General state space Markov chains and MCMC algorithms.
Let f be a measurable, real function defined in a neighbourhood of infinity. The function f is said to be of generalised regular variation if there exist functions h ≢ 0 and g > 0 such that f(xt) - f(t) = h(x)g(t) + o(g(t)) as t → ∞ for all x ∈ (0,∞). Zooming in on the remainder term o(g(t)) eventually leads to the relation f(xt) - f(t) = h₁(x)g₁(t) + ⋯ + hₙ(x)gₙ(t) + o(gₙ(t)), each being of smaller order than its predecessor . The function f is said to be generalised regularly varying of...
En este trabajo se presenta una generalización de un teorema de D. L. Hanson y R. P. Russo (1981) para variables aleatorias i.i.d. que toman valores en un espacio de Banach separable (B-variables), en el esquema más general de la ley de Marcinkiewicz y Zygmund.Imponiendo condiciones sobre los momentos y el tipo Rademacher del espacio se obtienen resultados de la formamáx(np/α≤j≤n) j-1/p ||Sn - Sn-j|| → 0, casi seguro, cuando n → ∞
2000 Mathematics Subject Classification: 33C10, 33-02, 60K25This paper presents new generalizations of the modified Bessel function and its generating function. This function has important application in the transient solution of a queueing system.