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作者:GRIFFEATH, D
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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 ...
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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...
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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 ...
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作者:LEE, TY
摘要:The empirical measure, a generalization of occupation times, of a super-Brownian motion is studied. In our case the empirical measure tends almost surely to Lebesgue measure as time t --> infinity. Asymptotic probabilities of deviation from this central behavior by various orders (large, not very large and normal deviations) are estimated. Extension to similar superprocesses, that is, Dawson-Watanabe processes, is discussed. Our analytic approach also produces new results for semilinear PDE's.
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作者:ONEIL, KA; REDNER, RA
摘要:The limiting distribution of weighted U-statistics of degree 2 is found for a wide class of weights, including uniform weights. Nonnormal limits can occur for both degenerate and nondegenerate kernels. A compact expression is given for the cumulants of the distribution. Incomplete and randomly weighted U-statistics are also analyzed.
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作者:ROCHA, AL
摘要:The infinite secretary problem, in which an infinite number of rankable items arrive at times which are i.i.d., uniform on (0, 1), is modified to allow for a fixed period of recall of length alpha, 0 less-than-or-equal-to alpha less-than-or-equal-to 1. The goal is to find the maximum probability of best choice, v = v(alpha), as well as an optimal stopping time tau* = tau*(alpha). A differential-delay equation is derived, the solution of which yields v(alpha) and tau*(a), the latter given in te...
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作者:SCHNEEMEIER, W
摘要:Empirical processes of U-statistic structure were introduced by Serfling and studied in detail by Silverman, who proved weak convergence of weighted versions in the i.i.d. case. Our main theorem shows that this result can be generalized in two directions: First, the i.i.d. assumption can be omitted, and second, our proof holds for a richer class of weight functions. In addition, we obtain almost sure convergence of weighted U-processes in the i.i.d. case which improves the results of Helmers, ...
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作者:TANEMURA, H
摘要:A random walk with obstacles in R(d), d greater-than-or-equal-to 2, is considered. A probability measure is put on a space of obstacles, giving a random walk with random obstacles. A central limit theorem is then proven for this process when the obstacles are distributed by a Gibbs state with sufficiently low activity. The same problem is treated for a tagged particle of an infinite hard core particle system.
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作者:GANTERT, N
摘要:We prove a local version of Strassen's law of the iterated logarithm. Instead of shrinking larger and larger pieces of a Brownian path and letting time go to infinity, we look at a sequence of functions we get by blowing up smaller and smaller pieces and we investigate the asymptotic behaviour of this sequence as time goes to zero, It turns out that this sequence of functions is a relatively compact subset of C[0, 1] with probability 1, and the set of its limit points is the same as in Strasse...