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作者：Barthe, F; Guédon, O; Mendelson, S; Naor, A
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Centre National de la Recherche Scientifique (CNRS); Universite Paris Cite; Sorbonne Universite; Australian National University; Microsoft
摘要：This article investigates, by probabilistic methods, various geometric questions on B-p(n), the unit ball of l(p)(n). We propose realizations in terms of independent random variables of several distributions on B-p(n), including the P normalized volume measure. These representations allow us to unify and extend the known results of the sub-independence of coordinate slabs in B-p(n), As another application, we compute moments of linear functionals on B-p(n) which gives sharp constants in Khinch...
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作者：Peligrad, M; Utev, S
作者单位：University System of Ohio; University of Cincinnati; University of Nottingham
摘要：We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply it to establish the Donsker invariance principle for this class of stationary sequences. A Markov chain example is given in order to show the optimality of the conditions imposed.
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作者：Gadidov, A
作者单位：University System of Georgia; Kennesaw State University
摘要：In this note we show that almost sure convergence to zero of symmetrized U-statistics indexed by a linear sector in Z(+)(d) is equivalent to convergence along the diagonal of Z(+)(d), as it is considered in Latala and Zinn [Ann. Probab. 28 (2000) 1908-1924]. Comparisons with similar results for sums of multiindexed i.i.d. random variables are also made.
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作者：Gnedin, A; Pitman, J
作者单位：Utrecht University; University of California System; University of California Berkeley
摘要：A new class of random composition structures (the ordered analog of Kingman's partition structures) is defined by a regenerative description of component sizes. Each regenerative composition structure is represented by a process of random sampling of points from an exponential distribution on the positive halfline, and separating the points into clusters by an independent regenerative random set. Examples are composition structures derived from residual allocation models, including one associa...
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作者：Hairer, M
作者单位：University of Warwick
摘要：We study the ergodic properties of finite-dimensional systems of SDEs driven by nondegenerate additive fractional Brownian motion with arbitrary Hurst parameter H is an element of (0, 1). A general framework is constructed to make precise the notions of invariant measure and stationary state for such a system. We then prove under rather weak dissipativity conditions that such an SIDE possesses a unique stationary solution and that the convergence rate of an arbitrary solution toward the statio...
