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1.
设{X_n}_(n=1)~∞是R~1上的平稳、强混合随机变量序列,具有公共的密度函数f(x)。我们选定一个概率密度K(x),假定f(x)与K(x)都具有r(≥0)阶导数,则可定义基于观测值X_1,…,X_n的f~(r)(x)的核估计其中窗宽h_n(x)■h_n(x;X_1,…,X_n)>0不仅依赖于X_1,…,X_n,而且也与x有关。本文是在随机序列{X_n}_(n=1)~∞是平稳、强混合的情况下,讨论f_n~(r)(x)的一致强相合性。  相似文献   

2.
设{ Xn}^∞ n=1是R^1中的平稳过程,具有公共的未知密度函数f(x) ,我们研究基于前n个观测值X1,X2,… Xn的f(x)的一种近邻估计fn(x).本文假定{Xn}^∞ n=1O φ-混合或强混合的,在对混合系数φ(n)趋于零的速度的适当限制下,证明了fn(x)的逐点相合性一致强相合性.并得到了这两种相合性强收敛速度.  相似文献   

3.
Let {X,X_n,n≥ 1} be a sequence of identically distributed pairwise negative quadrant dependent(PNQD) random variables and {a_n,n≥ 1} be a sequence of positive constants with a_n=f(n) and f(θ~k)/f(θ~(k-1)≥β for all large positive integers k, where 1 θ≤β and f(x) 0(x≥1) is a non-decreasing function on [b,+∞) for some b≥1.In this paper,we obtain the strong law of large numbers and complete convergence for the sequence {X,X_n, n≥ 1},which are equivalent to the general moment condition∑_(n=1)~∞ P(|X| a_n) ∞.Our results extend and improve the related known works in Baum and Katz [1],Chen at al.[3],and Sung[14].  相似文献   

4.
摘要设X_1,X_2,…为iid.,EX_1=0,0相似文献   

5.
设{e_n}_(n=0)~∞是空间l~p(1相似文献   

6.
设{Xi)i=1^∞是一维平稳序列,具有公共的未知密度f(x),在{Xi}i=1^∞是α-混合的条件下,给出了f(x)基于前礼个观测值{Xi}i=1^∞的最近邻密度估计的强相合收敛速度,当f(x)满足适当条件,收敛速度可达到0(n^-1/3(ln n)^4(1+p)/3)).  相似文献   

7.
设E是具弱序列连续对偶映像自反Banach空间, C是E中闭凸集, T:C→ C是具非空不动点集F(T)的非扩张映像.给定u∈ C,对任意初值x0∈ C,实数列{αn}n∞=0,{βn}∞n=0∈ (0,1),满足如下条件:(i)sum from n=α to ∞α_n=∞, α_n→0;(ii)β_n∈[0,α) for some α∈(0,1);(iii)sun for n=α to ∞|α_(n-1) α_n|<∞,sum from n=α|β_(n-1)-β_n|<∞设{x_n}_(n_1)~∞是由下式定义的迭代序列:{y_n=β_nx_n (1-β_n)Tx_n x_(n 1)=α_nu (1-α_n)y_n Then {x_n}_(n=1)~∞则{x_n}_(n=1)~∞强收敛于T的某不动点.  相似文献   

8.
Let X be a Banach space and {e_j}_(j=1)~∞ be a sequence in X. The author showsthat {e_j}_(j=1)~∞ is a basic sequence if and only if ∑_(n=1)~∞, r_nα_(nj) converges for every j≥1 and∑_(n=1)~∞ r_n ∑_(j=1)~∞, α_(nj)e_j=∑_(j=1)~∞,(∑_(n=1)~∞ r_nα_(nj))e_j holds for every choice of scalar variables{α_(nj)} such that ∑_(j=1)~∞ α_(nj)e_j converges for each n≥1 and any choice of scalar variables{r_n} such that ∑_(n=1)~∞ ∑_(j=1)~∞, r_nα_(nj)e_j converges. Moreover, some applications about theresult are given.  相似文献   

9.
设{X_i}_(i=1)~∞是标准化非平稳高斯序列,N_n为X_1,X_2,…,X_n依次对水平μ_(n1),μ_(n2),…,μ_(nn)的超过数形成的点过程.记Υ_(ij)=X_iX_j,S_n=■X_i.当Υ_(ij)满足一定条件时,证明了N_n依分布收敛到Poisson过程,且N_n与S_n渐近独立.  相似文献   

10.
ρ-混合序列部分和乘积的几乎处处极限定理   总被引:1,自引:0,他引:1  
设{X_n,n≥1}是一严平稳的ρ-混合的正的随机变量序列,且EX_1=μ>0, Var(X_1)=σ~2,记S_n=Σ_(i=1)~n X_i和γ=σ/μ,在较弱的条件下,证明了对任意的x,,其中σ_1~2=1+2/(σ~2)∑_(j=2)~∞Cov(X_1,X_j),F(·)是随机变量e~(2~(1/2)N)的分布函数,N是标准正态随机变量,我们的结果推广了i.i.d时的情形.  相似文献   

11.
对于线性模型 Yi=x'_iβ十e_i,i=1,2,...,{e_i}_(i= 1)~∞i.i.d.,e_1有未知密度函数f(x),本文基于β的M-估计的残差:e_i=Yi—x'_iβ,i=1,2,…,n,其中β为β的M-估计,用 f_n(x)=1/2na_n sum from i=1 to n I(x-a_ne_i^≤x a_n)估计f(x),得到了这种估计的强收敛速度,一致强收敛速度,L_1-模相合性,渐近正态性,重对数律。  相似文献   

12.
Let {X, X_n; n ≥ 0} be a sequence of independent and identically distributed random variables with EX=0, and assume that EX~2I(|X| ≤ x) is slowly varying as x →∞, i.e., X is in the domain of attraction of the normal law. In this paper, a self-normalized law of the iterated logarithm for the geometrically weighted random series Σ~∞_(n=0)β~nX_n(0 β 1) is obtained, under some minimal conditions.  相似文献   

13.
相依随机变量的密度函数的递归核估计的渐近正态性   总被引:1,自引:0,他引:1  
设{X_n;n≥1}为同分布的ρ-混合序列,其未知密度,f(x)的递归核估计为: f_n(x)=1/n sum from j=1 to n h_j~(-1)K(x-X_j/h_j),本文在适当的条件下,讨论由f_n(x)所产生的随机元的有限维渐近正态性。  相似文献   

14.
NA序列重对数律的几个极限定理   总被引:7,自引:2,他引:5  
张立新 《数学学报》2004,47(3):541-552
设{X_n;n≥1}均值为零、方差有限的NA平稳序列。记S_n=∑_(k=1)~n X_k,M_n=maxk≤n|S_k|,n≥1.假设σ~2=EX_1~2+2∑_(k=2)~∞EX_1X_k>0。本文讨论了:当ε 0时,P{M_n≥εσ(2nloglogn)~(1/2)的一类加权级数的精确渐近性质,以及当ε∞时,P{M_n≤εσ(π~2n/(8loglogn))~(1/2)}的一类加权级数的精确渐近性质。这些性质与重对数律和Chung重对数律的速度有关。  相似文献   

15.
Given a sequence of positive real numbers \[{\varepsilon _0},{\varepsilon _1},...,{\varepsilon _n},...\] which satisfy the conditions \[{\varepsilon _v} \to 0,{\varepsilon _v} - {\varepsilon _{v + 1}} \ge 0,{\varepsilon _v} - 2{\varepsilon _{v + 1}} + {\varepsilon _{v + 2}} \ge 0\] for v =0, 1, 2, ..., and a class L(s) of 2pi-periodic, L-integrable functions f(x) such that \[{E_n}{(f)_L} \le {\varepsilon _n}(n = 0,1,2,...)\], where \[{E_n}{(f)_L}\] is the best mean approximation of f(x) by trigonometrical polynomials of degree ≤n Let \[{S_n}(f)\] be the n-th partial sum of the Fourier series of f(x). It’s known that Oskolkov has proved \[\mathop {\sup }\limits_{f \in L(\varepsilon )} ||f - {S_n}{(f)_L}|| = \sum\limits_{v = n}^{2n} {\frac{{{\varepsilon _n}}}{{v - n + 1}}} \] where \[||f|{|_L} = \int_0^{2\pi } {|f(x)|} dx\] Oskolkov asked whether there is a single function \[{f_0}(x) \in L(s)\] for which the above relation is satisfied for all n, In this paper the following result is obtained. Theorem Let \[L(\varepsilon )\] be a class of 2pi-periodic, L-integrable functions as giyen above, then there exists a funotion \[{f_0}(x) \in L(\varepsilon )\] such that \[{{\tilde f}_0}(x) \in L(\varepsilon )\] and \[\begin{array}{l} \overline {\mathop {\lim }\limits_{n \to \infty } } \frac{{{{\left\| {{f_0} - {S_n}({f_0})} \right\|}_L}}}{{\sum\limits_{v = n}^{2n} {\frac{{{\varepsilon _n}}}{{v - n + 1}}} }} \ge C > 0\\overline {\mathop {\lim }\limits_{n \to \infty } } \frac{{{{\left\| {{{\tilde f}_0} - {S_n}({{\tilde f}_0})} \right\|}_L}}}{{\sum\limits_{v = n}^{2n} {\frac{{{\varepsilon _n}}}{{v - n + 1}}} }} \ge C > 0 \end{array}\] where C is an absolute constant. Some generalizations of the theorem are given.  相似文献   

16.
通过一族多线性积分算子{Θ_t}0定义了一类α-Carleson测度(0α≤1).作为应用,给出了多线性仿积π_b是从L~2(H_∞~d)到L~2(R~n)有界的定义:π_b(f)(x)=∫_0~∞η_t*((φ_t*ff)Θ_t(b_1,...,b_m))(x)dt/t,其中H_∞~d是R~n上的维Hausdorff容量,这里d=αn.  相似文献   

17.
假定 $X$ 是具有范数$\|\cdot\|$的复 Banach 空间, $n$ 是一个满足 $\dim X\geq n\geq2$的正整数. 本文考虑由下式定义的推广的Roper-Suffridge算子 $\Phi_{n,\beta_2, \gamma_2, \ldots , \beta_{n+1}, \gamma_{n+1}}(f)$: \begin{equation} \begin{array}{lll} \Phi _{n, \beta_2, \gamma_2, \ldots, \beta_{n+1},\gamma_{n+1}}(f)(x) &;\hspace{-3mm}=&;\hspace{-3mm}\dl\he{j=1}{n}\bigg(\frac{f(x^*_1(x))}{x^*_1(x)})\bigg)^{\beta_j}(f''(x^*_1(x))^{\gamma_j}x^*_j(x) x_j\\ &;&;+\bigg(\dl\frac{f(x^*_1(x))}{x^*_1(x)}\bigg)^{\beta_{n+1}}(f''(x^*_1(x)))^{\gamma_{n+1}}\bigg(x-\dl\he{j=1}{n}x^*_j(x) x_j\bigg),\nonumber \end{array} \end{equation} 其中 $x\in\Omega_{p_1, p_2, \ldots, p_{n+1}}$, $\beta_1=1, \gamma_1=0$ 和 \begin{equation} \begin{array}{lll} \Omega_{p_1, p_2, \ldots, p_{n+1}}=\bigg\{x\in X: \dl\he{j=1}{n}| x^*_j(x)|^{p_j}+\bigg\|x-\dl\he{j=1}{n}x^*_j(x)x_j\bigg\|^{p_{n+1}}<1\bigg\},\nonumber \end{array} \end{equation} 这里 $p_j>1 \,( j=1, 2,\ldots, n+1$), 线性无关族 $\{x_1, x_2, \ldots, x_n \}\subset X $ 与 $\{x^*_1, x^*_2, \ldots, x^*_n \}\subset X^* $ 满足 $x^*_j(x_j)=\|x_j\|=1 (j=1, 2, \ldots, n)$ 和 $x^*_j(x_k)=0 \, (j\neq k)$, 我们选取幂函数的单值分支满足 $(\frac{f(\xi)}{\xi})^{\beta_j}|_{\xi=0}= 1$ 和 $(f''(\xi))^{\gamma_j}|_{\xi=0}=1, \, j=2, \ldots , n+1$. 本文将证明: 对某些合适的常数$\beta_j, \gamma_j$, 算子$\Phi_{n,\beta_2, \gamma_2, \ldots, \beta_{n+1}, \gamma_{n+1}}(f)$ 在$\Omega_{p_1, p_2, \ldots , p_{n+1}}$上保持$\alpha$阶的殆$\beta$型螺形映照和 $\alpha$阶的$\beta$型螺形映照.  相似文献   

18.
Let $-1=x_{n,n}相似文献   

19.
设f(x)∈C_(2π)。而f(x)~sum from k=0 ( )A_k(f_1k)≡α_0/2 sum from k=1 ( )(α_kcoskx b_ksinkx)。 又设 U_n(f,x)=1/πintegral from -πto π(f(x t)u_n(t)dt,) 其中u_n(t)=1/2 sum from k=1ρ_k~(n)coskt满足条件: integral from 0 to k(|u_n(t)|dt=O(1),)ρ_k~(n)→1(n→∞;k=1,2,…,)。设m是正整数,ρ_0~(n)=1。记~mρ_k~(n)=sum form v=0 to ∞ ((-1)~(m~(-v))(m v)ρ_k v~(n) (k=0,1,…,)。)T.Nishishiraho考虑了在ρ_k~(n)=O(k>n)的情况下U_n(f,x)的饱和问题,证明了。 定理A 设{_n}是收敛于0的正数列,使得  相似文献   

20.
Necessary and sufficient conditions are studied that a bounded operator T_x =(x_1~*x, x_2~*x,···) on the space ?_∞, where x_n~*∈ ?_∞~*, is lower or upper semi-Fredholm; in particular, topological properties of the set {x_1~*, x_2~*,···} are investigated. Various estimates of the defect d(T) = codim R(T), where R(T) is the range of T, are given. The case of x_n~*= d_nx_(tn)~*,where dn ∈ R and x_(tn)~*≥ 0 are extreme points of the unit ball B_?_∞~*, that is, t_n ∈βN, is considered. In terms of the sequence {t_n}, the conditions of the closedness of the range R(T)are given and the value d(T) is calculated. For example, the condition {n:0 |d_n| δ} = Φ for some δ is sufficient and if for large n points tn are isolated elements of the sequence {t_n},then it is also necessary for the closedness of R(T)(t_(n0) is isolated if there is a neighborhood U of t_(n0) satisfying t_n ■ U for all n ≠ n0). If {n:|d_n| δ} =Φ, then d(T) is equal to the defect δ{_tn} of {t_n}. It is shown that if d(T) = ∞ and R(T) is closed, then there exists a sequence {A_n} of pairwise disjoint subsets of N satisfying χ_(A_n)■R(T).  相似文献   

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