Let X_1, X_2,... be a sequence of independent random variables and S_n=sum X_1 from i=1 to n and V_n^2=sum X_1~2 from i=1 to n . When the elements of the sequence are i.i.d., it is known that the self-normalized sum S...Let X_1, X_2,... be a sequence of independent random variables and S_n=sum X_1 from i=1 to n and V_n^2=sum X_1~2 from i=1 to n . When the elements of the sequence are i.i.d., it is known that the self-normalized sum S_n/V_n converges to a standard normal distribution if and only if max1≤i≤n|X_i|/V_n → 0 in probability and the mean of X_1 is zero. In this paper, sufficient conditions for the self-normalized central limit theorem are obtained for general independent random variables. It is also shown that if max1≤i≤n|X_i|/V_n → 0 in probability, then these sufficient conditions are necessary.展开更多
The authors get on Metivier groups the spectral resolution of a class of operators m（L, -Δ）, the joint functional calculus of the sub-Laplacian and Laplacian on the centre, and then give some restriction theorems t...The authors get on Metivier groups the spectral resolution of a class of operators m（L, -Δ）, the joint functional calculus of the sub-Laplacian and Laplacian on the centre, and then give some restriction theorems together with their asymptotic estimates, asserting the mix-norm boundedness of the spectral projection operators Pμ^m for two classes of functions re（a, b） =（a^α＋b^β）^γ or （1＋a^α＋b^β）^γ,with α,β〉0,γ≠0.展开更多
Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper est...Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov type exponential inequalities of the partial sums of independent random variables as well as negatively dependent random variables under the sub-linear expectations. As applications of the exponential inequalities, the laws of the iterated logarithm in the sense of non-additive capacities are proved for independent or negatively dependent identically distributed random variables with finite second order moments.For deriving a lower bound of an exponential inequality, a central limit theorem is also proved under the sublinear expectation for random variables with only finite variances.展开更多
A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (...A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion.展开更多
LetX 1,…,X n be iid observations of a random variableX with probability density functionf(x) on the q-dimensional unit sphere Ωq in Rq+1,q ? 1. Let $f_n (x) = n^{ - 1} c(h)\sum\nolimits_{i = 1}^n {K[(1 - x'X_i )...LetX 1,…,X n be iid observations of a random variableX with probability density functionf(x) on the q-dimensional unit sphere Ωq in Rq+1,q ? 1. Let $f_n (x) = n^{ - 1} c(h)\sum\nolimits_{i = 1}^n {K[(1 - x'X_i )/h^2 ]} $ be a kernel estimator off(x). In this paper we establish a central limit theorem for integrated square error off n under some mild conditions.展开更多
Let 0<k<n,and k-dinensional object S∪→R^n,Also,S will come with a nonnegative Radon measure u on R^n such that suppr=S.Define the Fouriner restriction operator T by Tf(x)=f(x)|x∈s Then ‖Tf‖L^p(dt)≤C‖f‖L^...Let 0<k<n,and k-dinensional object S∪→R^n,Also,S will come with a nonnegative Radon measure u on R^n such that suppr=S.Define the Fouriner restriction operator T by Tf(x)=f(x)|x∈s Then ‖Tf‖L^p(dt)≤C‖f‖L^2(v,R^n) holds for all f ∈C0^∈（R^n) and some redial weighted funcion v if S is a bounded surface and u∈A.Here 1≤p≤∞.Our reslut generalizes those in [6]to some extent.展开更多
First,a class of strong limit theorems are proved by constructing two nonnegative martingales.Then they are applied to the study of all kinds of even-odd Markov chain fields and Markov chain fields defined in the pape...First,a class of strong limit theorems are proved by constructing two nonnegative martingales.Then they are applied to the study of all kinds of even-odd Markov chain fields and Markov chain fields defined in the paper.Finally,some strong limit theorems for the even-odd Markov chain fields and Markov chain fields are obtained.展开更多
基金supported by Hong Kong Research Grants Council General Research Fund(Grant Nos.14302515 and 14304917)
文摘Let X_1, X_2,... be a sequence of independent random variables and S_n=sum X_1 from i=1 to n and V_n^2=sum X_1~2 from i=1 to n . When the elements of the sequence are i.i.d., it is known that the self-normalized sum S_n/V_n converges to a standard normal distribution if and only if max1≤i≤n|X_i|/V_n → 0 in probability and the mean of X_1 is zero. In this paper, sufficient conditions for the self-normalized central limit theorem are obtained for general independent random variables. It is also shown that if max1≤i≤n|X_i|/V_n → 0 in probability, then these sufficient conditions are necessary.
基金supported by the National Natural Science Foundation of China(No.11371036)the Specialized Research Fund for the Doctoral Program of Higher Education of China(No.2012000110059)
文摘The authors get on Metivier groups the spectral resolution of a class of operators m（L, -Δ）, the joint functional calculus of the sub-Laplacian and Laplacian on the centre, and then give some restriction theorems together with their asymptotic estimates, asserting the mix-norm boundedness of the spectral projection operators Pμ^m for two classes of functions re（a, b） =（a^α＋b^β）^γ or （1＋a^α＋b^β）^γ,with α,β〉0,γ≠0.
基金supported by National Natural Science Foundation of China (Grant No. 11225104)the National Basic Research Program of China (Grant No. 2015CB352302)the Fundamental Research Funds for the Central Universities
文摘Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov type exponential inequalities of the partial sums of independent random variables as well as negatively dependent random variables under the sub-linear expectations. As applications of the exponential inequalities, the laws of the iterated logarithm in the sense of non-additive capacities are proved for independent or negatively dependent identically distributed random variables with finite second order moments.For deriving a lower bound of an exponential inequality, a central limit theorem is also proved under the sublinear expectation for random variables with only finite variances.
基金This work was supported by the National Natural Science Foundation of China(Grant Nos.10101005 and 10121101)the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry.
文摘A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion.
文摘LetX 1,…,X n be iid observations of a random variableX with probability density functionf(x) on the q-dimensional unit sphere Ωq in Rq+1,q ? 1. Let $f_n (x) = n^{ - 1} c(h)\sum\nolimits_{i = 1}^n {K[(1 - x'X_i )/h^2 ]} $ be a kernel estimator off(x). In this paper we establish a central limit theorem for integrated square error off n under some mild conditions.
文摘Let 0<k<n,and k-dinensional object S∪→R^n,Also,S will come with a nonnegative Radon measure u on R^n such that suppr=S.Define the Fouriner restriction operator T by Tf(x)=f(x)|x∈s Then ‖Tf‖L^p(dt)≤C‖f‖L^2(v,R^n) holds for all f ∈C0^∈（R^n) and some redial weighted funcion v if S is a bounded surface and u∈A.Here 1≤p≤∞.Our reslut generalizes those in [6]to some extent.
基金Supported by the Special Fundation of Tianjin Education Committee(2006ZH91)Supported by the Key Discipline of Applied Mathematics at Tianjin University of Commerce(X0803)
文摘First,a class of strong limit theorems are proved by constructing two nonnegative martingales.Then they are applied to the study of all kinds of even-odd Markov chain fields and Markov chain fields defined in the paper.Finally,some strong limit theorems for the even-odd Markov chain fields and Markov chain fields are obtained.
