递推M-估计的强收敛性

本文对u1(t)为单调递增这一比较常见的情形和在其它一些比较常见的条件 下,证明了M-估计递推算法中回归系数和散布矩阵的强相合性.     

Recursive formulas for discrete distributions

We apply power series techniques for differential equations on probability generating functions to derive recursive formulas for discrete compound distributions. Such formulas are computationally effective and useful in risk theory.     

Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies

In this paper we examine an N-stage stochastic decision model with a recursive reward structure whose state and action spaces are standard Borel ones. The central results relate to the validity of the optimality equations and to the sufficiency of deterministic strategies. The results expand statements known for classical dynamic programming problems with additive total rewards to a wide class of recursive reward functions under certain monotonicity and continuity assumptions. The existence of an expected utility representation of the total rewards is generally not presupposed     

A nonsymmetric matrix with integer eigenvalues

A nonsymmetric N?×?N matrix with elements as certain simple functions of N distinct real or complex numbers r ₁, r ₂, …, r_N is presented. The matrix is special due to its eigenvalues???the consecutive integers 0,1,2, …, N?1. Theorems are given establishing explicit expressions of the right and left eigenvectors and formulas for recursive calculation of the right eigenvectors. A special case of the matrix has appeared in sampling theory where its right eigenvectors, if properly normalized, give the inclusion probabilities of the conditional Poisson sampling design.     

An Online Expectation–Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online expectation–maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme by using both simulated and real data originating from DNA analysis. The supplementary materials for the article are available online.     

Recursive Structures and Ershov's Hierarchy

Ash and Nerode [2] gave natural definability conditions under which a relation is intrinsically r. e. Here we generalize this to arbitrary levels in Ershov's hierarchy of Δ sets, giving conditions under which a relation is intrinsically α-r. e. Mathematics Subject Classification: 03C57, 03D55.     

An integral recursive inequality and applications

An integral recursive inequality for two functions is obtained. It is used to describe the equality cases in the related inequalities. The applications involve some bi-Hermitian forms, integral transformations, and confluent hypergeometric functions.      

A note on recursive completions of the countable atomless Boolean algebras

The Baire category theorem for compact Hausdorff spaces is used to show that any recursive completion ℬ^ϕof the countable atomless Boolean algebra ℬ is ℬrecursively closed." Also, a theorem of R.D. Anderson on the simplicity of Aut(ℬ) is used to show that uncountably many automorphisms of ℬ extend to ℬ^ϕ. This revised version was published online in June 2006 with corrections to the Cover Date.     

On the recursive sequence

We show that every positive solution of the equation

where , converges to a period two solution.