Asymptotic Expansion for a Class of Sample Quantiles

1982 ◽  
Vol 31 (1-2) ◽  
pp. 1-11
Author(s):  
Kamal C. Chanda
Keyword(s):  
Distribution Function ◽  
Asymptotic Expansion ◽  
Present Article ◽  
Random Sample ◽  
Order Statistic ◽  
Regularity Conditions ◽  
Real Numbers ◽  
Positive Integers ◽  
Sample Quantiles

Let X k: n be the kth order statistic (1 ⩽ k ⩽ n) for a random sample of size n from a population with the distribution function F. Let {α n}, { βn} ( βn > 0) be sequences of real numbers and let { kn} ( kn ⩽ n) be a sequence of positive integers. The present article explores the various choices of α n, βn and kn such that under some mild regularity conditions on F, L( Yn) → n (0,1) as n→∞, where Yn = ( Xkn:n + α n)⁄ βn. It is further shown that under some additional conditions on F, standard asymptotic expansion (in Edgeworth form) for the distribution of Yn can be derived.

The stochastic geyser problem for sample quantiles

1979 ◽  
Vol 16 (2) ◽  
pp. 445-448 ◽  
Author(s):  
Stephen A. Book
Keyword(s):  
Distribution Function ◽  
Present Article ◽  
Random Variables ◽  
Random Errors ◽  
Single Realization ◽  
Sample Quantiles

Consider a sequence of observations Yk = Xk + ek, where {Xk : 1 ≦ k < ∞} are i.i.d. random variables having distribution function F and {ek : 1 ≦ k < ∞} are arbitrary random errors of observation. The stochastic geyser problem asks for conditions under which F can be uniquely determined from a knowledge of the sequence of Yk's. The objective of the present article is to show that, if F is continuous and strictly increasing and the sample quantiles of successive blocks {Xn+ 1Xn+ 2, …, Xn+ K} of particular lengths K can be a.s. estimated to within an error of size o(1) as K →∞, then we can almost surely determine F from a single realization of {Yk : 1 ≦ k < ∞}.

An Erdös-Rényi strong law for sample quantiles

1976 ◽  
Vol 13 (3) ◽  
pp. 578-583 ◽  
Author(s):  
Stephen A. Book ◽  
Donald R. Truax
Keyword(s):  
Present Article ◽  
Random Sample ◽  
Strong Law ◽  
Wide Interval ◽  
Sample Quantiles

From a random sample X1, X2, …, XN there can be constructed N – K + 1 successive sample means of the form for 0 ≦ n ≦ N − K, where Erdös and Rényi (1970) studied the maximum Σ(N, K) of these N – K + 1 sample means. Under appropriate conditions, they showed that for a wide interval of λ's there exist constants C(λ), depending only on λ and the distribution from which the sample was selected, such that Σ(N, [C(λ) log N])→ λ a.s. as N→∞. In the present article, analogous results are developed for the maximum of the N – K + 1 successive sample medians and, more generally, for all sample quantiles.

The stochastic geyser problem for sample quantiles

1979 ◽  
Vol 16 (02) ◽  
pp. 445-448 ◽  
Author(s):  
Stephen A. Book
Keyword(s):  
Distribution Function ◽  
Present Article ◽  
Random Variables ◽  
Random Errors ◽  
Single Realization ◽  
Sample Quantiles

Consider a sequence of observations Yk = Xk + ek , where {Xk : 1 ≦ k &lt; ∞} are i.i.d. random variables having distribution function F and {ek : 1 ≦ k &lt; ∞} are arbitrary random errors of observation. The stochastic geyser problem asks for conditions under which F can be uniquely determined from a knowledge of the sequence of Yk 's. The objective of the present article is to show that, if F is continuous and strictly increasing and the sample quantiles of successive blocks {Xn + 1 Xn + 2, …, Xn + K } of particular lengths K can be a.s. estimated to within an error of size o(1) as K →∞, then we can almost surely determine F from a single realization of {Yk : 1 ≦ k &lt; ∞}.

An Erdös-Rényi strong law for sample quantiles

1976 ◽  
Vol 13 (03) ◽  
pp. 578-583 ◽  
Author(s):  
Stephen A. Book ◽  
Donald R. Truax
Keyword(s):  
Present Article ◽  
Random Sample ◽  
Strong Law ◽  
Wide Interval ◽  
Sample Quantiles

From a random sample X 1, X 2, …, XN there can be constructed N – K + 1 successive sample means of the form for 0 ≦ n ≦ N − K, where Erdös and Rényi (1970) studied the maximum Σ(N, K) of these N – K + 1 sample means. Under appropriate conditions, they showed that for a wide interval of λ's there exist constants C(λ), depending only on λ and the distribution from which the sample was selected, such that Σ(N, [C(λ) log N])→ λ a.s. as N→∞. In the present article, analogous results are developed for the maximum of the N – K + 1 successive sample medians and, more generally, for all sample quantiles.

Analogue of a theorem of Khintchine in fields of formal power series

1966 ◽  
Vol 62 (4) ◽  
pp. 637-642 ◽  
Author(s):  
T. W. Cusick
Keyword(s):  
Power Series ◽  
Positive Constant ◽  
Classical Result ◽  
Real Numbers ◽  
Linear Forms ◽  
Absolute Value ◽  
The Difference ◽  
Image Position ◽  
Formal Power ◽  
Positive Integers

For a real number λ, ‖λ‖ is the absolute value of the difference between λ and the nearest integer. Let X represent the m-tuple (x1, x2, … xm) and letbe any n linear forms in m variables, where the Θij are real numbers. The following is a classical result of Khintchine (1):For all pairs of positive integers m, n there is a positive constant Г(m, n) with the property that for any forms Lj(X) there exist real numbers α1, α2, …, αn such thatfor all integers x1, x2, …, xm not all zero.

Exponential sums twisted by Fourier coefficients of automorphic cusp forms for SL(2, ℤ)

2014 ◽  
Vol 11 (01) ◽  
pp. 39-49 ◽  
Author(s):  
Bin Wei
Keyword(s):  
Asymptotic Expansion ◽  
Cusp Form ◽  
Rational Number ◽  
Fourier Coefficients ◽  
Bessel Functions ◽  
Exponential Sums ◽  
Summation Formula ◽  
Cusp Forms ◽  
Real Numbers ◽  
Voronoi Summation

Let f be a holomorphic cusp form of weight k for SL(2, ℤ) with Fourier coefficients λf(n). We study the sum ∑n>0λf(n)ϕ(n/X)e(αn), where [Formula: see text]. It is proved that the sum is rapidly decaying for α close to a rational number a/q where q2 < X1-ε. The main techniques used in this paper include Dirichlet's rational approximation of real numbers, a Voronoi summation formula for SL(2, ℤ) and the asymptotic expansion for Bessel functions.

scholarly journals ON INTEGER SEQUENCES GENERATED BY LINEAR MAPS

2009 ◽  
Vol 51 (2) ◽  
pp. 243-252
Author(s):  
ARTŪRAS DUBICKAS
Keyword(s):  
Lower Bound ◽  
Positive Integer ◽  
Real Number ◽  
Constant Independent ◽  
Integer Sequences ◽  
Real Numbers ◽  
Complexity Function ◽  
Linear Maps ◽  
Coprime Integers ◽  
Positive Integers

AbstractLetx0<x1<x2< ⋅⋅⋅ be an increasing sequence of positive integers given by the formulaxn=⌊βxn−1+ γ⌋ forn=1, 2, 3, . . ., where β > 1 and γ are real numbers andx0is a positive integer. We describe the conditions on integersbd, . . .,b0, not all zero, and on a real number β > 1 under which the sequence of integerswn=bdxn+d+ ⋅⋅⋅ +b0xn,n=0, 1, 2, . . ., is bounded by a constant independent ofn. The conditions under which this sequence can be ultimately periodic are also described. Finally, we prove a lower bound on the complexity function of the sequenceqxn+1−pxn∈ {0, 1, . . .,q−1},n=0, 1, 2, . . ., wherex0is a positive integer,p>q> 1 are coprime integers andxn=⌈pxn−1/q⌉ forn=1, 2, 3, . . . A similar speculative result concerning the complexity of the sequence of alternatives (F:x↦x/2 orS:x↦(3x+1)/2) in the 3x+1 problem is also given.

scholarly journals Oscillating behaviour of the spectrum for a plasmonic problem in a domain with a rounded corner

2018 ◽  
Vol 52 (4) ◽  
pp. 1285-1313 ◽  
Author(s):  
Lucas Chesnel ◽  
Xavier Claeys ◽  
Sergei A. Nazarov
Keyword(s):  
Asymptotic Expansion ◽  
Eigenvalue Problem ◽  
Recent Work ◽  
Present Article ◽  
Error Estimates ◽  
Numerical Experiments ◽  
Source Term ◽  
Oscillatory Behaviour ◽  
Time Harmonic ◽  
Rounded Corner

We investigate the eigenvalue problem −div(σ∇u) = λu (P) in a 2D domain Ω divided into two regions Ω±. We are interested in situations where σ takes positive values on Ω+ and negative ones on Ω−. Such problems appear in time harmonic electromagnetics in the modeling of plasmonic technologies. In a recent work [L. Chesnel, X. Claeys and S.A. Nazarov, Asymp. Anal. 88 (2014) 43–74], we highlighted an unusual instability phenomenon for the source term problem associated with (P): for certain configurations, when the interface between the subdomains Ω± presents a rounded corner, the solution may depend critically on the value of the rounding parameter. In the present article, we explain this property studying the eigenvalue problem (P). We provide an asymptotic expansion of the eigenvalues and prove error estimates. We establish an oscillatory behaviour of the eigenvalues as the rounding parameter of the corner tends to zero. We end the paper illustrating this phenomenon with numerical experiments.

scholarly journals An extended Hamburger moment problem

1985 ◽  
Vol 28 (2) ◽  
pp. 167-183 ◽  
Author(s):  
Olav Njåstad
Keyword(s):  
Distribution Function ◽  
Moment Problem ◽  
Sufficient Conditions ◽  
Positive Definite ◽  
Moment Problems ◽  
Real Numbers ◽  
Orthogonal Functions ◽  
Hamburger Moment Problem ◽  
Hankel Determinants ◽  
Necessary And Sufficient

The classical Hamburger moment problem can be formulated as follows: Given a sequence {cn:n=0,1,2,…} of real numbers, find necessary and sufficient conditions for the existence of a distribution function ψ (i.e. a bounded, real-valued, non-decreasing function) on (– ∞,∞) with infinitely many points of increase, such that , n = 0,1,2, … This problem was posed and solved by Hamburger [5] in 1921. The corresponding problem for functions ψ on the interval [0,∞) had already been treated by Stieltjes [15] in 1894. The characterizations were in terms of positivity of Hankel determinants associated with the sequence {cn}, and the original proofs rested on the theory of continued fractions. Much work has since been done on questions connected with these problems, using orthogonal functions and extension of positive definite functionals associated with the sequence. Accounts of the classical moment problems with later developments can be found in [1,4,14]. Good modern accounts of the theory of orthogonal polynomials can be found in [2,3].

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