scholarly journals Strong Asymptotic Behavior and Weak Convergence of Polynomials Orthogonal on an Arc of the Unit Circle

2001 ◽  
Vol 111 (2) ◽  
pp. 233-255 ◽  
Author(s):  
M.Bello Hernández ◽  
E.Miña Dı́az
Keyword(s):  
Asymptotic Behavior ◽  
Weak Convergence ◽  
Unit Circle

Asymptotic behavior of the records of multivariate random sequences in a norm sense

2020 ◽  
Vol 70 (6) ◽  
pp. 1457-1468
Author(s):  
Haroon M. Barakat ◽  
M. H. Harpy
Keyword(s):  
Asymptotic Behavior ◽  
Weak Convergence ◽  
Sufficient Conditions ◽  
Record Values ◽  
Necessary And Sufficient Conditions ◽  
Random Sequences ◽  
Necessary And Sufficient

AbstractIn this paper, we investigate the asymptotic behavior of the multivariate record values by using the Reduced Ordering Principle (R-ordering). Necessary and sufficient conditions for weak convergence of the multivariate record values based on sup-norm are determined. Some illustrative examples are given.

Functional least squares estimators in an additive effects outliers model

1990 ◽  
Vol 48 (2) ◽  
pp. 299-319 ◽  
Author(s):  
Sunil K. Dhar
Keyword(s):  
Asymptotic Behavior ◽  
Weak Convergence ◽  
Gaussian Process ◽  
Least Squares ◽  
Strong Consistency ◽  
Additive Effects ◽  
Uniform Consistency ◽  
Least Squares Estimators

AbstractConsider the additive effects outliers (A.O.) model where one observes , with The sequence of r.v.s is independent of and , are i.i.d. with d.f. , where the d.f.s Ln, n ≦ 0, are not necessarily known and εj's are i.i.d.. This paper discusses the asymptotic behavior of functional least squares estimators under the above model. Uniform consistency and uniform strong consistency of these estimators are proven. The weak convergence of these estimators to a Gaussian process and their asymptotic biases are also discussed under the above A.O. model.

scholarly journals On the Asymptotic Behavior of Functions Harmonic in a Disc

1966 ◽  
Vol 28 ◽  
pp. 187-191
Author(s):  
J. E. Mcmillan
Keyword(s):  
Asymptotic Behavior ◽  
Unit Circle ◽  
Complex Plane ◽  
Unit Disc ◽  
Open Unit ◽  
Continuous Curve ◽  
Open Unit Disc ◽  
Boundary Path

Let D be the open unit disc, and let C be the unit circle in the complex plane. Let f be a (real-valued) function that is harmonic in D. A simple continuous curve β: z(t) (0≦t<1) contained in D such that |z(t)|→1 as t→1 is a boundary path with end (the bar denotes closure).

ASYMPTOTICS OF A SPECTRAL PROBLEM ASSOCIATED WITH THE NEUMANN SIEVE

2005 ◽  
Vol 03 (01) ◽  
pp. 69-87 ◽  
Author(s):  
DANIEL ONOFREI ◽  
BOGDAN VERNESCU
Keyword(s):  
Asymptotic Behavior ◽  
Weak Convergence ◽  
Spectral Problem ◽  
Three Dimensional ◽  
Simple Eigenvalue ◽  
Limit Problem ◽  
Two Dimensional ◽  
Entire Sequence

In this paper, we analyze the asymptotic behavior of a Stekloff spectral problem associated with the Neumann Sieve model, i.e. a three-dimensional set Ω, cut by a hyperplane Σ where each of the two-dimensional holes, ∊-periodically distributed on Σ, have diameter r∊. Depending on the asymptotic behavior of the ratios [Formula: see text] we find the limit problem of the ∊ spectral problem and prove that the sequences [Formula: see text], formed by the nth eigenvalue of the ∊ problem, converge to λn, the nth eigenvalue of the limit problem, for any n ∈ N. We also prove the weak convergence, on a subsequence, of the associated sequence of eigenvectors [Formula: see text], to an eigenvector associated with λn. When λn is a simple eigenvalue, we show that the entire sequence of the eigenvectors converges. As a consequence, similar results hold for the spectrum of the DtN map associated to this model.

Asymptotic behavior of the record values in a stationary Gaussian sequence, with applications

2019 ◽  
Vol 69 (3) ◽  
pp. 707-720
Author(s):  
Haroon M. Barakat ◽  
M. A. Abd Elgawad
Keyword(s):  
Asymptotic Behavior ◽  
Weak Convergence ◽  
Sufficient Conditions ◽  
Record Values ◽  
Distribution Functions ◽  
Gaussian Sequence ◽  
Stationary Gaussian Sequence ◽  
Lower Record ◽  
Lower Record Values ◽  
Set Up

Abstract In this paper, we study the limit distributions of upper and lower record values of a stationary Gaussian sequence under an equi-correlated set up. Moreover, the class of limit distribution functions (df’s) of the joint upper (and the lower) record values of a stationary Gaussian sequence is fully characterized. As an application of this result, the sufficient conditions for the weak convergence of the record quasi-range, record quasi-mid-range, record extremal quasi-quotient and record extremal quasi-product are obtained. Moreover, the classes of the non-degenerate limit df’s of these statistics are derived.

scholarly journals On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics

2020 ◽  
Vol 24 ◽  
pp. 186-206
Author(s):  
Alfredas Račkauskas ◽  
Charles Suquet
Keyword(s):  
Asymptotic Behavior ◽  
Brownian Motion ◽  
Weak Convergence ◽  
Invariance Principle ◽  
Brownian Bridge ◽  
Polygonal Line ◽  
Scan Statistics ◽  
Partial Sums ◽  
Kantorovich Theorem ◽  
The One

Let ξn be the polygonal line partial sums process built on i.i.d. centered random variables Xi, i ≥ 1. The Bernstein-Kantorovich theorem states the equivalence between the finiteness of E|X1|max(2,r) and the joint weak convergence in C[0, 1] of n−1∕2ξn to a Brownian motion W with the moments convergence of E∥n−1/2ξn∥∞r to E∥W∥∞r. For 0 < α < 1∕2 and p (α) = (1 ∕ 2 - α) -1, we prove that the joint convergence in the separable Hölder space Hαo of n−1∕2ξn to W jointly with the one of E∥n−1∕2ξn∥αr to E∥W∥αr holds if and only if P(|X1| > t) = o(t−p(α)) when r < p(α) or E|X1|r < ∞ when r ≥ p(α). As an application we show that for every α < 1∕2, all the α-Hölderian moments of the polygonal uniform quantile process converge to the corresponding ones of a Brownian bridge. We also obtain the asymptotic behavior of the rth moments of some α-Hölderian weighted scan statistics where the natural border for α is 1∕2 − 1∕p when E|X1|p < ∞. In the case where the Xi’s are p regularly varying, we can complete these results for α > 1∕2 − 1∕p with an appropriate normalization.

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