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作者：SKALA, HJ
摘要：In an important paper, Strassen discussed the existence of measures on product spaces with given marginals in the context of Polish spaces. We generalize his results to arbitrary Hausdorff spaces and indicate some applications such as measures with given support and stochastic inequalities on partially ordered Hausdorff spaces, In the second part of our paper, we state two results on the general moment problem, thus generalizing earlier theorems due to Kemperman.
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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：BOIVIN, D
作者单位：University System of Ohio; Ohio State University
摘要：Assign to each edge e of the square lattice Z2 a random bond conductivity c(e). If c(e) are stationary, ergodic and such that 0 < a < c(e) < b < infinity for all edges e, then there is a central limit theorem for the corresponding reversible random walk on the lattice which holds for almost all environments.
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作者：GOUET, R
摘要：In a generalized two-color Polya urn scheme, allowing negative replacements, we use martingale techniques to obtain weak invariance principles for the urn process (W(n)), where W(n) is the number of white balls in the urn at stage n. The normalizing constants and the limiting Gaussian process are shown to depend on the ratio of the eigenvalues of the replacement matrix.
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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：DEVALK, V
摘要：A representation of one-dependent processes is given in terms of Hilbert spaces, vectors and bounded linear operators on Hilbert spaces. This generalizes a construction of one-dependent processes that are not two-block-factors. We show that all one-dependent processes admit a representation. We prove that if there is in the Hilbert space a closed convex cone that is invariant under certain operators and that is spanned by a finite number of linearly independent vectors, then the corresponding ...
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作者：DIACONIS, P; SALOFFCOSTE, L
作者单位：Centre National de la Recherche Scientifique (CNRS); Sorbonne Universite
摘要：We develop techniques for bounding the rate of convergence of a symmetric random walk on a finite group to the uniform distribution. The techniques gives bounds on the second largest (and other) eigenvalues in terms of the eigenvalues of a comparison chain with known eigenvalues. The techniques yield sharp rates for a host of previously intractable problems on the symmetric group.
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作者：GEORGII, HO
摘要：We present a new approach to the principle of large deviations for the empirical field of a Gibbsian random field on the integer lattice Z(d). This approach has two main features. First, we can replace the traditional weak topology by the finer topology of convergence of cylinder probabilities, and thus obtain estimates which are finer and more widely applicable. Second, we obtain as an immediate consequence a limit theorem for conditional distributions under conditions on the empirical field,...
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作者：ENCHEV, O
摘要：The nonlinear filtering problem is studied for models where the samples of the signal and the noise are elements of some general abstract Wiener space. The signal is allowed to depend on the noise and the optimal filter is expressed as an explicit functional of the observed sample (trajectory). It is shown that this functional satisfies the Zakai equation. As a n technical tool, a class of shift transformations on the Wiener space is studied and an analog of Cameron-Martin-Girsanov's theorem i...
