1996

最新文章

• Special invited paper - A new look at independence AI翻译
  作者：Talagrand, M
  作者单位：University System of Ohio; Ohio State University
  摘要：The concentration of measure phenomenon in product spaces is a far-reaching abstract generalization of the classical exponential inequalities for sums of independent random variables. We attempt to explain in the simplest possible terms the basic concepts underlying this phenomenon, the basic method to prove concentration inequalities and the meaning of several of the most useful inequalities.
• Random Fourier series and continuous additive functionals of Levy processes on the torus AI翻译
  作者：Marcus, MB; Rosen, J
  作者单位：City University of New York (CUNY) System; College of Staten Island (CUNY)
  摘要：Let X be an exponentially killed Levy process on T-n, the n-dimensional torus, that satisfies a sector condition. (This includes symmetric Levy processes.) Let F-e denote the extended Dirichlet space of X. Let h is an element of F-e and let {h(y), y is an element of T-n} denote the set of translates of h. That is, h(y)(.) = h(. - y). We consider the family of zero-energy continuous additive functions {N-t([hy]), (y, t) is an element of T-n x R(+)} as defined by Fukushima. For a very large clas...
• Strong law of large numbers for sums of products AI翻译
  作者：Zhang, CH
  摘要：Let X, X(n), n greater than or equal to 1, be a sequence of independent identically distributed random variables. We give necessary and sufficient conditions for the strong law of large numbers for k = 2 without regularity conditions on X, [GRAPHICS] for k greater than or equal to 3 in three cases: (i) symmetric X, (ii) P{X greater than or equal to 0} = 1 and (iii) regularly varying P{\X\ > x} as x --> infinity, without further conditions, and for general X and k under a condition on the growt...
• A zero-one law approach to the central limit theorem for the weighted bootstrap mean AI翻译
  作者：ArenalGutierrez, E; Matran, C
  摘要：We develop a new technique to prove the conditional CLT for the weighted bootstrap mean. Through 0-1 laws, we show that this conditional CLT can be derived from an unconditional one which easily arises (conditioning with respect to the weights) from the standard Lindeberg CLT.
• On the strong limiting behavior of local functionals of empirical processes based upon censored data AI翻译
  作者：Deheuvels, P; Einmahl, JHJ
  作者单位：Eindhoven University of Technology
  摘要：We prove functional laws of the iterated logarithm for empirical processes based upon censored data in the neighborhood of a fixed point. We apply these results to obtain strong laws for estimators of local functionals of the lifetime distribution. In particular, we describe the pointwise strong limiting behavior of the kernel density estimator based upon the Kaplan-Meier product-limit estimator.
• Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation AI翻译
  作者：Horvath, L; Shao, QM
  作者单位：National University of Singapore
  摘要：Let {X(n), 1 less than or equal to n < infinity} be a sequence of independent identically distributed random variables in the domain of attraction of a stable law with index 0 < alpha < 2. The limit of x(n)(-1) log P{S-n/max \X(i)\ greater than or equal to x(n)} is found when x(n) --> infinity and x(n)/n --> 0. The large deviation result is used to prove the law of the iterated logarithm for the self-normalized partial sums.
• Large deviations for a class of stochastic partial differential equations AI翻译
  作者：Kallianpur, G; Xiong, J
  作者单位：University of Tennessee System; University of Tennessee Knoxville
  摘要：We consider the random fields X(epsilon)(t, q), t greater than or equal to 0, q is an element of O, governed by stochastic partial differential equations driven by a Gaussian white noise in space-time, where O is a bounded domain in R(d) with regular boundary. To study the continuity of the random fields X(epsilon) in space and time variables, we prove an analogue of Garsia's theorem. We then derive the large deviation results based on the methods used by the second author in another paper. Th...
• Convergence in various topologies for stochastic integrals driven by semimartingales AI翻译
  作者：Jakubowski, A
  摘要：We generalize existing Limit theory for stochastic integrals driven by semimartingales and with left-continuous integrands. Joint Skorohod convergence is replaced with joint finite dimensional convergence plus an assumption excluding the case when oscillations of the integrand appear immediately before oscillations of the integrator. Integrands may converge in a very weak topology It is also proved that convergence of integrators implies convergence of stochastic integrals with respect to the ...
• A central limit theorem for reversible exclusion and zero-range particle systems AI翻译
  作者：Sethuraman, S; Xu, L
  作者单位：Rutgers University System; Rutgers University New Brunswick
  摘要：We give easily verifiable conditions under which a functional central limit theorem holds for additive functionals of symmetric simple exclusion and symmetric zero-range processes. Also a reversible exclusion model with speed change is considered. Let eta(t) be the configuration of the process at time t and let f(eta) be a function on the state space. The question is: For which functions f does lambda(-1/2)integral(0)(M) f(eta(s)) ds converge to a Brownian motion? A general but often intractab...
• On the density of the maximum of smooth Gaussian processes AI翻译
  作者：Diebolt, J; Posse, C
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
  摘要：We obtain an integral formula for the density of the maximum of smooth Gaussian processes. This expression induces explicit nonasymptotic lower and upper bounds which are in general asymptotic to the density. Moreover, these bounds allow us to derive simple asymptotic formulas for the density with rate of approximation as well as accurate asymptotic bounds. In particular, in the case of stationary processes, the latter upper bound improves the well-known bound based on Rice's formula. In the c...