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作者:OKAZAKI, Y; SATO, H
作者单位:Kyushu University
摘要:Let X = {X(k)} be an i.i.d. real random sequence, let epsilon = {epsilon(k)} be a Rademacher sequence independent of X and let a = {a(k)} be a deterministic real sequence. The aim of this paper is to prove that the mutual absolute continuity of probability measures induced by {X(k)} and {X(k) + a(k)epsilon(k)} implies a is-an-element-of l4. This is a generalization of a result of Shepp.
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作者:XIA, C
摘要:Let {X,X(n); n greater-than-or-equal-to 1} be a sequence of i.i.d. random variables with values in a separable Banach spacc B and set, for each n, S(n) = X1 + ... + X(n). We give necessary and sufficient conditions in order that [GRAPHICS] where p greater-than-or-equal-to 1. Furthermore, the exact values of the above lim sup are obtained. Some results are the extensions of Strassen's work to the vector settings and some are new even on the real line, The proofs depend on the construction of %a...
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作者:YU, Z
摘要:Consider a special independent bond percolation model on Z2, in which all bonds with vertices in the X axis are open with probability delta and closed with probability 1 - delta, and all other bonds are open with probability p and closed with probability 1 - p. In this paper we show that no percolation occurs at p(c) for any delta < 1. The method allows us also to show no percolation at p(c) in a more general inhomogeneous case.
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作者:MARCUS, MB; ROSEN, J
作者单位:City University of New York (CUNY) System; College of Staten Island (CUNY); Texas A&M University System; Texas A&M University College Station
摘要:Both standard and functional laws of the iterated logarithm are obtained for the local time of a symmetric Levy process, at a fixed point in its state space, as time goes to infinity. Similar results are also obtained for the difference of the local times at two points in the state space. These results are sharp if the exponent of the characteristic function that defines the Levy process is regularly varying at zero with index 1 < beta less-than-or-equal-to 2. The results are given in terms of...