2期

最新文章

• Uniqueness of solutions of the stochastic Navier-Stokes equation with invariant measure given by the enstrophy AI翻译
  作者：Albeverio, S; Ferrario, B
  作者单位：University of Bonn; University of Pavia
  摘要：A stochastic Navier-Stokes equation with space-time Gaussian white noise is considered, having as infinitesimal invariant measure a Gaussian measure mu(v) whose covariance is given in terms of the enstrophy. Pathwise uniqueness for mu(v)-a.e. initial velocity is proven for solutions having mu(v) as invariant measure.
• Algebraic methods toward higher-order probability inequalities, II AI翻译
  作者：Richards, DS
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
  摘要：Let (L,less than or equal to) be a finite distributive lattice, and suppose that the functions f(1), f(2): L --> R are monotone increasing with respect to the partial order less than or equal to. Given mu a probability measure on L, denote by E(f(i)) the average of f(i) over L with respect to mu, i = 1, 2. Then the FKG inequality provides a condition on the measure g under which the covariance, Cov(f(1), f(2)) := E(f(1)f(2)) - E(f(1))E(f(2)), is nonnegative. In this paper we derive a third-ord...
• Martingale approximations for sums of stationary processes AI翻译
  作者：Wu, WB; Woodroofe, M
  作者单位：University of Chicago; University of Michigan System; University of Michigan
  摘要：Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first shown that a martingale approximation is necessary for such normality and then that the sums are asymptotically normal if and only if the approximating martingales satisfy a Lindeberg-Feller condition. Using the explicit construction of the approximating marti...
• A uniform functional law of the logarithm for the local empirical process AI翻译
  作者：Mason, DM
  作者单位：University of Delaware
  摘要：We prove a uniform functional law of the logarithm for the local empirical process. To accomplish this we combine techniques from classical and abstract empirical process theory, Gaussian distributional approximation and probability on Banach spaces. The body of techniques we develop should prove useful to the study of the strong consistency of d-variate kernel-type nonparametric function estimators.
• Exact convergence rate and leading term in central limit theorem for student's t statistic AI翻译
  作者：Hall, P; Wang, QY
  作者单位：Australian National University; University of Sydney
  摘要：The leading term in the normal approximation to the distribution of Student's t statistic is derived in a general setting, with the sole assumption being that the sampled distribution is in the domain of attraction of a normal law. The form of the leading term is shown to have its origin in the way in which extreme data influence properties of the Studentized sum. The leading-term approximation is used to give the exact rate of convergence in the central limit theorem up to order n(-1/2), wher...
• On weighted U-statistics for stationary processes AI翻译
  作者：Hsing, T; Wu, WB
  作者单位：Texas A&M University System; Texas A&M University College Station; University of Chicago
  摘要：A weighted U-statistic based on a random sample X-1,..., X-n has the form U-n = Sigma(1less than or equal toi, jless than or equal ton) w(i-j) K(X-i, X-j), where K is a fixed symmetric measurable function and the w(i) are symmetric weights. A large class of statistics can be expressed as weighted U-statistics or variations thereof. This paper establishes the asymptotic normality of U-n when the sample observations come from a nonlinear time series and linear processes.
• Path decompositions for Markov chains AI翻译
  作者：Kersting, G; Memisoglu, K
  作者单位：Goethe University Frankfurt
  摘要：We present two path decompositions of Markov chains (with general state space) by means of harmonic functions, which are dual to each other. They can be seen as a generalization of Williams' decomposition of a Brownian motion with drift. The results may be illustrated by a multitude of examples, but we confine ourselves to different types of random walks and the Polya urn.
• Levy processes and Fourier analysis on compact Lie groups AI翻译
  作者：Liao, M
  作者单位：Auburn University System; Auburn University; Nankai University
  摘要：We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.
• Moderate deviation probabilities for open convex sets: Nonlogarithmic behavior AI翻译
  作者：Einmahl, U; Kuelbs, J
  作者单位：Universite Libre de Bruxelles; University of Wisconsin System; University of Wisconsin Madison
  摘要：Precise asymptotics for moderate deviation probabilities are established for open convex sets in both the finite- and infinite-dimensional settings. Our results are based on the existence of dominating points for these sets, a related representation formula, and asymptotics for the integral term in this formula.
• Zero temperature limit for interacting Brownian particles. II. Coagulation in one dimension AI翻译
  作者：Funaki, T
  作者单位：University of Tokyo
  摘要：We study the zero temperature limit for interacting Brownian particles in one dimension with a pairwise potential which is of finite range and attains a unique minimum when the distance of two particles becomes a > 0. We say a chain is formed when the particles are arranged in an almost equal distance a. If a chain is formed at time 0, so is for positive time as the temperature of the system decreases to 0 and, under a suitable macroscopic space-time scaling, the center of mass of the chain pe...