局部收敛定理．作为推论,得到了一类B值鞅差序列的极限定理和经典的独立随机变量序列的极限定理,     

B值随机变量序列的局部收敛定理

本文的目的是研究B值随机变量序列的局部收敛定理。作为推论，得到了一类B值鞅差序列的极限定理和若干经典的独立随机变量序列的极限定理。     

Some local limit theorems in the symmetric Dirichlet-Multinomial urn models

Summary The asymptotic distributions of the size distributions of the symmetric Dirichlet-Multinomial urn model are investigated. By allowing the number of ballsn and number of urnsm to go to infinity at different rates we can get both Poisson limit distributions and normal limit distributions. In either case some local limit theorems are obtained. We also consider a more general urn scheme where the number of balls is considered as a random variable depending on the number of urns; some interesting limit theorems are also obtained in this context. The proof of this article was read by Professor M. H. DeGroot because the author Dr. Wen Chen Chen passed away on July 3, 1981.     

任意随机序列的变换及其a.s.收敛性

本文利用截尾方法构造几乎处处收敛的鞅结合无穷乘积定理，研究随机变量序列变换的局部收敛性及强大数定理，作为推论得到了关于赌博系统的若干强极限定理。     

一类适应随机变量序列的强极限定理

研究了一类适应随机变量序列的局部收敛性,推广了文献[1]中的结论.并在假定部分和序列为极限鞅时,得到了极限鞅的强极限定理.最后给出了*-mixing序列的强大数定律.     

Limit cycle bifurcations of some Liénard systems

In this paper we first give some general theorems on the limit cycle bifurcation for near-Hamiltonian systems near a double homoclinic loop or a center as a preliminary. Then we use these theorems to study some polynomial Liénard systems with perturbations and give new lower bounds for the maximal number of limit cycles of these systems.     

一类特殊非齐次树上马氏链的若干强大数定律

首先给出了一类特殊非齐次树上可数状态马氏链的局部收敛定理,作为推论,得到了此类树上可数状态马氏链关于状态与状态序偶出现频率的若干极限性质,最后得到了这类特殊非齐次树上有限状态马氏链关于状态与状态序偶出现频率的强大数定律.     

Multidimensional large deviation local limit theorems

An earlier paper by the author ([4], 97–114) established large deviation local limit theorems for arbitrary sequences of real valued random variables. This work showed clearly the connection between the Cramér series and large deviation rates. In this article we present large deviation local limit theorems for arbitrary multidimensional random variables based solely on conditions imposed on their moment generating functions. These results generalize the theorems of [12], 100–106) for sums of independent and identically distributed random vectors.     

广义Bethe树指标可列马氏链场关于广义随机选择系统的一类局部极限定理

研究任意广义Bethe树指标马尔可夫链场二元泛函关于广义随机选择系统的一类局部极限定理.作为推论得到了广义随机选择系统中任意Cayley树上状态频率和状态序偶的一类极限定理.证明中采用了一种研究马尔可夫链场的较新颖的分析方法.     

Investigation of the geodesic flow on an infinite-dimensional Lie group by means of the coadjoint action operator

We consider a representation of the Euler equations as the geodesic flow on an infinite-dimensional Lie group. In these terms, we establish properties of solutions, which are provided by local existence and uniqueness theorems, at a limit point.     

Limit theorems of general functions of independent and identically distributed random variables

In this paper we derive limit theorems of some general functions of independent and identically distributed random variables. A stability property is used to derive the limit theory for general functions. A procedure followed in de Haan (1976) and Leadbetter et al. (1983) is used to prove the main result. The limit theorems for the maximum, minimum and sum of fixed sample sizes and random sample sizes are derived as special cases of the main result.     

Some of my favorite results with Endre Csáki and Pál Révész - A survey

Summary Some topics of our twenty some years of joint work is discussed. Just to name a few; joint behavior of the maximum of the Wiener process and its location, global and local almost sure limit theorems, strong approximation of the planar local time difference, a general Strassen type theorem, maximal local time on subsets.     

Transient Nearest Neighbor Random Walk and Bessel Process

We prove a strong invariance principle between a transient Bessel process and a certain nearest neighbor (NN) random walk that is constructed from the former by using stopping times. We show that their local times are close enough to share the same strong limit theorems. It is also shown that if the difference between the distributions of two NN random walks are small, then the walks themselves can be constructed in such a way that they are close enough. Finally, some consequences concerning strong limit theorems are discussed.     

Statistical Properties of a Generalized Threshold Network Model

The threshold network model is a type of finite random graph. In this paper, we introduce a generalized threshold network model. A pair of vertices with random weights is connected by an edge when real-valued functions of the pair of weights belong to given Borel sets. We extend several known limit theorems for the number of prescribed subgraphs and prove a uniform strong law of large numbers. We also prove two limit theorems for the local and global clustering coefficients.     

随机序列的变换及其局部强收敛性

本文引入任意随机变量序列停时变换的概念，利用截尾方法构造几乎处处收敛的鞅结合无穷乘积定理，讨论了变换的局部收敛性及强大数定理，作为推论得到了关于赌博系统的若干强极限定理。     

UNIQUENESS AND DISTRIBUTION OF LIMIT CYCLES FOR BOUNDED QUADRATIC SYSTEM

1 IntroductionAs we know, any given quadratic system which may have limit cycle (LC,fOr abbreviation) can be written in the fOllowing fOrm (see [1] 512)where 6, l, m, n, a, 6 are all real parameters.If all trajectories of a quadratic system remain bounded fOr t 2 0, we saythat the system is bounded, and fOr abbreviation denote by BQS in this paper.The research work for BQS begin with Dickson-Perko [3]. And then, in [4],they made use of the conclusions of [51 to give a detailed classifica…     

Limit theorems for functionals of Gaussian vectors

Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of partial sums of functionals of a stationary Gaussian sequence of random vectors is an operator self-similar process.     

Random Sums of Independent Indicators and Generalized Reduced Processes

We consider a random sum of independent and identically distributed Bernoulli random variables. We prove several limit theorems for this sum under some natural assumptions. Using these limit theorems a generalized version of the reduced critical Galton-Watson process will be studied. In particular we find limit distributions for the number of individuals in a given generation the number of whose descendants after some generations exceeds a fixed or increasing level. An application to study of the number of “big” trees in a forest containing a random number of trees will also be discussed.     

一类随机适应序列的强收敛性

本文利用对随机变量进行截尾的方法和非负鞅的性质,证明了一类随机变量序列的强收敛性.     

Absolute continuity and local limit theorems for homogeneous functionals of point processes

Lithuanian Mathematical Journal - We study the absolute continuity and local limit theorems for homogeneous functionals defined on configurations of point processes (p.p.s). For empirical p.p.s, we...