106 research outputs found
Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields
We offer in this paper the non-asymptotical bilateral sharp exponential
estimates for tail of maximum distribution of {\it discontinuous} random
fields.
Our consideration based on the theory of Prokhorov-Skorokhod spaces of random
fields and on the theory of multivariate Banach spaces of random variables with
exponential decreasing tails of distributions.Comment: arXiv admin note: substantial text overlap with arXiv:1510.0418
Weight Hardy-Littlewood Inequalities for Different Powers
In this short article we obtain the non-asymptotic upper and low estimations
for linear and bilinear weight Riesz's functional through the Lebesgue spaces
Central Limit Theorem and exponential tail estimations in mixed (anisotropic) Lebesgue spaces
We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic)
Lebesgue-Riesz spaces and tail behavior of normed sums of centered random
independent variables (vectors) with values in these spaces
Random processes and Central Limit Theorem in Besov spaces
We study sufficient conditions for the belonging of random process to certain
Besov space and for the Central Limit Theorem (CLT) in these spaces.
We investigate also the non-asymptotic tail behavior of normed sums of
centered random independent variables (vectors) with values in these spaces.
Main apparatus is the theory of mixed (anisotropic) Lebesgue-Riesz spaces, in
particular so-called permutation inequality
Boundedness of Operators in Bilateral Grand Bebesgue Spaces with Exact and Weakly Exact Constant Calculation
In this article we investigate an action of some operators (not necessary to
be linear or sublinear) in the so-called (Bilateral) Grand Lebesgue Spaces
(GLS), in particular, double weight Fourier operators, maximal operators,
imbedding operators etc. We intend to calculate an exact or at least weak exact
values for correspondent imbedding constant. We obtain also interpolation
theorems for GLS spaces.We construct several examples to show the exactness of
offered estimations. In two last sections we introduce anisotropic Grand
Lebesgue Spaces, obtain some estimates for Fourier two-weight inequalities and
calculate Boyd's multidimensional indices for this spaces
A counterexample to a hypothesis of light tail of maximum distribution for continuous random processes with light finite-dimensional tails
We construct an example of a continuous centered random process with light
tails of finite-dimensional distribution but with heavy tail of maximum
distribution
Monte Carlo computation of multiple weak singular integrals of spherical and Volterra's type
We offer a simple method Monte Carlo for computation of Volterra's and
spherical type multiple integrals with weak (integrable) singularities.
An elimination of infinity of variance is achieved by incorporating
singularities in the density, and we offer a highly effective way for
generation of appeared multidimensional distribution.
We extend offered method onto multiple Volterra's and spherical integrals
with weak singularities containing parameter
Strengthening of weak convergence for Radon measures in separable Banach spaces
We prove in this short report that for arbitrary weak converging sequence of
sigma-finite Borelian measures in the separable Banach space there is a compact
embedded separable subspace such that this measures not only are concentrated
in this subspace but weak converge therein
Monte-Carlo method for multiple parametric integrals calculation and solving of linear integral Fredholm equations of a second kind, with confidence regions in uniform norm
In this article we offer some modification of Monte-Carlo method for multiple
parametric integral computation and solving of a linear integral Fredholm
equation of a second kind (well posed problem).
We prove that the rate of convergence of offered method is optimal under
natural conditions still in the uniform norm, and construct an asymptotical and
non-asymptotical confidence region, again in the uniform norm
Necessary Conditions for Fractional Hardy-Sobolev's Inequalities
In this short article we obtain some necessary conditions for a so-called
fractional Hardy-Sobolev's inequalities in multidimensional case. We also give
some examples to show the sharpness of these inequalities
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