Rademacher series and decoupling.
For a Banach space and a probability space , a new proof is given that a measure , with , has RN derivative with respect to iff there is a compact or a weakly compact such that is a finite valued countably additive measure. Here we define where is a finite disjoint collection of elements from , each contained in , and satisfies . Then the result is extended to the case when is a Frechet space.
This paper presents a new model of asymmetric bifurcating autoregressive process with random coefficients. We couple this model with a Galton−Watson tree to take into account possibly missing observations. We propose least-squares estimators for the various parameters of the model and prove their consistency, with a convergence rate, and asymptotic normality. We use both the bifurcating Markov chain and martingale approaches and derive new results in both these frameworks.
Abstract. The main result of the present paper deals with the existence of solutions of random functional-differential inclusions of the form ẋ(t, ω) ∈ G(t, ω, x(·, ω), ẋ(·, ω)) with G taking as its values nonempty compact and convex subsets of n-dimensional Euclidean space .
We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.