Let {X,Xn,n1} be a sequence of independent identically distributed random variables with EX=0 and assume that EX2I(|X|≤x) is slowly varying as x→∞,i.e.,X is in the domain of attraction of the normal law.In this pap...Let {X,Xn,n1} be a sequence of independent identically distributed random variables with EX=0 and assume that EX2I(|X|≤x) is slowly varying as x→∞,i.e.,X is in the domain of attraction of the normal law.In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables.展开更多
The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is mapped to a first-retu...The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is mapped to a first-return random-walk process in a one-dimensional lattice. In order to understand the reason of variant exponents for the power-law distributions in different self-organized critical systems, we introduce the correlations among evolution steps. Power-law distributions of the lifetime and spatial size are found when the random walk is unbiased with equal probability to move in opposite directions. It is found that the longer the correlation length, the smaller values of the exponents for the power-law distributions.展开更多
基金supported by an NSERC Canada Discovery Grant of M.Csrgo at Carleton UniversityNational Natural Science Foundation of China(Grant No.10801122)+1 种基金Research Fund for the Doctoral Program of Higher Education of China(Grant No.200803581009)the Fundamental Research Funds for the Central Universities
文摘Let {X,Xn,n1} be a sequence of independent identically distributed random variables with EX=0 and assume that EX2I(|X|≤x) is slowly varying as x→∞,i.e.,X is in the domain of attraction of the normal law.In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables.
基金Supported in part by the National Natural Science Foundation of China under Grant Nos.10635020 and 10775057by the Ministry of Education of China under Grant Nos.306022,IRT0624by the Programme of Introducing Talents of Discipline to Universities under Grant No.B08033
文摘The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is mapped to a first-return random-walk process in a one-dimensional lattice. In order to understand the reason of variant exponents for the power-law distributions in different self-organized critical systems, we introduce the correlations among evolution steps. Power-law distributions of the lifetime and spatial size are found when the random walk is unbiased with equal probability to move in opposite directions. It is found that the longer the correlation length, the smaller values of the exponents for the power-law distributions.
