Precise large deviation result for heavy-tailed random sums and applications to risk theory

The differences between two sequences of nonnegative independent and identically distributed random variables with sub-exponential tails and the random index are studied. The random index is a strictly stationary renewal counting process generated by some negatively associated random variables. Using a revised large deviation result of partial sums, the elementary renewal theorem and the central limit theorem of negatively associated random variables, a precise large deviation result is derived for the random sums. The result is applied to the customer-arrival-based insurance risk model. Some uniform asymptotics for the ruin probabilities of an insurance company are obtained as the number of customers or the time tends to infinity.

Asymptotics for the Tail Probability of Random Sums with a Heavy-Tailed Random Number and Extended Negatively Dependent Summands

Let （X, Xk ： k ≥ 1） be a sequence of extended negatively dependent random variables with a common distribution F satisfying EX 〉 0.Let τ be a nonnegative integer-valued random variable, independent of {X, Xk ： k ≥ 1}. In this paper, the authors obtain the necessary and sufficient conditions for the random sums Sτ=∑n=1^τ Xn to have a consistently varying tail when the random number τ has a heavier tail than the summands, i.e.,P（X〉x）/P（τ〉x）→0 as x →∞.

ON THE LIMITING BEHAVIOR OF THE MAXIMUM PARTIAL SUMS FOR ARRAYS OF ROWWISE NA RANDOM VARIABLES

Let {Xni, 1 ≤ n,i 〈 ∞} be an an array of rowwise NA random variables and {an, n ≥ 1} a sequence of constants with 0 〈 an ↑∞ . The limiting behavior of maximum partial sums 1/an max 1≤k≤n｜^k∑i=1 Xni｜ is investigated and some new results are obtained. The results extend and improve the corresponding theorems of rowwise independent random variable arrays by Hu and Taylor [1] and Hu and Chang [2].

SOME LIMIT THEOREMS FOR WEIGHTED SUMS OF ARRAYS OF NOD RANDOM VARIABLES

In this paper the authors study the complete, weak and almost sure convergence for weighted sums of NOD random variables and obtain some new limit theorems for weighted sums of NOD random variables, which extend the corresponding theorems of Stout [1], Thrum [2] and Hu et al. [3].

On Moments of the Maximum of Normed Partial Sums of ρ^--mixing Random Variables

In this paper, we obtain the moment conditions for the supermun of normed sums of ρ^--mixing random variables by using the Rosenthal-type inequality for Maximum partial sums of ρ^--mixing random variables. The result obtained generalize the results of Chen(2008) and extend those to negatively associated sequences and ρ^--mixing random variables.

Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of Extended Negatively Dependent Random Variables

By using Rosenthal type moment inequality for extended negatively de- pendent random variables, we establish the equivalent conditions of complete convergence for weighted sums of sequences of extended negatively dependent random variables under more general conditions. These results complement and improve the corresponding results obtained by Li et al. （Li D L, RAO M B, Jiang T F, Wang X C. Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab., 1995, 8： 49-76） and Liang （Liang H Y. Complete convergence for weighted sums of negatively associated random variables. Statist. Probab. Lett., 2000, 48： 317-325）.

A THEOREM ON THE CONVERGENCE OF SUMS OF INDEPENDENT RANDOM VARIABLES

Let Sigma (infinity)(n=1) X-n be a series of independent random variables with at least one non-degenerate X-n, and let F-n be the distribution function of its partial sums S-n = Sigma (n)(k=1) X-k. Motivated by Hildebrand's work in [1], the authors investigate the a.s. convergence of Sigma (infinity)(n=1) X-n under a hypothesis that Sigma (infinity)(n=1) rho (X-n, c(n)) = infinity whener Sigma (infinity)(n=1) c(n) diverges, where the notation rho (X,c) denotes the Levy distance between the random variable X and the constant c. The principal result of this paper shows that the hypothesis is the condition under which the convergence of F-n(x(0)) with the limit value 0 < L-0 < 1, together with the essential convergence of Sigma (infinity)(n=1) X-n, is both sufficient and necessary in order for the series Sigma (infinity)(n=1) X-n to a.s. coverage. Moreover, if the essential convergence of Sigma (infinity)(n=1) X-n is strengthened to limsup(n=infinity) P(\S-n\ < K) = 1 for some K > 0, the hypothesis is already equivalent to the a.s. convergence of Sigma (infinity)(n=1) X-n. Here they have not only founded a very general limit theorem, but improved the related result in Hildebrand([1]) as well.

On the Strong Laws for Weighted Sums of m-negatively Asso ciated Random Variables

In this article, the author establishes the strong laws for linear statistics that are weighted sums of a m-negatively associated(m-NA) random sample. The obtained results extend and improve the result of Qiu and Yang in [1] to m-NA random variables.

PRECISE ASYMPTOTICS IN SELF-NORMALIZED SUMS OF ITERATED LOGARITHM FOR MULTIDIMENSIONALLY INDEXED RANDOM VARIABLES

In the case of Z＋^d（d ≥ 2）-the positive d-dimensional lattice points with partial ordering ≤, {Xk,k∈ Z＋^d} i.i.d, random variables with mean 0, Sn =∑k≤nXk and Vn^2 = ∑j≤nXj^2, the precise asymptotics for ∑n1/｜n｜（log｜n｜dP（｜Sn/Vn｜≥ε√log log｜n｜） and ∑n（logn｜）b/｜n｜（log｜n｜）^d-1P（｜Sn/Vn｜≥ε√log n）,as ε↓0,is established.

Moments of the maximum of normed partial sums of ρ^--mixing random variables

Let {Xn,n ≥ 1} be a sequence of identically distributed ρ^--mixing random variables and set Sn =∑i^n=1 Xi,n ≥ 1,the suffcient and necessary conditions for the existence of moments of supn≥1 ｜Sn/n^1/r｜^p（0 〈 r 〈 2,p 〉 0） are given,which are the same as that in the independent case.

The joint limiting distribution of maxima with random indexes and sums of normal sequence

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ON ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF RANDOM ELEMENT SEQUENCES

We mainly study the almost sure limiting behavior of weighted sums of the form ∑ni=1 aiXi/bn , where {Xn, n ≥ 1} is an arbitrary Banach space valued random element sequence or Banach space valued martingale difference sequence and {an, n ≥ 1} and {bn,n ≥ 1} are two sequences of positive constants. Some new strong laws of large numbers for such weighted sums are proved under mild conditions.

NSD随机阵列最大加权和的矩收敛性及应用

该文利用NSD随机阵列的极大值矩不等式研究了NSD随机阵列最大加权和的矩收敛性,相关定理改进且推广了已有关于AANA变量的结果 .此外,作为主要结果的应用,进一步研究了非参数回归模型加权估计量的矩相合性和弱相合性.

随机级数sum(ξ_nu_n)from n=1 to ∞的收缩原理

对Rademacher级数sum(±u_n)from n=1 to ∞的性质进行了研究,结果表明:Rademacher级数所具有的确界原理可推导出收缩原理,而更为一般的随机级数sum(ξ_nu_n)from n=1 to ∞也可以满足确界原理,因而将收缩原理推广到了更为一般的随机级数sum(ξ_nu_n)from n=1 to ∞,从而得到了更好的结果.

Constructing quasi-random subsets of Z_N by using elliptic curves

Let ε ： y^2 = x3 ＋ Ax ＋ B be an elliptic curve defined over the finite field Zp（p 〉 3） and G be a rational point of prime order N on ε. Define a subset of ZN, the residue class ring modulo N, asS：={n：n∈ZN,n≠0,（X（nG）/p）=1} where X（nG） denotes the x-axis of the rational points nC and （＊/P） is the Legendre symbol. Some explicit results on quasi-randomness of S are investigated. The construction depends on the intrinsic group structures of elliptic curves and character sums along elliptic curves play an important role in the proofs.

Effects of Second-Order Sum-and Difference-Frequency Wave Forces on the Motion Response of a Tension-Leg Platform Considering the Set-down Motion

This paper presents a study on the motion response of a tension-leg platform(TLP) under first-and second-order wave forces, including the mean-drift force, difference and sum-frequency forces. The second-order wave force is calculated using the full-field quadratic transfer function(QTF). The coupled effect of the horizontal motions, such as surge, sway and yaw motions, and the set-down motion are taken into consideration by the nonlinear restoring matrix. The time-domain analysis with 50-yr random sea state is performed. A comparison of the results of different case studies is made to assess the influence of second-order wave force on the motions of the platform. The analysis shows that the second-order wave force has a major impact on motions of the TLP. The second-order difference-frequency wave force has an obvious influence on the low-frequency motions of surge and sway, and also will induce a large set-down motion which is an important part of heave motion. Besides, the second-order sum-frequency force will induce a set of high-frequency motions of roll and pitch. However, little influence of second-order wave force is found on the yaw motion.

Testing conditional independence with data missing at random

It is known that conditional independence is a quite basic assumption in many fields of statistics. How to test its validity is of great importance and has been extensively studied by the literature. Nevertheless, all of the existing methods focus on the case that data are fully observed, but none of them seems having taken into account of the scenario when missing data are present. Motivated by this, this paper develops two testing statistics to handle such a situation relying on the idea of inverse probability weighted and augmented inverse probability weighted techniques. The asymptotic distributions of the proposed statistics are also derived under the null hypothesis. The simulation studies indicate that both testing statistics perform well in terms of size and power.

次线性期望下m-END序列加权和的几乎处处收敛性

利用Rosenthal不等式,讨论条件为■,■的次线性期望下m-END(m-extended negatively dependent)随机变量序列加权和的几乎处处收敛性.将经典概率空间中END序列加权和的几乎处处收敛性推广到次线性期望下m-END随机变量序列加权和的几乎处处收敛性.

集合交集元素之和的保密计算

安全多方计算是国际密码学的研究热点之一,保密计算集合交集元素之和问题是安全多方计算比较新的问题之一.该问题在工商业、医疗健康等领域具有重要的理论意义和实用价值.现有解决方案是在有全集情况下设计的,在计算过程中会泄露交集的势且存在一定的误判.在半诚实模型下基于Paillier同态加密算法设计了3个协议,协议1计算共有标识符的数量(即用户标识符交集的势)以及与这些用户相关联的整数值之和,协议2和协议3是在不泄露交集势的情况下计算交集元素关联值之和.整个计算过程不泄露关于协议双方私人输入的任何更多信息.所提协议是在无全集情况下设计的,采用模拟范例证明了所设计协议的安全性,用实验验证协议的高效性.

相控阵测控技术(三):相控阵连续闭环角跟踪的随机误差

针对相控阵角跟踪的特点,分析了相控阵中不同于机扫天线跟踪的特殊误差,包括测角子阵合成信噪比、相控阵扫描特性、电轴与指向轴不重合、基线长度、量化误差、多径干扰、阵风等误差源对相控阵相位和差单脉冲角跟踪随机误差的影响,给出了它们的数学表达式,并对相控阵相位和差单脉冲与幅度和差单脉冲角跟踪的热噪声误差进行了比较。