940 resultados para Law of large numbers


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We investigate the super-Brownian motion with a single point source in dimensions 2 and 3 as constructed by Fleischmann and Mueller in 2004. Using analytic facts we derive the long time behavior of the mean in dimension 2 and 3 thereby complementing previous work of Fleischmann, Mueller and Vogt. Using spectral theory and martingale arguments we prove a version of the strong law of large numbers for the two dimensional superprocess with a single point source and finite variance.

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We construct new examples of cylinder flows, given by skew product extensions of irrational rotations on the circle, that are ergodic and rationally ergodic along a subsequence of iterates. In particular, they exhibit a law of large numbers. This is accomplished by explicitly calculating, for a subsequence of iterates, the number of visits to zero, and it is shown that such number has a Gaussian distribution.

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We apply the concept of exchangeable random variables to the case of non-additive robability distributions exhibiting ncertainty aversion, and in the lass generated bya convex core convex non-additive probabilities, ith a convex core). We are able to rove two versions of the law of arge numbers (de Finetti's heorems). By making use of two efinitions. of independence we rove two versions of the strong law f large numbers. It turns out that e cannot assure the convergence of he sample averages to a constant. e then modal the case there is a true" probability distribution ehind the successive realizations of the uncertain random variable. In this case convergence occurs. This result is important because it renders true the intuition that it is possible "to learn" the "true" additive distribution behind an uncertain event if one repeatedly observes it (a sufficiently large number of times). We also provide a conjecture regarding the "Iearning" (or updating) process above, and prove a partia I result for the case of Dempster-Shafer updating rule and binomial trials.

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Recent large-scale analyses of mainly full-length cDNA libraries generated from a variety of mouse tissues indicated that almost half of all representative cloned sequences did flat contain ail apparent protein-coding sequence, and were putatively derived from non-protein-coding RNA (ncRNA) genes. However, many of these clones were singletons and the majority were unspliced, raising the possibility that they may be derived from genomic DNA or unprocessed pre-rnRNA contamination during library construction, or alternatively represent nonspecific transcriptional noise. Here we Show, using reverse transcriptase-dependent PCR, microarray, and Northern blot analyses, that many of these clones were derived from genuine transcripts Of unknown function whose expression appears to be regulated. The ncRNA transcripts have larger exons and fewer introns than protein-coding transcripts. Analysis of the genomic landscape around these sequences indicates that some cDNA clones were produced not from terminal poly(A) tracts but internal priming sites within longer transcripts, only a minority of which is encompassed by known genes. A significant proportion of these transcripts exhibit tissue-specific expression patterns, as well as dynamic changes in their expression in macrophages following lipopolysaccharide Stimulation. Taken together, the data provide strong support for the conclusion that ncRNAs are an important, regulated component of the mammalian transcriptome.

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The first section of this chapter starts with the Buffon problem, which is one of the oldest in stochastic geometry, and then continues with the definition of measures on the space of lines. The second section defines random closed sets and related measurability issues, explains how to characterize distributions of random closed sets by means of capacity functionals and introduces the concept of a selection. Based on this concept, the third section starts with the definition of the expectation and proves its convexifying effect that is related to the Lyapunov theorem for ranges of vector-valued measures. Finally, the strong law of large numbers for Minkowski sums of random sets is proved and the corresponding limit theorem is formulated. The chapter is concluded by a discussion of the union-scheme for random closed sets and a characterization of the corresponding stable laws.

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2000 Mathematics Subject Classification: 60J80, 60F05

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We investigate the behavior of the empirical minimization algorithm using various methods. We first analyze it by comparing the empirical, random, structure and the original one on the class, either in an additive sense, via the uniform law of large numbers, or in a multiplicative sense, using isomorphic coordinate projections. We then show that a direct analysis of the empirical minimization algorithm yields a significantly better bound, and that the estimates we obtain are essentially sharp. The method of proof we use is based on Talagrand’s concentration inequality for empirical processes.

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Client owners usually need an estimate or forecast of their likely building costs in advance of detailed design in order to confirm the financial feasibility of their projects. Because of their timing in the project life cycle, these early stage forecasts are characterized by the minimal amount of information available concerning the new (target) project to the point that often only its size and type are known. One approach is to use the mean contract sum of a sample, or base group, of previous projects of a similar type and size to the project for which the estimate is needed. Bernoulli’s law of large numbers implies that this base group should be as large as possible. However, increasing the size of the base group inevitably involves including projects that are less and less similar to the target project. Deciding on the optimal number of base group projects is known as the homogeneity or pooling problem. A method of solving the homogeneity problem is described involving the use of closed form equations to compare three different sampling arrangements of previous projects for their simulated forecasting ability by a cross-validation method, where a series of targets are extracted, with replacement, from the groups and compared with the mean value of the projects in the base groups. The procedure is then demonstrated with 450 Hong Kong projects (with different project types: Residential, Commercial centre, Car parking, Social community centre, School, Office, Hotel, Industrial, University and Hospital) clustered into base groups according to their type and size.

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Given a probability distribution on an open book (a metric space obtained by gluing a disjoint union of copies of a half-space along their boundary hyperplanes), we define a precise concept of when the Fréchet mean (barycenter) is sticky. This nonclassical phenomenon is quantified by a law of large numbers (LLN) stating that the empirical mean eventually almost surely lies on the (codimension 1 and hence measure 0) spine that is the glued hyperplane, and a central limit theorem (CLT) stating that the limiting distribution is Gaussian and supported on the spine.We also state versions of the LLN and CLT for the cases where the mean is nonsticky (i.e., not lying on the spine) and partly sticky (i.e., is, on the spine but not sticky). © Institute of Mathematical Statistics, 2013.