Let {X,X n;n≥1} be a strictly stationary sequence of ρ-mixing random variables with mean zero and finite variance. Set S n=n k=1X k,M n=max k≤n｜S k｜,n≥1. Suppose lim n→∞ES2 n/n=∶σ2>0 and ∞...Let {X,X n;n≥1} be a strictly stationary sequence of ρ-mixing random variables with mean zero and finite variance. Set S n=n k=1X k,M n=max k≤n｜S k｜,n≥1. Suppose lim n→∞ES2 n/n=∶σ2>0 and ∞n=1ρ 2/d(2n)<∞, where d=2,if -1<b<0 and d>2(b+1),if b≥0. It is proved that,for any b>-1, limε0ε 2(b+1)∞n=1(loglogn)bnlognP{M n≥εσ2nloglogn}= 2(b+1)πГ(b+3/2)∞k=0(-1)k(2k+1) 2b+2,where Г(·) is a Gamma function.展开更多
In this article, a law of iterated logarithm for the maximum likelihood estimator in a random censoring model with incomplete information under certain regular conditions is obtained.
Let{Xn;n≥1}be a sequence of i.i.d, random variables with finite variance,Q（n）be the related R/S statistics. It is proved that lim ε↓0 ε^2 ∑n=1 ^8 n log n/1 P{Q（n）≥ε√2n log log n}=2/1 EY^2,where Y=sup0≤t...Let{Xn;n≥1}be a sequence of i.i.d, random variables with finite variance,Q（n）be the related R/S statistics. It is proved that lim ε↓0 ε^2 ∑n=1 ^8 n log n/1 P{Q（n）≥ε√2n log log n}=2/1 EY^2,where Y=sup0≤t≤1B（t）-inf0≤t≤sB（t）,and B（t） is a Brownian bridge.展开更多
Consider the positive d-dimensional lattice Z^d（d≥2） with partial ordering ≤, let {XK; K∈Z＋^d} be i.i.d, random variables taking values in a real separable Hilbert space （H, ｜｜·｜｜） with mean zero and ...Consider the positive d-dimensional lattice Z^d（d≥2） with partial ordering ≤, let {XK; K∈Z＋^d} be i.i.d, random variables taking values in a real separable Hilbert space （H, ｜｜·｜｜） with mean zero and covariance operator ∑ and set partial sums SN =∑K≤nXK,K,N∈Z＋^d. Under some moment conditions, we obtain the precise asymptotics of a kind of weighted infinite series for partial sums SN as ε↓ by using the truncation and approximation methods. The results are related to the convergence rates of the law of the logarithm in Hilbert space, and they also extend the results of （Gut and Spataru, 2003）.展开更多
Let {X, X_n, n ≥ 1} be a sequence of i.i.d. random vectors with EX =（0,..., 0）_（m×1） and Cov（X, X） = σ~2 Ⅰ_m, and set S_n =∑_（i=1）~n X_i, n ≥ 1. For every d 〉 0 and a_n =o（（log log n）^（-d））, t...Let {X, X_n, n ≥ 1} be a sequence of i.i.d. random vectors with EX =（0,..., 0）_（m×1） and Cov（X, X） = σ~2 Ⅰ_m, and set S_n =∑_（i=1）~n X_i, n ≥ 1. For every d 〉 0 and a_n =o（（log log n）^（-d））, the article deals with the precise rates in the genenralized law of the iterated logarithm for a kind of weighted infinite series of P（｜S_n｜ ≥（ε ＋ a_n）σn^（1/2）（log log n）~d）.展开更多
A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper. The proof is based on a Rosenthal type maximal ineq...A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper. The proof is based on a Rosenthal type maximal inequality and the subsequence method.This result extends the work of Klesov,Rosalsky (2001) and Shao,Su (1999).展开更多
We investigate the strong law of large numbers(SLLN)for a large class of mean based on the Extended Negatively Dependent(END)sequences.The sufficient conditions are obtained for the mean of SLLN in this paper.As an im...We investigate the strong law of large numbers(SLLN)for a large class of mean based on the Extended Negatively Dependent(END)sequences.The sufficient conditions are obtained for the mean of SLLN in this paper.As an important application,the SLLN of Marcinkiewicz mean and logarithmic mean are presented immediately.In addition,we do some simulations for the mean of SLLN based on END random variables.展开更多
Let u(t,x)be the solution to the one-dimensional nonlinear stochastic heat equation driven by space-time white noise with u(0,x)=1 for all x∈R.In this paper,we prove the law of the iterated logarithm(LIL for short)an...Let u(t,x)be the solution to the one-dimensional nonlinear stochastic heat equation driven by space-time white noise with u(0,x)=1 for all x∈R.In this paper,we prove the law of the iterated logarithm(LIL for short)and the functional LIL for a linear additive functional of the form∫[0,R]u(t,x)dx and the nonlinear additive functionals of the form∫[0,R]g(u(t,x))dx,where g:R→R is nonrandom and Lipschitz continuous,as R→∞for fixed t>0,using the localization argument.展开更多
Hu Shuhe gets a sufficient condition on the law of the iterated logarithm for the sums of φ-mixing sequences with duple suffixes. This paper greatly improves his condition.
Let X be a d-dimensional random vector with unknown density function f(z) = f (z1, ..., z(d)), and let f(n) be teh nearest neighbor estimator of f proposed by Loftsgaarden and Quesenberry (1965). In this paper, we est...Let X be a d-dimensional random vector with unknown density function f(z) = f (z1, ..., z(d)), and let f(n) be teh nearest neighbor estimator of f proposed by Loftsgaarden and Quesenberry (1965). In this paper, we established the law of the iterated logarithm of f(n) for general case of d greater-than-or-equal-to 1, which gives the exact pointwise strong convergence rate of f(n).展开更多
In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):104...In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):1045-1049]and Monrad and Rootzén[Probab.Theory Related Fields,1995,101(2):173-192].展开更多
Many observed data show that the near-bed tidal velocity profile deviates from the usual logarithmic law. The amount of deviation may not be large, but it results in large errors when the logarithmic velocity profile ...Many observed data show that the near-bed tidal velocity profile deviates from the usual logarithmic law. The amount of deviation may not be large, but it results in large errors when the logarithmic velocity profile is used to calculate the bed roughness height and friction velocity （or shear stress）. Based on their investigation, Kuo et al. （1996） indicate that the deviation amplitude may exceed 100%. On the basis of fluid dynamic principle, the profile of the near-bed tidal velocity in estuarine and coastal waters is established by introducing Prandtl＇ s mixing length theory and Von Kannan selfsimilarity theory. By the fitting and calculation of the near-bed velocity profde data observed in the west Solent, England, the results are compared with those of the usual logarithmic model, and it is shown that the present near-bed tidal velocity profile model has such advantages as higher fitting precision, and better inner consistency between the roughness height and friction velocity. The calculated roughness height and friction velocity are closer to reality. The conclusions are validated that the logarithmic model underestimates the roughness height and friction velocity during tidal acceleration and overestimates them during tidal deceleration.展开更多
In this paper,we obtain the quasi sure local Chung’s functional law of the iterated logarithm for increments of a Brownian motion.As an application,a quasi sure Chung’s type functional modulus of continuity for a Br...In this paper,we obtain the quasi sure local Chung’s functional law of the iterated logarithm for increments of a Brownian motion.As an application,a quasi sure Chung’s type functional modulus of continuity for a Brownian motion is also derived.展开更多
Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have attracted a lot of interest recently.The purpose of this paper is to study the strong law of large numbers and...Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have attracted a lot of interest recently.The purpose of this paper is to study the strong law of large numbers and the law of the iterated logarithm for a sequence of random variables in a sub-linear expectation space under a concept of extended independence which is much weaker and easier to verify than the independence proposed by Peng[20].We introduce a concept of extended negative dependence which is an extension of the kind of weak independence and the extended negative independence relative to classical probability that has appeared in the recent literature.Powerful tools such as moment inequality and Kolmogorov’s exponential inequality are established for these kinds of extended negatively independent random variables,and these tools improve a lot upon those of Chen,Chen and Ng[1].The strong law of large numbers and the law of iterated logarithm are also obtained by applying these inequalities.展开更多
Based on left truncated and right censored dependent data, the estimators of higher derivatives of density function and hazard rate function are given by kernel smoothing method. When observed data exhibit α-mixing d...Based on left truncated and right censored dependent data, the estimators of higher derivatives of density function and hazard rate function are given by kernel smoothing method. When observed data exhibit α-mixing dependence, local properties including strong consistency and law of iterated logarithm are presented. Moreover, when the mode estimator is defined as the random variable that maximizes the kernel density estimator, the asymptotic normality of the mode estimator is established.展开更多
In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑...In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/｜n｜（log｜n｜dP（｜Sn/Vn｜≥ε√log log｜n｜） and ∑n（logn｜）b/｜n｜（log｜n｜）^d-1P（｜Sn/Vn｜≥ε√log n）,as ε↓0,is established.展开更多
Consider tile partial linear model Y=Xβ+ g(T) + e. Wilers Y is at risk of being censored from the right, g is an unknown smoothing function on [0,1], β is a 1-dimensional parameter to be estimated and e is an unobse...Consider tile partial linear model Y=Xβ+ g(T) + e. Wilers Y is at risk of being censored from the right, g is an unknown smoothing function on [0,1], β is a 1-dimensional parameter to be estimated and e is an unobserved error. In Ref[1,2], it wes proved that the estimator for the asymptotic variance of βn(βn) is consistent. In this paper, we establish the limit distribution and the law of the iterated logarithm for,En, and obtain the convergest rates for En and the strong uniform convergent rates for gn(gn).展开更多
Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependen...Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependent random variables. Under the conditions of {αk, k ≥ 0} which entail that {Xt, t ≥ 1} is either a long memory process or a linear process, the strong approximation of {Xt, t ≥ 1} to a Gaussian process is studied. Finally, the results are applied to obtain the strong approximation of a long memory process to a fractional Brownian motion and the laws of the iterated logarithm for moving average processes.展开更多
基金Research supported by the National Natural Science Foundation of China (1 0 0 71 0 72 )
文摘Let {X,X n;n≥1} be a strictly stationary sequence of ρ-mixing random variables with mean zero and finite variance. Set S n=n k=1X k,M n=max k≤n｜S k｜,n≥1. Suppose lim n→∞ES2 n/n=∶σ2>0 and ∞n=1ρ 2/d(2n)<∞, where d=2,if -1<b<0 and d>2(b+1),if b≥0. It is proved that,for any b>-1, limε0ε 2(b+1)∞n=1(loglogn)bnlognP{M n≥εσ2nloglogn}= 2(b+1)πГ(b+3/2)∞k=0(-1)k(2k+1) 2b+2,where Г(·) is a Gamma function.
基金Project Supported by NSFC (10131040)SRFDP (2002335090)
文摘A law of iterated logarithm for R/S statistics with the help of the strong approximations of R/S statistics by functions of a Wiener process is shown.
文摘In this article, a law of iterated logarithm for the maximum likelihood estimator in a random censoring model with incomplete information under certain regular conditions is obtained.
文摘Let{Xn;n≥1}be a sequence of i.i.d, random variables with finite variance,Q（n）be the related R/S statistics. It is proved that lim ε↓0 ε^2 ∑n=1 ^8 n log n/1 P{Q（n）≥ε√2n log log n}=2/1 EY^2,where Y=sup0≤t≤1B（t）-inf0≤t≤sB（t）,and B（t） is a Brownian bridge.
基金Project (No. 10471126) supported by the National Natural Science Foundation of China
文摘Consider the positive d-dimensional lattice Z^d（d≥2） with partial ordering ≤, let {XK; K∈Z＋^d} be i.i.d, random variables taking values in a real separable Hilbert space （H, ｜｜·｜｜） with mean zero and covariance operator ∑ and set partial sums SN =∑K≤nXK,K,N∈Z＋^d. Under some moment conditions, we obtain the precise asymptotics of a kind of weighted infinite series for partial sums SN as ε↓ by using the truncation and approximation methods. The results are related to the convergence rates of the law of the logarithm in Hilbert space, and they also extend the results of （Gut and Spataru, 2003）.
基金Supported by the National Natural Science Foundation of China(Grant No.61662037)the Scientific Program of Department of Education of Jiangxi Province(Grant Nos.GJJ150894GJJ150905)
文摘Let {X, X_n, n ≥ 1} be a sequence of i.i.d. random vectors with EX =（0,..., 0）_（m×1） and Cov（X, X） = σ~2 Ⅰ_m, and set S_n =∑_（i=1）~n X_i, n ≥ 1. For every d 〉 0 and a_n =o（（log log n）^（-d））, the article deals with the precise rates in the genenralized law of the iterated logarithm for a kind of weighted infinite series of P（｜S_n｜ ≥（ε ＋ a_n）σn^（1/2）（log log n）~d）.
文摘A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper. The proof is based on a Rosenthal type maximal inequality and the subsequence method.This result extends the work of Klesov,Rosalsky (2001) and Shao,Su (1999).
基金Supported by the National Natural Science Foundation of China(Grant No.11701004)the Natural Science Foundation of Anhui Province(Grant Nos.1808085QA03,1808085QF212,1808085QA17)+2 种基金Provincial Natural Science Research Project of Anhui Colleges(Grant Nos.KJ2016A027,KJ2017A027,KJ2019A0006)Excellent Young Talents Research Project of Anhui Colleges(Grant No.gxyq2018102)Key Research Project of Suzhou University(Grant No.2017yzd16)。
文摘We investigate the strong law of large numbers(SLLN)for a large class of mean based on the Extended Negatively Dependent(END)sequences.The sufficient conditions are obtained for the mean of SLLN in this paper.As an important application,the SLLN of Marcinkiewicz mean and logarithmic mean are presented immediately.In addition,we do some simulations for the mean of SLLN based on END random variables.
基金supported by the National Natural Science Foundation of China(11771178 and 12171198)the Science and Technology Development Program of Jilin Province(20210101467JC)+1 种基金the Science and Technology Program of Jilin Educational Department during the“13th Five-Year”Plan Period(JJKH20200951KJ)the Fundamental Research Funds for the Central Universities。
文摘Let u(t,x)be the solution to the one-dimensional nonlinear stochastic heat equation driven by space-time white noise with u(0,x)=1 for all x∈R.In this paper,we prove the law of the iterated logarithm(LIL for short)and the functional LIL for a linear additive functional of the form∫[0,R]u(t,x)dx and the nonlinear additive functionals of the form∫[0,R]g(u(t,x))dx,where g:R→R is nonrandom and Lipschitz continuous,as R→∞for fixed t>0,using the localization argument.
文摘Hu Shuhe gets a sufficient condition on the law of the iterated logarithm for the sums of φ-mixing sequences with duple suffixes. This paper greatly improves his condition.
基金Research supported by National Natural Science Foundation of China.
文摘Let X be a d-dimensional random vector with unknown density function f(z) = f (z1, ..., z(d)), and let f(n) be teh nearest neighbor estimator of f proposed by Loftsgaarden and Quesenberry (1965). In this paper, we established the law of the iterated logarithm of f(n) for general case of d greater-than-or-equal-to 1, which gives the exact pointwise strong convergence rate of f(n).
基金Supported by NSFC(Nos.11661025,12161024)Natural Science Foundation of Guangxi(Nos.2020GXNSFAA159118,2021GXNSFAA196045)+2 种基金Guangxi Science and Technology Project(No.Guike AD20297006)Training Program for 1000 Young and Middle-aged Cadre Teachers in Universities of GuangxiNational College Student's Innovation and Entrepreneurship Training Program(No.202110595049)。
文摘In this paper,we present local functional law of the iterated logarithm for Cs?rg?-Révész type increments of fractional Brownian motion.The results obtained extend works of Gantert[Ann.Probab.,1993,21(2):1045-1049]and Monrad and Rootzén[Probab.Theory Related Fields,1995,101(2):173-192].
基金This study was supported by the National Natural Science Foundation of China ( Grant Nos .40476039 and50339010) Specialized Research Fundforthe Doctoral Programof Higher Education (Grant No.20020294007)
文摘Many observed data show that the near-bed tidal velocity profile deviates from the usual logarithmic law. The amount of deviation may not be large, but it results in large errors when the logarithmic velocity profile is used to calculate the bed roughness height and friction velocity （or shear stress）. Based on their investigation, Kuo et al. （1996） indicate that the deviation amplitude may exceed 100%. On the basis of fluid dynamic principle, the profile of the near-bed tidal velocity in estuarine and coastal waters is established by introducing Prandtl＇ s mixing length theory and Von Kannan selfsimilarity theory. By the fitting and calculation of the near-bed velocity profde data observed in the west Solent, England, the results are compared with those of the usual logarithmic model, and it is shown that the present near-bed tidal velocity profile model has such advantages as higher fitting precision, and better inner consistency between the roughness height and friction velocity. The calculated roughness height and friction velocity are closer to reality. The conclusions are validated that the logarithmic model underestimates the roughness height and friction velocity during tidal acceleration and overestimates them during tidal deceleration.
基金Supported by National Natural Science Foundation of China(11661025)Science Research Foundation of Guangxi Education Department(YB2014117)+1 种基金Guangxi Natural Science Foundation(2018GXNSFBA281076,2017GXNSFBA198179)Guangxi Programme for Promoting Young Teachers’s Ability(2018KY0214).
文摘In this paper,we obtain the quasi sure local Chung’s functional law of the iterated logarithm for increments of a Brownian motion.As an application,a quasi sure Chung’s type functional modulus of continuity for a Brownian motion is also derived.
基金Research supported by grants from the NSF of China(1173101212031005)+2 种基金Ten Thousands Talents Plan of Zhejiang Province(2018R52042)NSF of Zhejiang Province(LZ21A010002)the Fundamental Research Funds for the Central Universities。
文摘Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have attracted a lot of interest recently.The purpose of this paper is to study the strong law of large numbers and the law of the iterated logarithm for a sequence of random variables in a sub-linear expectation space under a concept of extended independence which is much weaker and easier to verify than the independence proposed by Peng[20].We introduce a concept of extended negative dependence which is an extension of the kind of weak independence and the extended negative independence relative to classical probability that has appeared in the recent literature.Powerful tools such as moment inequality and Kolmogorov’s exponential inequality are established for these kinds of extended negatively independent random variables,and these tools improve a lot upon those of Chen,Chen and Ng[1].The strong law of large numbers and the law of iterated logarithm are also obtained by applying these inequalities.
文摘Based on left truncated and right censored dependent data, the estimators of higher derivatives of density function and hazard rate function are given by kernel smoothing method. When observed data exhibit α-mixing dependence, local properties including strong consistency and law of iterated logarithm are presented. Moreover, when the mode estimator is defined as the random variable that maximizes the kernel density estimator, the asymptotic normality of the mode estimator is established.
文摘In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/｜n｜（log｜n｜dP（｜Sn/Vn｜≥ε√log log｜n｜） and ∑n（logn｜）b/｜n｜（log｜n｜）^d-1P（｜Sn/Vn｜≥ε√log n）,as ε↓0,is established.
文摘Consider tile partial linear model Y=Xβ+ g(T) + e. Wilers Y is at risk of being censored from the right, g is an unknown smoothing function on [0,1], β is a 1-dimensional parameter to be estimated and e is an unobserved error. In Ref[1,2], it wes proved that the estimator for the asymptotic variance of βn(βn) is consistent. In this paper, we establish the limit distribution and the law of the iterated logarithm for,En, and obtain the convergest rates for En and the strong uniform convergent rates for gn(gn).
文摘Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependent random variables. Under the conditions of {αk, k ≥ 0} which entail that {Xt, t ≥ 1} is either a long memory process or a linear process, the strong approximation of {Xt, t ≥ 1} to a Gaussian process is studied. Finally, the results are applied to obtain the strong approximation of a long memory process to a fractional Brownian motion and the laws of the iterated logarithm for moving average processes.
基金Supported by the National Natural Science Foundation of China (10871200)
文摘In this article, we obtain the central limit theorem and the law of the iterated logarithm for Galton-Watson processes in i.i.d, random environments.
