An Inequality for Tail Probabilities of Martingales with Bounded Differences

Let M _n =X₁+...+X_n be a martingale with bounded differences X_m=M_m-M_m-1 such that {|X_m| _m}=1 with some nonnegative _m. Write ²= ₁ ² + ... + _n ² . We prove the inequalities {M _nx}c(1-(x/)), {M _n x} 1- c(1- (-x/)) with a constant . The result yields sharp inequalities in some models related to the measure concentration phenomena.     

Extraction of subsystems “Majorized” by the rademacher system

In this paper it is proved that from any uniformly bounded orthonormal system {f _n} _n=1 ^∞ of random variables defined on the probability space (Ω, ε, P), one can extract a subsystem {fni} _i ^{Emphasis>=1/∞} majorized in distribution by the Rademacher system on [0, 1]. This means that {

Almost-Sure Results for a Class of Dependent Random Variables

The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by _d ⁺ —the positive d-dimensional lattice points—and having maximal coefficient of correlation strictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes.     

A Strong Law for Mixing Random Variables

A sharp almost sure bound is derived for limit points of average sum of weakly dependent random variables, which ensures strong laws of large numbers for and -mixing random variables, without assumptions on rate of tending to zero of and -mixing parameters _n and _n.     

On affine scaling and semi-infinite programming

We consider an extension of the affine scaling algorithm for linear programming problems with free variables to problems having infinitely many constraints, and explore the relationship between this algorithm and the finite affine scaling method applied to a discretization of the problem.This material is based on research supported by Air Force Office of Scientific Research Grant AFOSR 89-0410.     

计量调整型抽样检验系统GB/T6378-1986与ISO3951 :1989的比较分析

GB/T6378-1986作为计量抽样检验方面的基础性国家标准,是参照国际标准ISO3951:1989而制定的。1989年国际标准化组织ISO/TC69发布了ISO3951的修订版本ISO3951:1989,ISO3951的这一修订版反映了计量抽样检验的最新研究成果,为开展国家标准GB/T6378的修订工作,本文系统地对GB/T6378-86和ISO3951:89进行了比较分析研究。     

The Bell inequalities and the joint measurement of incompatible observables

A quantum-mechanical theory of joint nonideal measurement of incompatible polarization observables is applied to an EPR-like experiment. It is demonstrated that this experiment yields both information satisfying and information violating the Bell inequalities. The measurement is also discussed in the context of a local hidden-variables theory. It is argued that the violation of an additional assumption of reproducibility of the hidden variable rather than violation of locality may be responsible for the violation of the Bell inequalities.     

Linear restrictions and two step least squares with applications

In this paper we consider the full rank regression model with arbitrary covariance matrix: Y = Xß + ε. It is shown that the effect of restricting the information Y to T = A′Y may be analyzed through an associatedi regression problem which is amenable to solution by two step least squares. The results are applied to the important case of missing observations, where some classical results are rederived.     

Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces

This paper is concerned with large-$\text{O}$ error estimates concerning convergence in distribution as well as norm convergence for Banach space-valued martingale difference sequences. Indeed, two general limit theorems equipped with rates of convergence for such difference sequences are established. Applications of these lead to the central limit theorem and the weak law of large numbers with rates for Banach space-valued martingales.     

States on Operator Algebras and Axiomatic System of Quantum Theory

Recent development brings new results on the interplay of states on operator algebras and axiomatics of quantum mechanics. Neither hidden space in the sense of Kochen and Specker nor approximate hidden variables exist on von Neumann algebras. Tracial properties of states are connected with dispersions. The axioms on composite systems simplify to state extension properties.