On the LIL for Self-Normalized Sums of IID Random Variables

Let be i.i.d. random variables and let, for each and . It is shown that a.s. whenever the sequence of self-normalized sums S _n /V _n is stochastically bounded, and that this limsup is a.s. positive if, in addition, X is in the Feller class. It is also shown that, for X in the Feller class, the sequence of self-normalized sums is stochastically bounded if and only if      

Zero-One Law for Symmetric Convolution Semigroups of Measures on Groups

Let ( _t ) _t>0 be a symmetric weakly continuous semigroup of probability measures on a nonabelien complete separable group G and let v be its Lévy measure. The purpose of this paper is to provide a relatively simple proof of the zero-one law for semigroups with the Lévy measure satisfying either v(H ^c) = or v(H ^c) = 0.     

A Factorization of Determinant Related to Some Random Matrices

We consider the expectation of the determinant det(–X)^–1for Im >0 associated with some random N×Nmatrices and factorize it into NStieltjes transforms of probability measures. Moreover, using this factorization, we investigate the limiting behavior of the logarithm of the quantity as N.     

Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables

We consider perturbed empirical distribution functions , where {Ginn, n1} is a sequence of continuous distribution functions converging weakly to the distribution function of unit mass at 0, and {X _{i, i}1} is a non-stationary sequence of absolutely regular random variables. We derive the almost sure representation and the law of the iterated logarithm for the statistic whereU _n is aU-statistic based onX ₁,...,X _n . The results obtained extend or generalize the results of Nadaraya,⁽⁷⁾ Winter,⁽¹⁶⁾ Puri and Ralescu,^(9,10) Oodaira and Yoshihara,⁽⁸⁾ and Yoshihara,⁽¹⁹⁾ among others.Research supported by the Office of Naval Research Contract N00014-91-J-1020.     

Strong consistency of the mean on randomly deleted sets

Suppose 0t ₁<t ₂<... are fixed points in time. At timet _k , a unit with magnitudeX _k and lifetimeL _k enters a population or is placed into a system. Suppose that theX _k 's are i.i.d. withEX ₁=, theL _k 's are i.i.d., and that theX _k 's andL _k 's are independent. In this paper we find conditions under which the continuous time process Avr{X _k :t _k t<t _k +L _k } is almost surely convergent to . We also demonstrate the sharpness of these conditions.     

Extended large deviations

LetX ₁,X ₂,..., be a sequence ofi.i.d. random variables with a moment generating function finite in a neighborhood of 0. Further, for each integern1, letS _n denote the sum of the firstn terms in this sequence. We study the extended large deviation of such sums, meaning,P{S _n >n _n }, where _n is any sequence converging to infinity. We also derive functional extended large deviation theorems and then apply them to obtain functional versions of the Erdös-Rényi strong law of large numbers.Research partially supported by an NSF Grant.     

Raoult's law as applied to binary solvent mixtures

The inapplicability of the original statement of Raoult's law to binary solvent mixtures has been known for many years. An appropriate form for binary solvent mixtures is developed from the fundamental thermodynamic concept of fugacity, and is shown to be quantitatively applicable to the water+tetrahydrofuran solvent system and qualitatively applicable to the results which have been obtained for other aqueous organic solvent mixtures.     

Cooperative birth processes with linear or sublinear intensity

Let {Z_t} be an increasing Markov process on N ⁿ and {σ(k)} the corresponding sequence of jump times. Let the increments of Z_t be i.i.d. with finite expectation and covariances, and let

$\text{E(σ(k+1)?σ(k)|Z}{}_0\text{,Z}{}_{\mathrm{\sigma (1)}}\text{,…Z}{}_{\mathrm{\sigma (k)}}\text{=}\text{h}\text{Z}{}_{\mathrm{\sigma (k)}}\text{|Z}{}_{\mathrm{\sigma (k)}}\text{|}\text{?(|Z}{}_{\mathrm{\sigma (k)}}\text{|)}{}^{\mathrm{?1}}$

where h and ? are sufficiently smooth positive functions and ?Z_t? = ∑ⁿ_j=1Z_t(j), Z_t=(Z_t(1),…,Z_t(n)). While a linear f results in asymptotically exponential growth, a suitable class of sublinear f leads to a growth asymptotically at most that of a power. Covering both cases, we obtain analoga of the strong LLN, the CLT and LIL.     

How small are the increments of a Wiener process?

Let $\text{γ}{}_{\mathrm{т}}\text{=(8(}\text{logTa}{}^{-1}{}_{\mathrm{T}}\text{+log log T)}\text{π}{}^2\text{a}{}_{\mathrm{T}}\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}$, 0<a_T?T<∞, and {W(t);0?t<∞} be a standard Wiener process. This exposition studies the almost sure behaviour of

, under varying conditions on a_T and T/a_T. The following analogue of Lévy's modulus of continuity of a Wiener Process is also given:

$\text{lim}{}_{\mathrm{h\to 0}}\text{inf}{}_{\mathrm{0?t?1}}\text{sup}{}_{\mathrm{0?s?h}}\text{(}\text{8 log h}{}^{-1}\text{π}{}^2\text{h}\text{)}\text{1}\text{2}\text{|W(t+s)?W(t)| =}{}^{\mathrm{a.s.}}\text{1.}$

and this may be viewed as the exact “modulus of non-differentiability” of a Wiener Process.     

Polystyrene anchored rhodium (I) bidentate ligand complexes as catalysts for hydrogenation

Polystyrene supported Rh(I) AA′ (AA′ = anthranilic acid, 2,2′-bipyridine or 1,10-phenanthroline) complexes catalyse the hydrogenation of monoolefins (terminal, cyclic and internal) and dienes. Ethyl sorbate undergoes saturation via the monoene intermediate. Thiscis olefin reacts faster than thetrans isomer. The rate law for the reaction is: Rate α [catalyst] [substrate] [H₂].