Analytical and numerical study of Kramers' exit problem. II.
2000 Mathematics Subject Classification: 46A30, 54C60, 90C26.In this paper we prove two results of nonsmooth analysis involving the Fréchet subdifferential. One of these results provides a necessary optimality condition for an optimization problem which arise naturally from a class of wide studied problems. In the second result we establish a sufficient condition for the metric regularity of a set-valued map without continuity assumptions.
Let X,X₁,...,Xₙ be independent identically distributed random variables taking values in a measurable space (Θ,ℜ ). Let h(x,y) and g(x) be real valued measurable functions of the arguments x,y ∈ Θ and let h(x,y) be symmetric. We consider U-statistics of the type Δn = ρ(T(X₁,...,Xₙ),T(G₁,..., Gₙ)) ≤ (cβ’1/6)/(√(|q₁|) n1/12)where , 1 ≤ i ≤ n, are i.i.d. Gaussian random vectors, ρ is the Kolmogorov (or uniform) distance and .