On calculation of moments of ladder heights

Let X,X ₁,X ₂, … be independent identically distributed random variables, F(x) = P{X < x}, S ₀ = 0, and S _n =Σ _i=1 ⁿ X _i . We consider the random variables, ladder heights Z ₊ and Z ₋ that are respectively the first positive sum and the first negative sum in the random walk {S _n }, n = 0, 1, 2, …. We calculate the first three (four in the case EX = 0) moments of random variables Z ₊ and Z ₋ in the qualitatively different cases EX > 0, EX < 0, and EX = 0. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 46, No. 2, pp. 159–179, April–June, 2006.     

Another approach to asymptotic expansions for Euler’s approximations of semigroups

In [2], optimal bounds for the remainder terms in asymptotic expansions for Euler’s approximations of semigroups were derived. The approach was based on applications of the Fourier-Laplace transforms, which allowed one to reduce the problem to estimation of error terms in the Law of Large Numbers. In this paper, we propose an alternative (direct) approach based on application of certain integro-differential identities (the so-called multiplicative representations of differences). Such identities were introduced by Bentkus [3] and applied (see Bentkus and Paulauskas [4]) to derive the optimal convergence rates in Chernoff-type lemmas and Euler’s approximations of semigroups. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 2, pp. 267–284, April–June, 2006.     

On the densities of rational multiples

For two subsets of natural numbers \( A,B \subset \mathbb{N} \), define the set of rational numbers \( \mathcal{M}\left( {A,B} \right) \) with the elements represented by m/n, where m and n are coprime, m is divisible by some a ∈ A, and n is divisible by some b ∈ B. Let I be some interval of positive real numbers and \( \mathcal{F}_x^I \) denote the set of rational numbers m/n ∈ I such that m and n are coprime and n ? x. The analogue to the Erdös–Davenport theorem about multiples is proved: under some constraints on I, the limits \( {{{\sum {\left\{ {\frac{1}{{mn}}:\frac{m}{n} \in \mathcal{F}_x^I \cap \mathcal{M}\left( {A,B} \right)} \right\}} }} \left/ {{\sum {\left\{ {\frac{1}{{mn}}:\frac{m}{n} \in \mathcal{F}_x^I} \right\}} }} \right.} \) exist for all subsets \( A,B \subset \mathbb{N} \) as x → ∞.     

Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

We discuss joint temporal and contemporaneous aggregation of N$N$ independent copies of AR(1) process with random-coefficient a∈[0,1)$a\in [0,1)$ when N$N$ and time scale n$n$ increase at different rate. Assuming that a$a$ has a density, regularly varying at a=1$a=1$ with exponent −1<β<1$-1<\beta <1$, different joint limits of normalized aggregated partial sums are shown to exist when N^1/(1+β)/n$N^{1/(1+\beta )}/n$ tends to (i) ∞$\infty$, (ii) 0$0$, (iii) 0<μ<∞$0<\mu <\infty$. The limit process arising under (iii) admits a Poisson integral representation on (0,∞)×C(R)$(0,\infty )\times C\left(\mathbb{R}\right)$ and enjoys ‘intermediate’ properties between fractional Brownian motion limit in (i) and sub-Gaussian limit in (ii).     

Hölder convergence of autoregression residuals partial sum processes

We investigate polygonal line processes constructed from residuals of the AR(1) model in the framework of Hölder spaces. Both stationary and nonstationary cases are considered.     

An analogue of Feller's theorem for logarithmic combinatorial assemblies

We continue our investigations on iterated logarithm laws for additive functions defined on random combinatorial structures called assemblies or abelian partitional structures. Exploiting Feller's theorem, we obtain sharp upper bounds for a sequence of truncated additive functions. The results imply bounds for the sequence of sizes of components. The main ideas originated from the first author's number-theoretical papers.     

Sieving the Rationals

Lithuanian Mathematical Journal - J. Kubilius developed the model for transferring the problems related to the value distributions of arithmetical functions to those for independent random...     

Polarographic Determination of Methanediol Deprotonation Constants in Alkaline Solutions of Various Ionic Strengths

Methanediol deprotonation was studied in alkaline H₂O and D₂O solutions at various ionic strengths by dc-polarography. The results obtained show a trend of decreasing pK_a of up to 1.5 units with increase in solution ionic strength from 0.1 to 1.0 mol-dm^-3.