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作者：GOGGIN, EM
摘要：Suppose the random variables (X(N), Y(N)) on the probability space (OMEGA(N), F(N), P(N)) converge in distribution to the pair (X, Y) on (OMEGA, F, P), as N --> infinity. This paper seeks conditions which imply convergence in distribution of the conditional expectations E(PN){F(X(N))\Y(N)} to E(P){F(X)\Y}, for all bounded continuous functions F. An absolutely continuous change of probability measure is made from P(N) to a measure Q(N) under which X(N) and Y(N) are independent. The Radon-Nikody...
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作者：BOBKOV, SG
作者单位：Syktyvkar State University
摘要：An isoperimetric property of exponential distributions with respect to the supremum distance in R(n) is proved and applied to stochastic processes linearly generated by i.i.d. positive random values.
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作者：ARNAUD, JP
摘要：Let T be the set of vertices of a homogeneous tree and let (X(t))t is-an-element-of T be a second-order real or complex-valued process such that the expected value E(X(s)X(t)BAR) depends only on the distance between the vertices s and t. In this paper we construct a measure space (K, H, m) and an isometry of the closed subspace of L(C)2(OMEGA, A, P) spanned by (X(t))t is-an-element-of T onto L2(m).
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作者：CACOULLOS, T; PAPATHANASIOU, V; UTEV, SA
作者单位：Novosibirsk State University
摘要：Upper bounds for the distance in variation between an arbitrary probability measure and the standard normal one are established via some integrodifferential functionals including information. The results are illustrated by gamma- and t-distributions. Moreover, as a by-product, another proof of the central limit theorem is obtained.
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作者：BURKHOLDER, DL
摘要：This paper contains sharp norm, maximal, escape and exponential inequalities for stochastic integrals in which the integrator is either a nonnegative submartingale or a nonnegative supermartingale. Analogous inequalities hold for Ito processes and for smooth functions on Euclidean domains.
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作者：KALPAZIDOU, S
摘要：Let P(h) = (p(ij)(h),i,j= 1,2, ..., n),h greater-than-or-equal-to 0,n greater-than-or-equal-to 1, be a transition matrix function defining an irreducible recurrent continuous parameter Markov process. Let (S(i), i = 1, 2, ..., n) be a partition of the circle into sets S(i) each consisting of a finite union of arcs A(kl). Let f(t) be a rotation of length t of the circle, and denote Lebesgue measure by lambda. We generalize and prove for the transition matrix function P(h) a theorem of Cohen (n ...
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作者：RAJPUT, BS
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作者：TALAGRAND, M
作者单位：University System of Ohio; Ohio State University
摘要：Under natural conditions on a class F of functions on a probability space, near optimal bounds are given for the probabilities [GRAPHICS]. The method is a variation of this author's method to study the tailprobability of the supremum of a Gaussi
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作者：LIGGETT, TM
摘要：The threshold voter models considered in this paper are special cases of the nonlinear voter models which were introduced recently by Cox and Durrett. They are spin systems on Z(d) with transition rates [GRAPHICS] This system is known to cluster if N = d = 1, and to coexist if N greater-than-or-equal-to 4 in one dimension and if N is reasonably large in other dimensions. Cox and Durrett conjectured that it coexists in all cases except N = d = 1. In this paper, we prove this conjecture. The pro...
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作者：CSORGO, S; MASON, DM
作者单位：University of Delaware
摘要：Let X(1,n) less-than-or-equal-to ... less-than-or-equal-to X(n,n) be the order statistics of n independent random variables with a common distribution function F and let k(n) be positive numbers such that k(n) --> infinity and k(n)/n --> 0 as n --> infinity, and consider the sums I(n)(a, b) = SIGMA(i=[akn]+1)[bkn]X(n+1-i,n) of intermediate order statistics, where 0 < a < b. We find necessary and sufficient conditions for the existence of constants A(n) > 0 arid C(n) such that A(n)-1(I(n)(a,b)-...
