Asymptotic properties of the norm of the extremum of a sequence of normal random functions

Under additional conditions on a bounded normally distributed random function X = X( t), t ∈ T, we establish a relation of the form

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.     

Onextensions of the Gale-Berlekamp switching problem and constants ofl q —spaces

For positive integersn, m and realp≥1, let Upper and lower bounds for this quantity are derived, extending results of Brown and Spencer forB ₁(n,n), corresponding to the Gale-Berlekamp switching problem. For a Minkowski spaceM of dimensionm, define a quantity investigated by Dvoretzky and Rogers.     

Un critère sur les petites boules dans le théorème limite central

We show that a Banach space valued random variableX such that t} \right\} = 0$$ " align="middle" border="0"> satisfies the central limit theorem if and only if the following criterion on small balls is fulfilled:

Asymptotic property of approximation to x αsgn x by Newman Type Operators

Approximation to the function ｜x｜ plays an important role in approximation theory. This paper studies the approximation to the function xαsgn x, which equals ｜x｜ if α = 1. We construct a Newman Type Operator rn（x） and prove max ｜x｜≤1｜xαsgn x-rn（x）｜～Cn1/4e-π1/2（1/2）αn.     

The area of an exponential random walk and partial sums of uniform order statistics

Let S_i be a random walk with standard exponential increments. The sum ∑ _i=1 ^k S_i is called the k-step area of the walk. The random variable ∑ _i=1 ^k S_i plays an important role in the study of the so-called one-dimensional sticky particles model. We find the distribution of this variable and prove that

A sharp maximal inequality for continuous martingales and their differential subordinates

Assume that X, Y are continuous-path martingales taking values in ? ^ν , ν ? 1, such that Y is differentially subordinate to X. The paper contains the proof of the maximal inequality $$\left\| {\mathop {\sup }\limits_{t \geqslant 0} \left| {Y_t } \right|} \right\|_1 \leqslant 2\left\| {\mathop {\sup }\limits_{t \geqslant 0} \left| {X_t } \right|} \right\|_1 .$$ The constant 2 is shown to be the best possible, even in the one-dimensional setting of stochastic integrals with respect to a standard Brownian motion. The proof uses Burkholder’s method and rests on the construction of an appropriate special function.     

On the rates of the other law of the logarithm

Let X, X1 , X2 , . . . be i.i.d. random variables, and set Sn = X1 +···+Xn , Mn = maxk≤n |Sk|, n ≥1. Let an = o( (n)(1/2)/logn). By using the strong approximation, we prove that, if EX = 0, VarX = σ2 0 and E|X| 2+ε ∞ for some ε 0, then for any r 1, lim ε1/(r-1)(1/2) [ε-2-(r-1)]∞∑n=1 nr-2 P{Mn ≤εσ (π2n/(8log n))(1/2) + an } = 4/π . We also show that the widest a n is o( n(1/2)/logn).     

On the maximum modulus of polynomials not vanishing inside the unit circle

A well-known theorem of Ankeney and Rivlin states that if p(z) is a polynomial of degree n, such that p(z)≠0 for |z|<1, then . In this paper we improve this bound.     

Precise asymptotics in Chung’s law of the iterated logarithm

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.     

An asymptotic method for calculating limits of maximal means

For a continuous almost periodic function , we show that the function

On extremal properties for the polar derivative of polynomials

If p(z) is a polynomial of degree n having all its zeros on |z| = k, k ≤ 1, then it is proved[5] that max |z|=1 |p′(z)| ≤ kn1n + kn m|z|=ax1 |p(z)|. In this paper, we generalize the above inequality by extending it to the polar derivative of a polynomial of the type p(z) = cnzn + ∑n j=μ cn jzn j, 1 ≤μ≤ n. We also obtain certain new inequalities concerning the maximum modulus of a polynomial with restricted zeros.     

A strong law of large numbers for nonexpansive vector-valued stochastic processes

A mapT: X→X on a normed linear space is callednonexpansive if ‖Tx-Ty‖≤‖x-y‖∀x, y∈X. Let (Ω, Σ,P) be a probability space, an increasing chain of σ-fields spanning Σ,X a Banach space, andT: X→X. A sequence (x_n) of strongly -measurable and stronglyP-integrable functions on Ω taking on values inX is called aT-martingale if . LetT: H→H be a nonexpansive mapping on a Hilbert spaceH and let (x_n) be aT-martingale taking on values inH. If then x _n /n converges a.e. LetT: X→X be a nonexpansive mapping on ap-uniformly smooth Banach spaceX, 1<p≤2, and let (x_n) be aT-martingale (taking on values inX). If then there exists a continuous linear functionalf∈X ^* of norm 1 such that If, in addition, the spaceX is strictly convex, x _n /n converges weakly; and if the norm ofX ^* is Fréchet differentiable (away from zero), x _n /n converges strongly. This work was supported by National Science Foundation Grant MCS-82-02093     

On One Extremal Problem for a Seminorm on the Space l<Subscript>1</Subscript> with Weight

Let be a nondecreasing sequence of positive numbers and let l _1,α be the space of real sequences for which . We associate every sequence ξ from l _1,α with a sequence , where ϕ(·) is a permutation of the natural series such that , j ∈ ℕ. If p is a bounded seminorm on l _1,α and , then

Exponents for three-dimensional simultaneous Diophantine approximations

Let Θ = (θ ₁,θ ₂,θ ₃) ∈ ℝ³. Suppose that 1, θ ₁, θ ₂, θ ₃ are linearly independent over ℤ. For Diophantine exponents

Sufficient and necessary conditions for limit laws on lag sums of I. I. D. R. V. S

Let {X, X _n ;n>-1} be a sequence of i.i.d.r.v.s withEX=0 andEX ²=σ²(0 < σ < ∞). we obtain some sufficient and necessary conditions for

Dichotomy laws for the behaviour near the unit element of group representations

A well known “zero-two law" shows that if is a strongly continuous one-parameter group of bounded operators on a Banach space X, and if then Here we discuss analogous problems for general unital representations θ of a topological group G on a unital Banach algebra A. Let 1 be the unit of G, and I the unit element of A. We show that either or if, moreover, θ admits “continuous division by any positive integer”, then, either or Our argument also gives automatic continuity results for representations of abelian Baire groups on a separable Banach algebra and representations of compact non abelian groups on a Banach algebra which are locally bounded and satisfy Received: 8 June 2005; revised: 13 October 2005     

On Sikkema-Kantorovič polynomials of order K

Let a_n≥0 and F(u)∈C [0,1], Sikkema constructed polynomials: , ifα _n ≡0, then B_n (0, F, x) are Bernstein polynomials. Let , we constructe new polynomials in this paper: Q _n ^(k) (α _n ,f(t))=d ^k /dx ^k B _n+k (α _n ,F _k (u),x), which are called Sikkema-Kantorovic polynomials of order k. Ifα _n ≡0, k=1, then Q_n ⁽¹⁾ (0, f(t), x) are Kantorovič polynomials P_n(f). Ifα _n =0, k=2, then Q_n ⁽²⁾, (0, f(t), x) are Kantorovič polynomials of second order (see Nagel). The main result is: Theorem 2. Let 1≤p≤∞, in order that for every f∈L^P [0, 1], , it is sufficient and necessary that , § 1. Let f(t) de a continuous function on [a, b], i. e., f∈C [a, b], we define^{[1–2],[8–10]}: . As usual, for the space L^p [a,b](1≤p<∞), we have and L[a, b]=l¹[a, b]. Letα _n ⩾0and F(u)∈C[0,1],Sikkema-Bernstein polynomials ^{[3] [4]}. The author expresses his thanks to Professor M. W. Müller of Dortmund University at West Germany for his supports.     

On the almost sure (a.s.) central limit theorem for random variables with infinite variance

We give criteria for a sequence (X _n ) of i.i.d.r.v.'s to satisfy the a.s. central limit theorem, i.e.,

A Mean-Value Theorem for Multiplicative Functions on the Set of Shifted Primes

Let f be a complex-valued multiplicative function, letp denote a prime and let π(x) be the number of primes not exceeding x. Further put $$m_p (f): = \mathop {\lim }\limits_{x \to \infty } \frac{1}{{\pi (x)}}\sum\limits_{p \leqslant x} {f(p + 1)} {\text{, }}M(f): = \mathop {\lim }\limits_{x \to \infty } \frac{1}{x}\sum\limits_{n \leqslant x} {f(n)}$$ and suppose that $$\mathop {\lim \sup }\limits_{x \to \infty } \frac{1}{x}\sum\limits_{n \leqslant x} {\left| {f\left( n \right)} \right|^2 } < \infty ,\sum\limits_{p \leqslant x} {\left| {f\left( n \right)} \right|^2 } \ll x\left( {\ln x} \right)^{ - \varrho } ,$$ with some \varrho > 0. For such functions we prove: If there is a Dirichlet character χ_d such that the mean-value M(f χ_d) exists and is different from zero,then the mean-value m_p(f) exists. If the mean-value M(f) exists, then the same is true for the mean-valuem_p(f) .