A duality principle for stationary random sequences
نویسندگان
چکیده
منابع مشابه
A new maximal inequality and invariance principle for stationary sequences
We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe (2000). Then, we apply it to establish the Donsker invariance principle for this class of stationary sequences. A Markov chain example is given in order to show the optimality of the conditions imposed. Short title: A New Maximal Inequality I Results Let (Xi)i∈Z be a...
متن کاملA Duality Principle for Groups
The duality principle for Gabor frames states that a Gabor sequence obtained by a time-frequency lattice is a frame for L(R ) if and only if the associated adjoint Gabor sequence is a Riesz sequence. We prove that this duality principle extends to any dual pairs of projective unitary representations of countable groups. We examine the existence problem of dual pairs and establish some connectio...
متن کاملModerate deviations for stationary sequences of bounded random variables
In this paper we are concerned with the moderate deviation principle for the normalized partial sums process Wn, considered as an element of D([0, 1]) (functions on [0, 1] with left-hand limits and continuous from the right), equipped with the Skorohod topology (see Section 14 in Billingsley (1968) for the description of the topology on D([0, 1])). More exactly, we say that the family of random...
متن کاملA Duality Principle for the Legendre Transform
We present a duality principle for the Legendre transform that yields the shortest path between the graphs of functions and embodies the underlying Nash equilibrium. A useful feature of the algorithm for the shortest path obtained in this way is that its implementation has a local character in the sense that it is applicable at any point in the domain with no reference to calculations made earl...
متن کاملA duality principle for selection games
A dinner table seats k guests and holds n discrete morsels of food. Guests select morsels in turn until all are consumed. Each guest has a ranking of the morsels according to how much he would enjoy eating them; these rankings are commonly known. A gallant knight always prefers one food division over another if it provides strictly more enjoyable collections of food to one or more other players...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Colloquium Mathematicum
سال: 2000
ISSN: 0010-1354,1730-6302
DOI: 10.4064/cm-86-2-153-162