scholarly journals Almost sure convergence of quadratic forms in random variables

1973 ◽  
Vol 15 (3) ◽  
pp. 257-258
Author(s):  
V. K. Rohatgi

Let X1, X2, … be a sequence of random variables and let {ajk}, j,k = 1, 2, …, be a matrix of real numbers. Write We establish the following result.

1968 ◽  
Vol 64 (2) ◽  
pp. 485-488 ◽  
Author(s):  
V. K. Rohatgi

Let {Xn: n ≥ 1} be a sequence of independent random variables and write Suppose that the random vairables Xn are uniformly bounded by a random variable X in the sense thatSet qn(x) = Pr(|Xn| > x) and q(x) = Pr(|Xn| > x). If qn ≤ q and E|X|r < ∞ with 0 < r < 2 then we have (see Loève(4), 242)where ak = 0, if 0 < r < 1, and = EXk if 1 ≤ r < 2 and ‘a.s.’ stands for almost sure convergence. the purpose of this paper is to study the rates of convergence ofto zero for arbitrary ε > 0. We shall extend to the present context, results of (3) where the case of identically distributed random variables was treated. The techniques used here are strongly related to those of (3).


1981 ◽  
Vol 89 (2) ◽  
pp. 225-235 ◽  
Author(s):  
Madhu Raka

Let Qr be a real indefinite quadratic form in r variables of determinant D ≠ 0 and of type (r1, r2), 0 < r1 < r, r = r1 + r2, S = r1 − r2 being the signature of Qr. It is known (e.g. Blaney (3)) that, given any real numbers c1, c2,…, cr, there exists a constant C depending only on r and s such that the inequalityhas a solution in integers x1, x2, …, xr.


1967 ◽  
Vol 63 (2) ◽  
pp. 291-303 ◽  
Author(s):  
Vishwa Chander Dumir

A well-known theorem of Minkowski on the product of two linear forms states that ifare two linear forms with real coefficients and determinant Δ = |αδ − βγ| ≠ 0, then given any real numbers c1, c2 we can find integers x, y such that


1979 ◽  
Vol 2 (2) ◽  
pp. 309-323
Author(s):  
W. J. Padgett ◽  
R. L. Taylor

Let{Xk}be independent random variables withEXk=0for allkand let{ank:n≥1, k≥1}be an array of real numbers. In this paper the almost sure convergence ofSn=∑k=1nankXk,n=1,2,…, to a constant is studied under various conditions on the weights{ank}and on the random variables{Xk}using martingale theory. In addition, the results are extended to weighted sums of random elements in Banach spaces which have Schauder bases. This extension provides a convergence theorem that applies to stochastic processes which may be considered as random elements in function spaces.


Author(s):  
R. J. Hans-Gill ◽  
Madhu Raka

AbstractHere it is proved that if Q(x, y, z, t, u) is a real indefinite quinary quadratic form of type (4,1) and determinant D, then given any real numbers x0, y0, z0, t0, u0 there exist integers x, y, z, t, u such thatAll critical forms are also obtained.


Author(s):  
Madhu Raka

The famous conjecture of Watson(11) on the minima of indefinite quadratic forms in n variables has been proved for n ≤ 5, n ≥ 21 and for signatures 0 and ± 1. For the details and history of the conjecture the reader is referred to the author's paper(8). In the succeeding paper (9), we prove Watson's conjecture for signature ± 2 and ± 3 and for all n. Thus only one case for n = 6 (i.e. forms of type (1, 5) or (5, 1)) remains to he proved which we do here; thereby completing the case n = 6. This result is also used in (9) for proving the conjecture for all quadratic forms of signature ± 4. More precisely, here we prove:Theorem 1. Let Q6(x1, …, x6) be a real indefinite quadratic form in six variables of determinant D ( < 0) and of type (5, 1) or (1, 5). Then given any real numbers ci, 1 ≤ i ≤ 6, there exist integers x1,…, x6such that


1971 ◽  
Vol 8 (01) ◽  
pp. 52-59 ◽  
Author(s):  
C. C. Heyde

It is possible to interpret the classical central limit theorem for sums of independent random variables as a convergence rate result for the law of large numbers. For example, ifXi, i= 1, 2, 3, ··· are independent and identically distributed random variables withEXi=μ, varXi= σ2&lt; ∞ andthen the central limit theorem can be written in the formThis provides information on the rate of convergence in the strong lawas. (“a.s.” denotes almost sure convergence.) It is our object in this paper to discuss analogues for the super-critical Galton-Watson process.


1971 ◽  
Vol 8 (1) ◽  
pp. 52-59 ◽  
Author(s):  
C. C. Heyde

It is possible to interpret the classical central limit theorem for sums of independent random variables as a convergence rate result for the law of large numbers. For example, if Xi, i = 1, 2, 3, ··· are independent and identically distributed random variables with EXi = μ, var Xi = σ2 < ∞ and then the central limit theorem can be written in the form This provides information on the rate of convergence in the strong law as . (“a.s.” denotes almost sure convergence.) It is our object in this paper to discuss analogues for the super-critical Galton-Watson process.


1971 ◽  
Vol 14 (3) ◽  
pp. 411-414 ◽  
Author(s):  
R. Singh

Let the random variables X, Y, Z have respectively the extreme value densities as123where θ>0, λ>0 and μ are real numbers.


1968 ◽  
Vol 8 (1) ◽  
pp. 87-101 ◽  
Author(s):  
Vishwa Chander Dumir

Let Q(x1, …, xn) be an indefinite quadratic form in n-variables with real coefficients, determinant D ≠ 0 and signature (r, s), r+s = n. Then it is known (e.g. see Blaney [2]) that there exist constants Γr, s depending only on r and s such for any real numbers c1, …, cn we can find integers x1, …, xn satisfying


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