二项指数和四次混合均值的计算

本文研究了二项指数和四次均值的计算问题.利用初等数论及代数数论的方法获得了一个精确的计算公式以及一个转换公式,推广了已有的结果,揭示了均值计算与同余方程组的本质联系.     

基于EV模型ND样本加权和的相合性

本文研究变系数EV模型的ND样本加权和的相合性问题.利用ND序列的Bernstein型不等式和截尾的方法,获得了ND样本加权和sum from i=1 to n(W_(ni)(t_0)Y_i)的强、弱相合性,推广了独立随机变量加权和的相合性.     

On the Dedekind Sums and Two-Term Exponential Sums

In this paper, the authors use the analytic methods and the properties of character sums mod p to study the computational problem of one kind of mean value involving the classical Dedekind sums and two-term exponential sums, and give an exact computational formula for it.     

Direct sums and the Szlenk index

For α an ordinal and 1<p<∞, we determine a necessary and sufficient condition for an ?p-direct sum of operators to have Szlenk index not exceeding ωα. It follows from our results that the Szlenk index of an ?p-direct sum of operators is determined in a natural way by the behaviour of the ε-Szlenk indices of its summands. Our methods give similar results for c₀-direct sums.     

Precise asymptotics in the deviation probability series of self-normalized sums

Let X,X₁,X₂,… be a sequence of nondegenerate i.i.d. random variables with zero means. Set Sn=X₁+?+Xn and . In the present paper we examine the precise asymptotic behavior for the general deviation probabilities of self-normalized sums, Sn/Wn. For positive functions g(x), ?(x), α(x) and κ(x), we obtain the precise asymptotics for the following deviation probabilities of self-normalized sums:

     

Permutations and β-shifts

Given a real number β>1, a permutation π of length n is realized by the β-shift if there is some x∈[0,1] such that the relative order of the sequence x,f(x),…,fn−1(x), where f(x) is the fractional part of βx, is the same as that of the entries of π. Widely studied from such diverse fields as number theory and automata theory, β-shifts are prototypical examples of one-dimensional chaotic dynamical systems. When β is an integer, permutations realized by shifts were studied in Elizalde (2009) [5]. In this paper we generalize some of the results to arbitrary β-shifts. We describe a method to compute, for any given permutation π, the smallest β such that π is realized by the β-shift. We also give a way to determine the length of the shortest forbidden (i.e., not realized) pattern of an arbitrary β-shift.     

Only the first term of some series counts

Let X,X₁,X₂,… be i.i.d. random variables, and set S_n=X₁+?+X_n. We prove that for three important distributions of X, namely normal, exponential and geometric, series of the type ∑_n≥1a_nP(|S_n|≥xb_n) or ∑_n≥1a_nP(S_n≥xb_n) behave like their first term as x→∞.     

Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation

This paper investigates the asymptotic behavior of tail probability of randomly weighted sums of dependent and real-valued random variables with dominated variation, where the weights form another sequence of nonnegative random variables. The result we obtain extends the corresponding result of Wang and Tang[7].     

EXACT EVALUATIONS OF FINITE TRIGONOMETRIC SUMS BY SAMPLING THEOREMS

We use the sampling representations associated with Sturm-Liouville difference operators to derive generalized integral-valued trigonometric sums. This extends the known results where zeros of Chebyshev polynomials of the first kind are involved to the use of the eigenvalues of difference operators, which leads to new identities. In these identities Bernoulli’s numbers play a role similar to that of Euler’s in the old ones. Our technique differs from that of Byrne-Smith (1997) and Berndt-Yeap (2002).     

一类推广负风险和模型的破产概率

本文研究了带干扰的两险种负风险和模型的破产问题.利用无穷小方法,给出了该风险模型破产概率所满足的微分-积分方程,并推导出破产概率满足的Lundberg型不等式.最后指出了当索赔服从负指数分布时破产概率的上界,推广了经典风险模型的结果.