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Note on stability estimation in sequential hypothesis testing

E. GordienkoJ. Ruiz de ChávezA. García — 2013

Applicationes Mathematicae

We introduce a quantitative measure Δ of stability in optimal sequential testing of two simple hypotheses about a density of observations: f=f₀ versus f=f₁. The index Δ represents an additional cost paid when a stopping rule optimal for the pair (f₀,f₁) is applied to test the hypothesis f=f₀ versus a "perturbed alternative" f=f̃₁. An upper bound for Δ is established in terms of the total variation distance between f₁(X)/f₀(X) and f̃₁(X)/f₀(X) with X∼f₀.

On convergence of the empirical mean method for non-identically distributed random vectors

E. GordienkoJ. Ruiz de ChávezE. Zaitseva — 2014

Applicationes Mathematicae

We consider the following version of the standard problem of empirical estimates in stochastic optimization. We assume that the underlying random vectors are independent and not necessarily identically distributed but that they satisfy a "slow variation" condition in the sense of the definition given in this paper. We show that these assumptions along with the usual restrictions (boundedness and equicontinuity) on a class of functions allow one to use the empirical mean method to obtain a consistent...

Existence and reduction of generalized Apostol-Bernoulli, Apostol-Euler and Apostol-Genocchi polynomials

Luis M. NavasFrancisco J. RuizJuan L. Varona — 2019

Archivum Mathematicum

One can find in the mathematical literature many recent papers studying the generalized Apostol-Bernoulli, Apostol-Euler and Apostol-Genocchi polynomials, defined by means of generating functions. In this article we clarify the range of parameters in which these definitions are valid and when they provide essentially different families of polynomials. In particular, we show that, up to multiplicative constants, it is enough to take as the “main family” those given by 2 λ e t + 1 α e x t = n = 0 n ( α ) ( x ; λ ) t n n ! , λ { - 1 } , and as an “exceptional family”...

Weighted L boundedness of Fourier series with respect to generalized Jacobi weights.

José J. GuadalupeMario PérezFrancisco J. RuizJuan L. Varona — 1991

Publicacions Matemàtiques

Let w be a generalized Jacobi weight on the interval [-1,1] and, for each function f, let Sf denote the n-th partial sum of the Fourier series of f in the orthogonal polynomials associated to w. We prove a result about uniform boundedness of the operators S in some weighted L spaces. The study of the norms of the kernels K related to the operators S allows us to obtain a relation between the Fourier series with respect to different generalized Jacobi weights.

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