A note on limiting infisup theorems

We show that the limiting infisup theorem of Blair, Duffin and Jeroslow (1982) is a consequence of the classical bifunctional duality. By doing so we generalize their results and prove another limiting infisup theorem for convex quasi-concave functions.     

Nonoscillatory solutions of a second-order difference equation of Poincaré type

Poincaré’s classical theorem about the convergence of ratios of successive values of solutions applies if the characteristic roots of the associated limiting equation are simple and have different moduli. In this work, it is shown that for the nonoscillatory solutions the conclusion of Poincaré’s theorem is also true in the case where the limiting equation has a double positive characteristic root.     

A central limit theorem for exchangeable random variables on a locally compact abelian group

A central limit theorem is given for uniformly infinitesimal triangular arrays of random variables in which the random variables in each row are exchangeable and take values in a locally compact second countable abelian group. The limiting distribution in the theorem is Gaussian.     

The limiting distributions of some subclasses of the generalized non-centralt-distribution

A general theorem on the limiting distribution of the generalizedt-distribution is obtained, many applications of this theorem to some subclasses of elliptically contoured distributions including multivariate normal and multivariatet distributions are discussed. Further, their limiting distributions by density function are derived.This project is supported by the National Natural Science Foundation of China and by Grant DA01070 from U.S. Public Health Service.     

随机扰动间断动力系统的极限性质及其应用

本文通过研究在随机小扰动下非时齐间断动力系统的极限行为 ,得出资源管理问题中代理人的成本 -收益估计     

随机集的极限性质

本文研究了Banach空间随机紧集的极限性质.利用嵌入定理,得到了Banach中独立同分布随机紧集的Minkowski和的中偏差原理.     

The compound Poisson distribution and return times in dynamical systems

Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the limiting distribution is a compound Poissonian distribution. We also derive error terms for the convergence to the limiting distribution. We also prove a very general theorem that can be used to establish compound Poisson distributions in many other settings.     

A tracial quantum central limit theorem

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a central limit theorem for ordered joint distributions together with a commutator estimate related to the Baker-Campbell-Hausdorff expansion. The result can be considered a generalization of Johansson's theorem on the limiting distribution of the shape of a random word in a fixed alphabet as its length goes to infinity.

     

Subdifferential calculus in Asplund generated spaces

We extend the definition of the limiting Fréchet subdifferential and the limiting Fréchet normal cone from Asplund spaces to Asplund generated spaces. Then we prove a sum rule, a mean value theorem, and other statements for this concept.     

Quantitative results for the limiting semigroup generated by the multidimensional Bernstein operators

Semigroup Forum - A quantitative estimate for the Trotter’s approximation theorem for the limiting semigroup of operators generated by the multidimensional Bernstein operators on a simplex is...     

SOME CENTRAL LIMIT THEOREMS FOR SUPER BROWNIAN MOTION

1IntroductionLimittheoremsconstituteanimportantpartofthebranchingprocesstheory.Itisalwaysinterestingtofindconditionsunderwhichanon-degeneratelimitlawexists.SinceGaltonWatsonprocessesareunstable,peoplehavederivedlimittheoremsforthemthroughdevicessucllasmodifyingfactors,conditioning,immigration,etc.AunifiedtreatmentofthelimittheoryofGallon--WatsonprocessesisgiveninAthreyaandNey(1972).Someoftheabovementionedtechniqueshavealsobeenusedinthemeasure-valuedsettingtogetlimittheoremsforDawson-Watana…     

ARCH(p)模型样本均值与样本自相关函数的渐近正态性

利用严平稳m步相依序列中心极限定理证明了ARCH(p)模型样本均值与样本自相关函数的渐近正态性质.     

Functional central limit theorem for super α-stable processes

A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion. Zhang Mei, Functional central limit theorem for the super-brownian motion with super-Brownian immigration, J. Theoret. Probab., to appear.     

The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences

We derive the joint limiting distribution and the almost sure limit theorem for the maxima and minima for a strongly dependent stationary Gaussian vector sequence.     

Continuity and differentiability for weighted Sobolev spaces

Our aim in this paper is to discuss continuity and differentiability of functions in weighted Sobolev spaces in the limiting case of Sobolev's imbedding theorem.

     

Optimality for nonsmooth fractional multiple objective programming

In this study the necessary and sufficient optimality conditions for nonsmooth fractional multiple objective optimization problems are provided. Our idea is based on using the properties of limiting subdifferential vectors in nonsmooth analysis and a separation theorem in convex analysis.     

A new look at Bergström’s theorem on convergence in distribution for sums of dependent random variables

In his 1972Periodica Mathematica Hungarica paper, H. Bergström stated a theorem on convergence in distribution for triangular arrays of dependent random variables satisfying, a ?-mixing condition. A gap in his proof of this theorem is explained and a more general version is proved under weakened hypotheses. The method used consists of comparisons between the given array and associated arrays which are parameterized by a truncation variable. In addition to the main theorem, this method yields a proof of equality of limiting finite-dimensional distributions for processes generated by the given associated arrays as well as the result that if a limit distribution for the centered row sums does exist, it must be infinitely divisible. Several corollaries to the main theorem specialize this result for convergence to distributions within certain subclasses of the infinitely divisible laws.     

On Kersting's proof of the central limit theorem

By an adaptation of a method originally invented by G. Kersting [1] for the calculation of the limiting distribution of Markovian processes the central limit theorem (CLT) is proven. Only the case of equal variances is considered.     

Convergence propositions for a generalized daniell-integral

In this paper we shall prove that the extension Î of a generalized (or full) Daniell-integral I over a non distributive lattice Ê with values in a weakly б-distributive 1-group G has all the fundamental limiting properties of the Lebesgue integral, i.e. the properties stated i n the monotone convergence theorem, Fatou's-lemma and Lebesgue's dominated convergence theorem.     

Limiting Transition in a Singularly Perturbed System of Functional-Differential Equations

This article examines the asymptotic behavior of solutions of a singularly perturbed system of functional-differential equations of the retarded type with a small retardation. Sufficient conditions are introduced to guarantee convergence of the solutions of the system to the corresponding solutions of the limiting system for the case in which the basic condition of the classical Tikhonov theorem on the limiting transition in a singularly perturbed system, i.e., the condition of uniform asymptotic stability of the stationary point of the adjunct system, is replaced by a weaker Lyapunov condition for nonasymptotic stability. Dropping the Tikhonov condition is shown to expand the boundary layer within which the uniformity of the limiting solution breaks down.