Let(g_(n))_(n≥1) be a sequence of independent and identically distributed positive random d×d matrices and consider the matrix product G_(n)=g_(n)…g_1.Under suitable conditions,we establish the Berry-Esseen bou...Let(g_(n))_(n≥1) be a sequence of independent and identically distributed positive random d×d matrices and consider the matrix product G_(n)=g_(n)…g_1.Under suitable conditions,we establish the Berry-Esseen bounds on the rate of convergence in the central limit theorem and Cramer-type moderate deviation expansions,for any matrix norm ‖G_(n)‖ of G_(n),its entries G_(n)^(i,j) and its spectral radius ρ(G_(n)).Extended versions of their joint law with the direction of the random walk G_(n)x are also established,where x is a starting point in the unit sphere of R~d.展开更多
In this paper,we prove a general law of the iterated logarithm (LIL) for independent non-identically distributed B-valued random variables.As an interesting application,we obtain the law of the iterated logarithm for ...In this paper,we prove a general law of the iterated logarithm (LIL) for independent non-identically distributed B-valued random variables.As an interesting application,we obtain the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes.展开更多
In this paper,the authors consider the empirical likelihood method for a first-order generalized random coefficient integer-valued autoregressive process.The authors establish the log empirical likelihood ratio statis...In this paper,the authors consider the empirical likelihood method for a first-order generalized random coefficient integer-valued autoregressive process.The authors establish the log empirical likelihood ratio statistic and obtain its limiting distribution.Furthermore,the authors investigate the point estimation,confidence regions and hypothesis testing for the parameters of interest.The performance of empirical likelihood method is illustrated by a simulation study and a real data example.展开更多
To deal with the demerits of constriction particle swarm optimization(CPSO), such as relapsing into local optima, slow convergence velocity, a modified CPSO algorithm is proposed by improving the velocity update formu...To deal with the demerits of constriction particle swarm optimization(CPSO), such as relapsing into local optima, slow convergence velocity, a modified CPSO algorithm is proposed by improving the velocity update formula of CPSO. The random velocity operator from local optima to global optima is added into the velocity update formula of CPSO to accelerate the convergence speed of the particles to the global optima and reduce the likelihood of being trapped into local optima. Finally the convergence of the algorithm is verified by calculation examples.展开更多
基金supported by Deutsche Forschungsgemeinschaft (DFG) (Grant No. ME 4473/2-1)the Centre Henri Lebesgue (CHL) (Grant No. ANR-11-LABX-0020-01)National Natural Science Foundation of China (Grants Nos. 11971063, 11731012, 12271062 and 12288201)。
文摘Let(g_(n))_(n≥1) be a sequence of independent and identically distributed positive random d×d matrices and consider the matrix product G_(n)=g_(n)…g_1.Under suitable conditions,we establish the Berry-Esseen bounds on the rate of convergence in the central limit theorem and Cramer-type moderate deviation expansions,for any matrix norm ‖G_(n)‖ of G_(n),its entries G_(n)^(i,j) and its spectral radius ρ(G_(n)).Extended versions of their joint law with the direction of the random walk G_(n)x are also established,where x is a starting point in the unit sphere of R~d.
基金the National Natural Science Foundation of China (Grant Nos.10671176,10771192)
文摘In this paper,we prove a general law of the iterated logarithm (LIL) for independent non-identically distributed B-valued random variables.As an interesting application,we obtain the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes.
基金supported by the National Natural Science Foundation of China under Grant Nos.11871028 and 11731015。
文摘In this paper,the authors consider the empirical likelihood method for a first-order generalized random coefficient integer-valued autoregressive process.The authors establish the log empirical likelihood ratio statistic and obtain its limiting distribution.Furthermore,the authors investigate the point estimation,confidence regions and hypothesis testing for the parameters of interest.The performance of empirical likelihood method is illustrated by a simulation study and a real data example.
基金supported by the National Natural Science Foundation of China(71171015)the National High Technology Research and Development Program(863 Program)(2012AA112403)
文摘To deal with the demerits of constriction particle swarm optimization(CPSO), such as relapsing into local optima, slow convergence velocity, a modified CPSO algorithm is proposed by improving the velocity update formula of CPSO. The random velocity operator from local optima to global optima is added into the velocity update formula of CPSO to accelerate the convergence speed of the particles to the global optima and reduce the likelihood of being trapped into local optima. Finally the convergence of the algorithm is verified by calculation examples.
