1993

最新文章

• U-STATISTICS OF RANDOM-SIZE SAMPLES AND LIMIT-THEOREMS FOR SYSTEMS OF MARKOVIAN PARTICLES WITH NON-POISSON INITIAL DISTRIBUTIONS AI翻译
  作者：FELDMAN, RE; RACHEV, S
  摘要：Limiting distributions of square-integrable infinite order U-statistics were first studied by Dynkin and Mandelbaum and Mandelbaum and Taqqu. We extend their results to the case of non-Poisson random sample size. Multiple integrals of non-Gaussian generalized fields are constructed to identify the limiting distributions. An invariance principle is also established. We use these results to study the limiting distribution of the amount of charge left in some set by an infinite system of signed M...
• THE SPECTRAL MEASURE OF A REGULAR STATIONARY RANDOM-FIELD WITH THE WEAK OR STRONG COMMUTATION PROPERTY AI翻译
  作者：CHENG, R
  摘要：It is shown that a regular stationary random field on Z2 exhibits the weak (strong) commutation property if and only if its spectral density is the squared modulus of a weakly (strongly) outer function in the Hardy space H-2(T2) of the torus. Applications to prediction are discussed.
• TRANSIENCE RECURRENCE AND CENTRAL-LIMIT-THEOREM BEHAVIOR FOR DIFFUSIONS IN RANDOM TEMPORAL ENVIRONMENTS AI翻译
  作者：PINSKY, M; PINSKY, RG
  作者单位：Technion Israel Institute of Technology
  摘要：Let sigma(t) be an ergodic Markov chain on a finite state space E and for each sigma is-an-element-of E, define on R(d) the second-order elliptic operator [GRAPHICS] Then for each realization sigma(t) = sigma(t,omega) of the Markov chain, L(sigma(t)) may be thought of as a time-inhomogeneous diffusion generator. We call such a Process a diffusion in a random temporal environment or simply a random diffusion. We study the transience and recurrence properties and the central limit theorem proper...
• STOCHASTIC MONOTONICITY AND SLEPIAN-TYPE INEQUALITIES FOR INFINITELY DIVISIBLE AND STABLE RANDOM VECTORS AI翻译
  作者：SAMORODNITSKY, G; TAQQU, MS
  作者单位：Boston University
  摘要：We study the relation between stochastic domination of an infinitely divisible random vector X by another infinitely divisible random vector Y and their corresponding Levy measures. The results are used to derive a Slepian-type inequality for a general class of symmetric infinitely divisible random vectors.
• TOWARD A GENERAL LAW OF THE ITERATED LOGARITHM IN BANACH-SPACE AI翻译
  作者：EINMAHL, U
  摘要：A general bounded law of the iterated logarithm for Banach space valued random variables is established. Our result implies: (a) the bounded LIL of Ledoux and Talagrand, (b) a bounded LIL for random variables in the domain of attraction of a Gaussian law and (c) new LIL results for random variables outside the domain of attraction of a Gaussian law in cases where the classical norming sequence {root nLLn} does not work. Basic ingredients of our proof are an infinite-dimensional Fuk-Nagaev type...
• LIMIT OF THE SMALLEST EIGENVALUE OF A LARGE DIMENSIONAL SAMPLE COVARIANCE-MATRIX AI翻译
  作者：BAI, ZD; YIN, YQ
  作者单位：University of Massachusetts System; University of Massachusetts Lowell
  摘要：In this paper, the authors show that the smallest (if p less-than-or-equal-to n) or the (p - n + 1)-th smallest (if p > n) eigenvalue of a sample covariance matrix of the form (1/n)XX' tends almost surely to the limit (1 - square-root y)2 as n and p/n --> y is-an-element-of (0, infinity), where X is a p x n matrix with iid entries with mean zero, variance 1 and fourth moment finite. Also, as a by-product, it is shown that the almost sure limit of the largest eigenvalue is (1 + square-root y)2,...
• SPITZER,FRANK PIONEERING WORK ON INTERACTING PARTICLE-SYSTEMS AI翻译
  作者：GRIFFEATH, D
• A NONSTANDARD LAW OF THE ITERATED LOGARITHM FOR TRIMMED SUMS AI翻译
  作者：HAEUSLER, E
  作者单位：University of Munich
  摘要：Let X(i), i greater-than-or-equal-to 1, be independent random variables with a common distribution in the domain of attraction of a strictly stable law, and for each n greater-than-or-equal-to 1 let X1, n less-than-or-equal-to ... less-than-or-equal-to X(n, n) denote the order statistics of X1, ..., X(n). In 1986, S. Csorgo, Horvath and Mason showed that for each sequence k(n), n greater-than-or-equal-to 1, of nonnegative integers with k(n) --> infinity and k(n)/n --> 0 as n --> infinity, the ...
• GAUSSIAN ESTIMATES FOR MARKOV-CHAINS AND RANDOM-WALKS ON GROUPS AI翻译
  作者：HEBISCH, W; SALOFFCOSTE, L
  作者单位：Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); University of Wroclaw
  摘要：A Gaussian upper bound for the iterated kernels of Markov chains is obtained under some natural conditions. This result applies in particular to simple random walks on any locally compact unimodular group G which is compactly generated. Moreover, if G has polynomial volume growth, the Gaussian upper bound can be complemented with a similar lower bound. Various applications are presented. In the process, we offer a new proof of Varopoulos' results relating the uniform decay of convolution power...
• SUPPORTS OF CERTAIN INFINITELY DIVISIBLE PROBABILITY-MEASURES ON LOCALLY CONVEX-SPACES AI翻译
  作者：RAJPUT, BS
  摘要：Let B be a separable Banach space and let mu be a centered Poisson probability measure on B with Levy measure M. Assume that M admits a polar decomposition in terms of a finite measure sigma on the unit sphere of B and a Levy measure rho on (0, infinity). The main result of this paper provides a complete description of the structure of l(mu), the support of mu. Specifically, it is shown that: (i) if integral(0, 1]srho(ds) = infinity, then l(mu) is a linear space and is equal to the closure of ...