We deal with the linear functional equation (E) , where g:(0,∞) → (0,∞) is unknown, is a probability distribution, and ’s are positive numbers. The equation (or some equivalent forms) was considered earlier under different assumptions (cf. [1], [2], [4], [5] and [6]). Using Bernoulli’s Law of Large Numbers we prove that g has to be constant provided it has a limit at one end of the domain and is bounded at the other end.
Let be the mode of a probability density and its kernel estimator. In the case is nondegenerate, we first specify the weak convergence rate of the multivariate kernel mode estimator by stating the central limit theorem for . Then, we obtain a multivariate law of the iterated logarithm for the kernel mode estimator by proving that, with probability one, the limit set of the sequence suitably normalized is an ellipsoid. We also give a law of the iterated logarithm for the norms, , of ....
Let θ be the mode of a probability density and θn its kernel estimator. In the case θ is nondegenerate, we first specify the weak convergence rate of the multivariate kernel mode estimator by stating the central limit theorem for θn - θ. Then, we obtain a multivariate law of the iterated logarithm for the kernel mode estimator by proving that, with probability one, the limit set of the sequence θn - θ suitably normalized is an ellipsoid. We also give a law of the iterated logarithm for the...
Let G be an abelian topological group. The Lévy continuity theorem says that if G is an LCA group, then it has the following property (PL) a sequence of Radon probability measures on G is weakly convergent to a Radon probability measure μ if and only if the corresponding sequence of Fourier transforms is pointwise convergent to the Fourier transform of μ. Boulicaut [Bo] proved that every nuclear locally convex space G has the property (PL). In this paper we prove that the property (PL) is inherited...
We study deformations of the free convolution arising via invertible transformations of probability measures on the real line T:μ ↦ Tμ. We define new associative convolutions of measures by . We discuss infinite divisibility with respect to these convolutions, and we establish a Lévy-Khintchine formula. We conclude the paper by proving that for any such deformation of free probability all probability measures μ have the Nica-Speicher property, that is, one can find their convolution power for...
Zbyněk Šidák, the chief editor of the Applications of Mathematics, an outstanding Czech statistician and probabilist, died on November 12, 1999, aged 66 years. This article is devoted to memory of him and outlines his life and scientific work.