We study age-structured branching models with reproduction law depending on the remaining lifetime of the parent. The lifespan of an individual is determined at its birth and its remaining lifetime decreases at the un...We study age-structured branching models with reproduction law depending on the remaining lifetime of the parent. The lifespan of an individual is determined at its birth and its remaining lifetime decreases at the unit speed. The models, without or with immigration, are constructed as measure-valued processes by pathwise unique solutions of stochastic equations driven by time-space Poisson random measures. In the subcritical branching case, we give a sufficient condition for the ergodicity of the process with immigration. Two large number laws and a central limit theorem of the occupation times are proved.展开更多
Let(Z_(n))_(n)≥0be a supercritical branching process in an independent and identically distributed random environment.We establish an optimal convergence rate in the Wasserstein-1 distance for the process(Z_(n))_(n)...Let(Z_(n))_(n)≥0be a supercritical branching process in an independent and identically distributed random environment.We establish an optimal convergence rate in the Wasserstein-1 distance for the process(Z_(n))_(n)≥0,which completes a result of Grama et al.[Stochastic Process.Appl.,2017,127(4):1255–1281].Moreover,an exponential nonuniform Berry-Esseen bound is also given.At last,some applications of the main results to the confidence interval estimation for the criticality parameter and the population size Znare discussed.展开更多
In this paper, we establish some Rosenthal type inequalities for maximum partial sums of asymptotically almost negatively associated random variables, which extend the corresponding results for negatively associated r...In this paper, we establish some Rosenthal type inequalities for maximum partial sums of asymptotically almost negatively associated random variables, which extend the corresponding results for negatively associated random variables. As applications of these inequalities, by employing the notions of residual Cesàro α-integrability and strong residual Cesàro α-integrability, we derive some results on Lp convergence where 1 < p < 2 and complete convergence. In addition, we estimate the rate of convergence in Marcinkiewicz-Zygmund strong law for partial sums of identically distributed random variables.展开更多
We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on ? with a random env...We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on ? with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.展开更多
We consider three random variables X_n, Y_n and Z_n, which represent the numbers of the nodes with 0, 1, and 2 children, in the binary search trees of size n. The expectation and variance of the three above random var...We consider three random variables X_n, Y_n and Z_n, which represent the numbers of the nodes with 0, 1, and 2 children, in the binary search trees of size n. The expectation and variance of the three above random variables are got, and it is also shown that X_n, Y_n and Z_n are all asymptotically normal as n→∞by applying the contraction method.展开更多
The generalized Friedman’s urn model is a popular urn model which is widely used in many disciplines.In particular,it is extensively used in treatment allocation schemes in clinical trials.In this paper,we show that ...The generalized Friedman’s urn model is a popular urn model which is widely used in many disciplines.In particular,it is extensively used in treatment allocation schemes in clinical trials.In this paper,we show that both the urn composition process and the allocation proportion process can be approximated by a multi-dimensional Gaussian process almost surely for a multi-color generalized Friedman’s urn model with both homogeneous and non-homogeneous generating matrices.The Gaussian process is a solution of a stochastic differential equation.This Gaussian approximation is important for the understanding of the behavior of the urn process and is also useful for statistical inferences.As an application,we obtain the asymptotic properties including the asymptotic normality and the law of the iterated logarithm for a multi-color generalized Friedman's urn model as well as the randomized-play-the-winner rule as a special case.展开更多
Let X 1, ..., X n be independent and identically distributed random variables and W n = W n (X 1, ..., X n ) be an estimator of parameter ?. Denote T n = (W n ? ? 0)/s n , where s n 2 is a variance estimator of W n . ...Let X 1, ..., X n be independent and identically distributed random variables and W n = W n (X 1, ..., X n ) be an estimator of parameter ?. Denote T n = (W n ? ? 0)/s n , where s n 2 is a variance estimator of W n . In this paper a general result on the limiting distributions of the non-central studentized statistic T n is given. Especially, when s n 2 is the jacknife estimate of variance, it is shown that the limit could be normal, a weighted χ 2 distribution, a stable distribution, or a mixture of normal and stable distribution. Applications to the power of the studentized U- and L- tests are also discussed.展开更多
基金supported by the National Key R&D Program of China(2020YFA0712901).
文摘We study age-structured branching models with reproduction law depending on the remaining lifetime of the parent. The lifespan of an individual is determined at its birth and its remaining lifetime decreases at the unit speed. The models, without or with immigration, are constructed as measure-valued processes by pathwise unique solutions of stochastic equations driven by time-space Poisson random measures. In the subcritical branching case, we give a sufficient condition for the ergodicity of the process with immigration. Two large number laws and a central limit theorem of the occupation times are proved.
基金Supported by the National Natural Science Foundation of China(Grant No.11971063)CY Initiative of Excellence(Grant No.“Investissements d’Avenir”ANR-16-IDEX-0008)Project“EcoDep”(Grant No.PSI-AAP2020-0000000013)。
文摘Let(Z_(n))_(n)≥0be a supercritical branching process in an independent and identically distributed random environment.We establish an optimal convergence rate in the Wasserstein-1 distance for the process(Z_(n))_(n)≥0,which completes a result of Grama et al.[Stochastic Process.Appl.,2017,127(4):1255–1281].Moreover,an exponential nonuniform Berry-Esseen bound is also given.At last,some applications of the main results to the confidence interval estimation for the criticality parameter and the population size Znare discussed.
基金supported by National Natural Science Foundation of China (Grant No.10871217) the SCR of Chongqing Municipal Education Commission (Grant No.KJ090703)
文摘In this paper, we establish some Rosenthal type inequalities for maximum partial sums of asymptotically almost negatively associated random variables, which extend the corresponding results for negatively associated random variables. As applications of these inequalities, by employing the notions of residual Cesàro α-integrability and strong residual Cesàro α-integrability, we derive some results on Lp convergence where 1 < p < 2 and complete convergence. In addition, we estimate the rate of convergence in Marcinkiewicz-Zygmund strong law for partial sums of identically distributed random variables.
基金the National Natural Science Foundation of China (Grant Nos. 10271020,10471012)SRF for ROCS, SEM (Grant No. [2005]564)
文摘We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on ? with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.
基金This work was supported by the National Natural Science Foundation of China (Grant No. 10671188)the Knowledge Innovation Program of the Chinese Academy of Sciences (Grant No. KJCX3-SYW-S02)the Special Foundation of University of Science and Technology of China
文摘We consider three random variables X_n, Y_n and Z_n, which represent the numbers of the nodes with 0, 1, and 2 children, in the binary search trees of size n. The expectation and variance of the three above random variables are got, and it is also shown that X_n, Y_n and Z_n are all asymptotically normal as n→∞by applying the contraction method.
基金supported by National Natural Science Foundation of China (Grant No. 10771192)National Science Foundation of USA (Grant No. DMS-0349048)
文摘The generalized Friedman’s urn model is a popular urn model which is widely used in many disciplines.In particular,it is extensively used in treatment allocation schemes in clinical trials.In this paper,we show that both the urn composition process and the allocation proportion process can be approximated by a multi-dimensional Gaussian process almost surely for a multi-color generalized Friedman’s urn model with both homogeneous and non-homogeneous generating matrices.The Gaussian process is a solution of a stochastic differential equation.This Gaussian approximation is important for the understanding of the behavior of the urn process and is also useful for statistical inferences.As an application,we obtain the asymptotic properties including the asymptotic normality and the law of the iterated logarithm for a multi-color generalized Friedman's urn model as well as the randomized-play-the-winner rule as a special case.
基金supported in part by Hong Kong UST (Grant No. DAG05/06.SC)Hong Kong RGC CERG(Grant No. 602206)+1 种基金supported by National Natural Science Foundation (Grant No.10801118)the PhD Programs Foundation of the Ministry of Education of China (Grant No. 200803351094)
文摘Let X 1, ..., X n be independent and identically distributed random variables and W n = W n (X 1, ..., X n ) be an estimator of parameter ?. Denote T n = (W n ? ? 0)/s n , where s n 2 is a variance estimator of W n . In this paper a general result on the limiting distributions of the non-central studentized statistic T n is given. Especially, when s n 2 is the jacknife estimate of variance, it is shown that the limit could be normal, a weighted χ 2 distribution, a stable distribution, or a mixture of normal and stable distribution. Applications to the power of the studentized U- and L- tests are also discussed.
