Limit distributions of U-statistics resampled by symmetric stable laws

Summary If (Y _i) and (V _i) are independent random sequences such thatY _i are i.i.d. random variables belonging to the normal domain of attraction of a symmetric -stable law, 0<<2, andV _i are i.i.d. random variables, then the limit distributions of U-statistics , coincide with the probability laws of multiple stochastic integralsX ^d f = ... f (t ₁, ... ,t _d)dX(t _d) with respect to a symmetric -stable processX(t).The research was originated during author's visit at ORIE, Cornell University     

Laws of large numbers for weighted sums of random variables and random elements

Consider the weighted sums of a sequence {X _n} of independent random variables or random elements inD [0,1]. For convergence ofS _n in probability and with probability one, in [2],[3] etc., the following stronger condition is required: {X _n} is uniformly bounded by a random variableX,i.e.P(¦X _n¦x)P(¦X¦x) for allx>0. Our paper aims at trying to drop this restriction.The Project supported by National Natural Science Foundation of China     

A Note on the Recursive Sequence x n + 1 = p k x n + p k − 1 x n − 1 +...+ p 1 x n − k + 1

We present some comments on the behavior of solutions of the difference equation where p _i 0, i = 1,..., k, k N, and x _–k ,..., x _–1 R.     

Large Deviations for Sums of Independent Heavy-Tailed Random Variables

We obtain precise large deviations for heavy-tailed random sums , of independent random variables. are nonnegative integer-valued random variables independent of r.v. (X _i )i N with distribution functions F _i. We assume that the average of right tails of distribution functions F _i is equivalent to some distribution function with regularly varying tail. An example with the Pareto law as the limit function is given.     

Critical behavior of the Gaussian model on fractal lattices in external magnetic field

For inhomogeneous lattices we generalize the classical Gaussian model, i.e. it is proposed that the Gaussian type distribution constant and the external magnetic field of site i in this model depend on the coordination number q_i of site i, and that the relation holds among b_q's, where b_q is the Gaussian type distribution constant of site j. Using the decimation real-space renormalization group following the spin-rescaling method, the critical points and critical exponents of the Gaussian model are calculated on some Koch type curves and a family of the diamond-type hierarchical (or DH) lattices. At the critical points, it is found that the nearest-neighbor interaction and the magnetic field of site j can be expressed in the form respectively. It is also found that most critical exponents depend on the fractal dimensionality of a fractal system. For the family of the DH lattices, the results are identical with the exact results on translation symmetric lattices, and if the fractal dimensionalityd _f=4, the Gaussian model and the mean field theories give the same results.     

The norm of products of free random variables

Let X _i denote free identically-distributed random variables. This paper investigates how the norm of products behaves as n approaches infinity. In addition, for positive X _i it studies the asymptotic behavior of the norm of where denotes the symmetric product of two positive operators: . It is proved that if EX _i = 1, then is between and c ₂ n for certain constant c ₁ and c ₂. For it is proved that the limit of exists and equals Finally, if π is a cyclic representation of the algebra generated by X _i , and if ξ is a cyclic vector, then for all n. These results are significantly different from analogous results for commuting random variables.     

Complete convergence and almost sure convergence of weighted sums of random variables

Letr>1. For eachn1, let {X _nk , –<k<} be a sequence of independent real random variables. We provide some very relaxed conditions which will guarantee for every >0. This result is used to establish some results on complete convergence for weighted sums of independent random variables. The main idea is that we devise an effetive way of combining a certain maximal inequality of Hoffmann-Jørgensen and rates of convergence in the Weak Law of Large Numbers to establish results on complete convergence of weighted sums of independent random variables. New results as well as simple new proofs of known ones illustrate the usefulness of our method in this context. We show further that this approach can be used in the study of almost sure convergence for weighted sums of independent random variables. Convergence rates in the almost sure convergence of some summability methods ofiid random variables are also established.     

A bound for the coefficient c4 for one-sheeted functions in terms of ¦c2¦

In the class S of functions which are regular and single-sheeted in the circle ¦z¦ < 1, the bound for ¦c₄¦ in terms of ¦c₂¦, obtained by Al'fors, is improved. The crudest bound ¦c₄¦ –< 4/15 (11 + ¦c₂¦) is better than that of Al'fors: ¦c₄¦ –< Translated from Matematicheskie Zametki, Vol. 12, No. 2, pp. 127–130, August, 1972.     

On Lower Bounds for Lp Norms in the Central Limit Theorem for Independent and m-Dependent Random Variables

We derive lower bounds for L_p norms , in the central limit theorem for independent and m–dependent random variables with finite fifth order absolute moments and for independent and m–dependent identically distributed random variables with fourth order moments.     

Asymptotic approximation of crossing probabilities of random sequences

Summary Let {X _i , i1} be a random sequence and {u _ni ,1in, n1} be an array of boundary values. We consider the asymptotic approximation of the probability P _n =P{X _i u _ni ,1in} by . We give sufficient conditions on X _i such that P _n–P _n ^* 0 as n. This generalizes the situation considered in extreme-value theory where the boundary is constant in i. The general theory is applied in particular to Gaussian cases.     

On the number of simplexes of subdivisions of finite complexes

Combinatorial invariants of a finite simplicial complex K are considered that are functions of the number _i(K) of Simplexes of dimension i of this complex. The main result is Theorem 2, which gives the necessary and sufficient condition for two complexes K and L to have subdivisions K' and L' such that _i(K')=_i(L') for 0 . The theorem yields a corollary: if the polyhedra ¦K¦ and ¦L¦ are homeomorphic, then there exist subdivisions K' and L' such that _i(K')=_i(L') for i0.Translated from Matematicheskie Zametki, Vol. 3, No. 5, pp. 511–522, May, 1968.     

A generalization of Meshulam’s theorem on subsets of finite abelian groups with no 3-term arithmetic progression

Let r ₁, …, r _s be non-zero integers satisfying r ₁ + ⋯ + r _s = 0. Let G be a finite abelian group with k _i |k _i-1(2 ≤ i ≤ n), and suppose that (r _i , k ₁) = 1(1 ≤ i ≤ s). Let denote the maximal cardinality of a set which contains no non-trivial solution of r ₁ x ₁ + ⋯ + r _s x _s = 0 with . We prove that . We also apply this result to study problems in finite projective spaces.      

The Length of the Longest Head-Run in a Model with Long Range Dependence

In this paper, we construct stationary sequences of random variables { _i : i0} taking values ±1 with probability 1/2 and we prove an Erdös–Rényi law of large numbers for the length of the longest run of consecutive +1's in the sample {₀,..., _n }. Our model, which is called random walk in random scenery, exhibits long-range, positive dependence.     

Critical behavior of Gaussian model on diamond-type hierarchical lattices

It is proposed that the Gaussian type distribution constantb _qi in the Gaussian model depends on the coordination numberq _i of sitei, and that the relation holds amongb _qi ’s. The Gaussian model is then studied on a family of the diamond-type hierarchical (or DH) lattices, by the decimation real-space renormalization group following spin-rescaling method. It is found that the magnetic property of the Gaussian model belongs to the same universal class, and that the critical pointK* and the critical exponentv are given by and , respectively. Project supported by the National Natural Science Foundation of China (Grant No. 19775008), the National Basic Research Project supported by the National Natural Science Foundation of China (Grant No. 19775008), the National Basic Research Project supported by the National Natural Science Foundation of China (Grant No. 19775008), the National Basic Research     

Functions of Vanishing Mean Oscillation

Let X_i, i = 1, 2,…, be i.i.d. symmetric random variables in the domain of attraction of a symmetric stable distribution G_α with 0 < α < 2. Let Y_i, i = 1, 2, …, be i.i.d. symmetric stable random variables with the common distribution G_α. It is known that under certain conditions the sequences {X_i} and {Y_i} can be reconstructed on a new probability space without changing the distribution of each such that \documentclass{article}\pagestyle{empty}\begin{document}$ \sum\limits_{i = 1}^n {(X_i - Y_i) = o(n^{1/\gamma})} $\end{document} a.s. as n → ∞, where α ≦ γ < 2 (see Stout [10]). We will give a second approximation by partial sums of i.i.d. stable (with characteristic exponent α*, α < α* ≦ 2) random variables U_i, i = 1, 2,…, n, and we will obtain strong upperbounds for the differences \documentclass{article}\pagestyle{empty}\begin{document}$ \sum\limits_{i = 1}^n {(X_i - Y_i - U_i)} $\end{document}.     

Nonparametric estimation of a regression function

Summary Consider the regression model Y _i ^* =g(x _i ^* )+e _i ^* , i=1,2,...,n, where x _i ^* 's denote unordered design variables, and g is an unknown function defined on the interval [0,1]. Assume {e _i ^* } are iid random variables with zero mean and finite variance. Priestley and Chao (1972) and Clark (1977) proposed estimators g _2n and g _3n , respectively for g. In this paper, the asymptotic behavior of g _2n and g _3n is studied utilizing the properties of the new estimator g _1n . It is shown that g _1n , g _2n , g _3n are asymptotically equivalent in various senses. Moreover, consistency results are established and rates of uniform convergence obtained. For example, if E¦e ^*¦³<, if g is Lipschitz of order 1, and if {_n} is any sequence of constants tending to as n, then for all , as n. Finally, when g is monotone, a strong consistent isotonic estimator g _n ^* is considered.     

DLR measures for one-dimensional harmonic systems

Summary A one-dimensional chain of nearest neighbor linearly interacting oscillators {q _x } _x is studied. The set of all its extremal DLR measures is characterized in terms of a parameter ². For each there is a Gaussian DLR measure with support on the set of configurations determined by the rate of growth of¦q _x¦. It is then finally proved that there is only one translationally invariant DLR measure. This proves the following conjecture: invariant DLR measures give uniformly finite first moment to ¦q _x¦.     

Complete moment and integral convergence for sums of negatively associated random variables

For a sequence of identically distributed negatively associated random variables {Xn; n ≥ 1} with partial sums Sn = ∑i=1^n Xi, n ≥ 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form ∑n≥n0 n^r-2-1/pq anE（max1≤k≤n｜Sk｜^1/q-∈bn^1/qp）^＋〈∞to hold where r 〉 1, q 〉 0 and either n0 = 1,0 〈 p 〈 2, an = 1,bn = n or n0 = 3,p = 2, an = 1 （log n） ^1/2q, bn=n log n. These results extend results of Chow and of Li and Spataru from the indepen- dent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence.     

A property of entire functions with real taylor coefficients

Suppose thatf(z) is an entire transcendental function with real Taylor coefficients, M(r)= max¦f(z)¦on¦z¦=r, and {_n} is the sequence of sign changes of the coefficients. We will show that if (1/_n)<, then .Translated from Matematicheskie Zametki, Vol. 18, No. 3, pp. 395–402, September, 1975.The author thanks A. A. Gol'dberg for his useful comments.     

Generalization of some classical inequalities in the theory of orthogonal series

Let {X_i} _– be a sequence of random variables, E(X_i) 0. If 1, estimates for the -th moments can be derived from known estimates of the -th moment. Here we generalized the Men'shov-Rademacher inequality for =2 for orthonormal X_i, to the case 1 and dependent random variables. The Men'shov-Payley inequality >2 for orthonormal X_i) is generalized for >2 to general random variables. A theorem is also proved that contains both the Erdös -Stechkin theorem and Serfling's theorem withv > 2 for dependent random variables.Translated from Matematicheskie Zametki, Vol. 17, No. 2, pp. 219–230, February, 1975.This article was written while the author was working in the V. A. Steklov Mathematics Institute, Academy of Sciences of the USSR.