A note on a condition satisfied by certain random walks

1977 ◽  
Vol 14 (04) ◽  
pp. 843-849 ◽  
Author(s):  
R. A. Doney
Keyword(s):  
Final Section ◽  
Domain Of Attraction ◽  
Partial Result ◽  
Stable Law ◽  
Left Hand ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Image Position ◽  
The Right ◽  
Necessary And Sufficient

The problem considered is to elucidate under what circumstances the condition holds, where and Xi are independent and have common distribution function F. The main result is that if F has zero mean, and (*) holds with F belongs to the domain of attraction of a completely asymmetric stable law of parameter 1/γ. The cases are also treated. (The case cannot arise in these circumstances.) A partial result is also given for the case when and the right-hand tail is ‘asymptotically larger’ than the left-hand tail. For 0 < γ < 1, (*) is known to be a necessary and sufficient condition for the arc-sine theorem to hold for Nn , the number of positive terms in (S 1, S 2, …, Sn ). In the final section we point out that in the case γ = 1 a limit theorem of a rather peculiar type can hold for Nn.

A note on a condition satisfied by certain random walks

1977 ◽  
Vol 14 (4) ◽  
pp. 843-849 ◽  
Author(s):  
R. A. Doney
Keyword(s):  
Final Section ◽  
Domain Of Attraction ◽  
Partial Result ◽  
Stable Law ◽  
Left Hand ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Image Position ◽  
The Right ◽  
Necessary And Sufficient

The problem considered is to elucidate under what circumstances the condition holds, where and Xi are independent and have common distribution function F. The main result is that if F has zero mean, and (*) holds with F belongs to the domain of attraction of a completely asymmetric stable law of parameter 1/γ. The cases are also treated. (The case cannot arise in these circumstances.) A partial result is also given for the case when and the right-hand tail is ‘asymptotically larger’ than the left-hand tail. For 0 < γ < 1, (*) is known to be a necessary and sufficient condition for the arc-sine theorem to hold for Nn, the number of positive terms in (S1, S2, …, Sn). In the final section we point out that in the case γ = 1 a limit theorem of a rather peculiar type can hold for Nn.

A Note on Normal Attraction to a Stable Law

1971 ◽  
Vol 14 (3) ◽  
pp. 451-452
Author(s):  
M. V. Menon ◽  
V. Seshadri
Keyword(s):  
Distribution Function ◽  
Sufficient Conditions ◽  
Characteristic Exponent ◽  
Random Variables ◽  
Stable Law ◽  
Common Distribution ◽  
Normal Attraction ◽  
Common Distribution Function ◽  
The Common ◽  
Necessary And Sufficient

Let X1, X2, …, be a sequence of independent and identically distributed random variables, with the common distribution function F(x). The sequence is said to be normally attracted to a stable law V with characteristic exponent α, if for some an (converges in distribution to V). Necessary and sufficient conditions for normal attraction are known (cf [1, p. 181]).

Laws of the iterated logarithm for sums of the middle portion of the sample

1987 ◽  
Vol 101 (2) ◽  
pp. 301-312 ◽  
Author(s):  
Erich Haeusler ◽  
David M. Mason
Keyword(s):  
Order Statistics ◽  
Random Variables ◽  
Domain Of Attraction ◽  
Empirical Processes ◽  
Independent Random Variables ◽  
Middle Portion ◽  
Stable Law ◽  
Iterated Logarithm ◽  
Common Distribution ◽  
Common Distribution Function

AbstractLet X1, X2, …, be a sequence of independent random variables with common distribution function F in the domain of attraction of a stable law and, for each n ≥ 1, let X1, n ≤ … ≤ Xn, n denote the order statistics based on the first n of these random variables. It is shown that sums of the middle portion of the order statistics of the form , where (kn)n ≥ 1 is a sequence of non-negative integers such that kn → ∞ and kn/n → 0 as n → ∞ at an appropriate rate, can be normalized and centred so that the law of the iterated logarithm holds. The method of proof is based on the almost sure properties of weighted uniform empirical processes.

Some Functional Stable Limit Theorems

1973 ◽  
Vol 16 (2) ◽  
pp. 173-177 ◽  
Author(s):  
D. R. Beuerman
Keyword(s):  
Weak Convergence ◽  
Limit Theorems ◽  
Stable Process ◽  
Random Variables ◽  
Domain Of Attraction ◽  
Stable Processes ◽  
Stable Limit ◽  
Stable Law ◽  
Partial Sum Process ◽  
Image Position

Let Xl,X2,X3, … be a sequence of independent and identically distributed (i.i.d.) random variables which belong to the domain of attraction of a stable law of index α≠1. That is,1whereandwhere L(n) is a function of slow variation; also take S0=0, B0=l.In §2, we are concerned with the weak convergence of the partial sum process to a stable process and the question of centering for stable laws and drift for stable processes.

Weak convergence and first passage times

1975 ◽  
Vol 12 (02) ◽  
pp. 324-332
Author(s):  
Allan Gut
Keyword(s):  
First Passage Time ◽  
Domain Of Attraction ◽  
Passage Time ◽  
Partial Sums ◽  
First Passage ◽  
Stable Law ◽  
Common Distribution Function ◽  
Functional Central Limit Theorems ◽  
Functional Central Limit ◽  
Passage Times

Let Sn, n = 1, 2, ‥, denote the partial sums of i.i.d. random variables with the common distribution function F and positive, finite mean. Let N(c) = min [k; Sk &gt; c‥kp ], c ≥ 0, 0 ≤ p &lt; 1. Under the assumption that F belongs to the domain of attraction of a stable law with index α, 1 &lt; α ≤ 2, functional central limit theorems for the first passage time process N(nt), 0 ≤ t ≤ 1, when n → ∞, are derived in the function space D[0,1].

scholarly journals A Fourth Century Head in Central Museum, Athens

1895 ◽  
Vol 15 ◽  
pp. 194-201 ◽  
Author(s):  
E. F. Benson
Keyword(s):  
Fourth Century ◽  
Present Condition ◽  
Left Hand ◽  
Right Hand ◽  
Image Position ◽  
The Right

There is among the fourth century works in the Central Museum at Athens a head found at Laurium. It is made of Parian marble but it has been completely discoloured by slag or refuse from the lead mines, and is now quite black. In its present condition it is quite impossible to obtain a satisfactory photograph of it, and the reproduction given of it in the figure is from a cast.It has been published, as far as I am aware, only in M. Kavvadias' catalogue. There it is described as a head of the Lykeian Apollo. This identification rests solely on a passage of Lucian, who mentions a statue of the Lykeian Apollo in the gymnasium at Athens.He says of it ( 7)—It will be seen from a glance at the photograph that the grounds for this identification are very slender. The left hand with the bow does not exist, and the only reason for supposing therefore that this is a head of the Lykeian Apollo consists in the fact that the right hand of the statue rests on the head. This in itself seems insufficient and, among other reasons, it is I think rendered impossible by the phrase For the hand is not idly resting, it is not a tired hand; the posture of the fingers is firm and energetic.

An inequality relating means

1944 ◽  
Vol 40 (3) ◽  
pp. 253-255
Author(s):  
J. Bronowski
Keyword(s):  
Arithmetic Mean ◽  
Arithmetic Means ◽  
Geometric Means ◽  
Left Hand ◽  
Right Hand ◽  
Image Position ◽  
The Right

1. Let a, b be positive constants; and let y1, y2, …, yn be real exponents, not all equal, having arithmetic mean y defined by(here, and in what follows, the summation ∑ extends over the values i = 1, 2, …, n). Then it is clear thatsince the right-hand sides are the geometric means of the positive numbers whose arithmetic means stand on the left-hand sides. I know of no results, however, which relate the ratios and and I have had occasion recently to require such results. This note gives an inequality between these ratios, subject to certain restrictions on a and b.

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