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Compact convex sets of the plane and probability theory

Jean-François Marckert, David Renault (2014)

ESAIM: Probability and Statistics

The Gauss−Minkowski correspondence in ℝ2 states the existence of a homeomorphism between the probability measures μ on [0,2π] such that 0 2 π e i x d μ ( x ) = 0 ∫ 0 2 π e ix d μ ( x ) = 0 and the compact convex sets (CCS) of the plane with perimeter 1. In this article, we bring out explicit formulas relating the border of a CCS to its probability measure. As a consequence, we show that some natural operations on CCS – for example, the Minkowski sum – have natural translations in terms of probability measure operations,...

Comparison between two types of large sample covariance matrices

Guangming Pan (2014)

Annales de l'I.H.P. Probabilités et statistiques

Let { X i j } , i , j = , be a double array of independent and identically distributed (i.i.d.) real random variables with E X 11 = μ , E | X 11 - μ | 2 = 1 and E | X 11 | 4 l t ; . Consider sample covariance matrices (with/without empirical centering) 𝒮 = 1 n j = 1 n ( 𝐬 j - 𝐬 ¯ ) ( 𝐬 j - 𝐬 ¯ ) T and 𝐒 = 1 n j = 1 n 𝐬 j 𝐬 j T , where 𝐬 ¯ = 1 n j = 1 n 𝐬 j and 𝐬 j = 𝐓 n 1 / 2 ( X 1 j , ... , X p j ) T with ( 𝐓 n 1 / 2 ) 2 = 𝐓 n , non-random symmetric non-negative definite matrix. It is proved that central limit theorems of eigenvalue statistics of 𝒮 and 𝐒 are different as n with p / n approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the average behavior...

Complete convergence in mean for double arrays of random variables with values in Banach spaces

Ta Cong Son, Dang Hung Thang, Le Van Dung (2014)

Applications of Mathematics

The rate of moment convergence of sample sums was investigated by Chow (1988) (in case of real-valued random variables). In 2006, Rosalsky et al. introduced and investigated this concept for case random variable with Banach-valued (called complete convergence in mean of order p ). In this paper, we give some new results of complete convergence in mean of order p and its applications to strong laws of large numbers for double arrays of random variables taking values in Banach spaces.

Complete convergence of weighted sums for arrays of rowwise ϕ -mixing random variables

Xinghui Wang, Xiaoqin Li, Shuhe Hu (2014)

Applications of Mathematics

In this paper, we establish the complete convergence and complete moment convergence of weighted sums for arrays of rowwise ϕ -mixing random variables, and the Baum-Katz-type result for arrays of rowwise ϕ -mixing random variables. As an application, the Marcinkiewicz-Zygmund type strong law of large numbers for sequences of ϕ -mixing random variables is obtained. We extend and complement the corresponding results of X. J. Wang, S. H. Hu (2012).

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