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Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces Hilbert空间中加权相关随机向量的广义Marcinkiewicz定律
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-11-07 DOI: 10.1137/s0040585x97t991039
T. C. Son, L. V. Dung, D. T. Dat, T. T. Trang
{"title":"Generalized Marcinkiewicz Laws for Weighted Dependent Random Vectors in Hilbert Spaces","authors":"T. C. Son, L. V. Dung, D. T. Dat, T. T. Trang","doi":"10.1137/s0040585x97t991039","DOIUrl":"https://doi.org/10.1137/s0040585x97t991039","url":null,"abstract":"Theory of Probability &amp;Its Applications, Volume 67, Issue 3, Page 434-451, November 2022. <br/> The aim of this paper is to apply the theory of regularly varying functions for studying Marcinkiewicz weak and strong laws of large numbers for the weighted sum $S_n=sum_{j=1}^{m_n}c_{nj}X_j$, where $(X_n;, ngeq 1)$ is a sequence of dependent random vectors in Hilbert spaces, and $(c_{nj})$ is an array of real numbers. Moreover, these results are applied to obtain some results on the convergence of multivariate Pareto--Zipf distributions and multivariate log-gamma distributions.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138539725","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Gibbs Conditional Theorem under Extreme Deviation 极值偏差下的吉布斯条件定理
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-11-07 DOI: 10.1137/s0040585x97t991015
M. Biret, M. Broniatowski, Z. Cao
{"title":"A Gibbs Conditional Theorem under Extreme Deviation","authors":"M. Biret, M. Broniatowski, Z. Cao","doi":"10.1137/s0040585x97t991015","DOIUrl":"https://doi.org/10.1137/s0040585x97t991015","url":null,"abstract":"Theory of Probability &amp;Its Applications, Volume 67, Issue 3, Page 389-414, November 2022. <br/> We explore some properties of the conditional distribution of an independently and identically distributed (i.i.d.) sample under large exceedances of its sum. Thresholds for the asymptotic independence of the summands are observed, in contrast with the classical case when the conditioning event is in the range of a large deviation. This paper is an extension of Broniatowski and Cao [Extremes, 17 (2014), pp. 305--336]. Tools include a new Edgeworth expansion adapted to specific triangular arrays, where the rows are generated by tilted distribution with diverging parameters, and some Abelian type results.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138539711","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables 切比雪夫—埃尔米特多项式和高斯随机变量中多项式的分布
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990617
V. Bogachev
{"title":"Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables","authors":"V. Bogachev","doi":"10.1137/s0040585x97t990617","DOIUrl":"https://doi.org/10.1137/s0040585x97t990617","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74410708","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow 具有一般信息流的最优停车、随机停车和奇异控制
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990642
N. Agram, S. Haadem, B. Øksendal, F. Proske
{"title":"Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow","authors":"N. Agram, S. Haadem, B. Øksendal, F. Proske","doi":"10.1137/s0040585x97t990642","DOIUrl":"https://doi.org/10.1137/s0040585x97t990642","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88767174","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs 具有共噪声和McKean—Vlasov二阶后向SDEs的可控扩散平均场对策
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990654
A. Barrasso, N. Touzi
{"title":"Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs","authors":"A. Barrasso, N. Touzi","doi":"10.1137/s0040585x97t990654","DOIUrl":"https://doi.org/10.1137/s0040585x97t990654","url":null,"abstract":"Рассматривается игра среднего поля с одним внешним шумом, коэффициент диффузии которого включает управление. Доказывается существование слабого решения с релаксацией при некоторых условиях на коэффициент диффузии. Далее, показывается, что при отсутствии этого внешнего шума игра среднего поля описывается обратным стохастическим дифференциальным уравнением типа Маккина–Власова второго порядка.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77777471","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands 整数独立和的中心极限定理的Chebyshev—Edgeworth修正
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990605
S. G. Bobkov, V. Ulyanov
{"title":"The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands","authors":"S. G. Bobkov, V. Ulyanov","doi":"10.1137/s0040585x97t990605","DOIUrl":"https://doi.org/10.1137/s0040585x97t990605","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77567887","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point 多维格点随机行走的逗留时间分布
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990599
A. Aparin, G. A. Popov, E. Yarovaya
{"title":"On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point","authors":"A. Aparin, G. A. Popov, E. Yarovaya","doi":"10.1137/s0040585x97t990599","DOIUrl":"https://doi.org/10.1137/s0040585x97t990599","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88124657","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician 纪念伟大的俄国数学家切比雪夫诞辰200周年
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990575
A. Shiryaev
{"title":"On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician","authors":"A. Shiryaev","doi":"10.1137/s0040585x97t990575","DOIUrl":"https://doi.org/10.1137/s0040585x97t990575","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87399043","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps 关于具有跳跃的Ornstein—Uhlenbeck过程的极大不等式
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990691
N. Kordzakhia, A. Novikov
{"title":"On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps","authors":"N. Kordzakhia, A. Novikov","doi":"10.1137/s0040585x97t990691","DOIUrl":"https://doi.org/10.1137/s0040585x97t990691","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86316498","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Chebyshev-Type Inequalities and Large Deviation Principles 切比雪夫型不等式和大偏差原理
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2022-02-01 DOI: 10.1137/s0040585x97t990629
A. Borovkov, A. Logachov, A. Mogulskii
{"title":"Chebyshev-Type Inequalities and Large Deviation Principles","authors":"A. Borovkov, A. Logachov, A. Mogulskii","doi":"10.1137/s0040585x97t990629","DOIUrl":"https://doi.org/10.1137/s0040585x97t990629","url":null,"abstract":"","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85838890","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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