5,997 research outputs found
Law of the iterated logarithm for stationary processes
There has been recent interest in the conditional central limit question for
(strictly) stationary, ergodic processes whose partial
sums are of the form , where is a square
integrable martingale with stationary increments and is a remainder term
for which . Here we explore the law of the iterated logarithm
(LIL) for the same class of processes. Letting denote the
norm in , a sufficient condition for the partial sums of a stationary
process to have the form is that be summable. A sufficient condition for the LIL is
only slightly stronger, requiring to be summable. As a by-product of our main result,
we obtain an improved statement of the conditional central limit theorem.
Invariance principles are obtained as well.Comment: Published in at http://dx.doi.org/10.1214/009117907000000079 the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
On martingale approximations
Consider additive functionals of a Markov chain , with stationary
(marginal) distribution and transition function denoted by and , say
, where is square integrable and has mean 0 with
respect to . If has the form , where is a square
integrable martingale with stationary increments and , then
is said to admit a martingale approximation. Necessary and sufficient
conditions for such an approximation are developed. Two obvious necessary
conditions are and . Assuming the first of these, let ; then defines a
pseudo norm on the subspace of where it is finite. In one main
result, a simple necessary and sufficient condition for a martingale
approximation is developed in terms of . Let denote
the adjoint operator to , regarded as a linear operator from into
itself, and consider co-isometries (), an important special case that
includes shift processes. In another main result a convenient orthonormal basis
for is identified along with a simple necessary and sufficient
condition for the existence of a martingale approximation in terms of the
coefficients of the expansion of with respect to this basis.Comment: Published in at http://dx.doi.org/10.1214/07-AAP505 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
マルチユーザMIMO分散アンテナシステムにおける総和レート及びダイナミッククラスタリングに関する研究
京都大学0048新制・課程博士博士(情報学)甲第20032号情博第627号新制||情||109(附属図書館)33128京都大学大学院情報学研究科通信情報システム専攻(主査)教授 原田 博司, 教授 守倉 正博, 教授 梅野 健学位規則第4条第1項該当Doctor of InformaticsKyoto UniversityDFA
Better synchronizability predicted by a new coupling method
In this paper, inspired by the idea that the hub nodes of a highly
heterogeneous network are not only the bottlenecks, but also effective
controllers in the network synchronizing process, we bring forward an
asymmetrical coupling method where the coupling strength of each node depends
on its neighbors' degrees. Compared with the uniform coupled method and the
recently proposed Motter-Zhou-Kurth method, the synchronizability of scale-free
networks can be remarkably enhanced by using the present coupled method.Comment: 6 pages, 6 figures; to be published in EPJ
Does The Implementation Of ERP Improve The Quality Of Accounting Information? Evidence From Chinese A-Share Listed Manufacturing Firms
Using the data of Chinese A-share listed manufacturing firms, the study explores the influence of ERP implementation on accounting information quality from reliability and relevance. Also, the study verifies the difference of the influence in firms which have different sizes and different ownership types. Compared with the firms not implementing ERP, accounting information quality of the firms implementing ERP improves significantly. In addition, the positive influence differs in firms of different sizes and different ownership types. In large-sized firms, ERP implementation has stronger influence on reliability of accounting information. In non-state-owned firms, ERP implementation has stronger influence on accounting information quality in respect to reliability and relevance. Our study supplies the new evidence to gauge the impact of ERP implementation on accounting information quality in an emerging economy context
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