Some applications of renewal theory on the whole line

1970 ◽  
Vol 7 (3) ◽  
pp. 734-746
Author(s):  
Kenny S. Crump ◽  
David G. Hoel

Suppose F is a one-dimensional distribution function, that is, a function from the real line to the real line that is right-continuous and non-decreasing. For any such function F we shall write F{I} = F(b)– F(a) where I is the half-open interval (a, b]. Denote the k-fold convolution of F with itself by Fk* and let Now if z is a non-negative function we may form the convolution although Z may be infinite for some (and possibly all) points.

1970 ◽  
Vol 7 (03) ◽  
pp. 734-746
Author(s):  
Kenny S. Crump ◽  
David G. Hoel

Suppose F is a one-dimensional distribution function, that is, a function from the real line to the real line that is right-continuous and non-decreasing. For any such function F we shall write F{I} = F(b)– F(a) where I is the half-open interval (a, b]. Denote the k-fold convolution of F with itself by Fk* and let Now if z is a non-negative function we may form the convolution although Z may be infinite for some (and possibly all) points.


1976 ◽  
Vol 28 (2) ◽  
pp. 312-320 ◽  
Author(s):  
W. N. Everitt

Let M denote the formally symmetric, second-order differential expression given by, for suitably differentiable complex-valued functions ƒ,The coefficients p and q are real-valued, Lebesgue measurable on the halfclosed, half-open interval [a, b) of the real line, with - ∞ < a < b ≦ ∞, and satisfy the basic conditions:


1973 ◽  
Vol 15 (2) ◽  
pp. 243-256 ◽  
Author(s):  
T. K. Sheng

It is well known that no rational number is approximable to order higher than 1. Roth [3] showed that an algebraic number is not approximable to order greater than 2. On the other hand it is easy to construct numbers, the Liouville numbers, which are approximable to any order (see [2], p. 162). We are led to the question, “Let Nn(α, β) denote the number of distinct rational points with denominators ≦ n contained in an interval (α, β). What is the behaviour of Nn(α, + 1/n) as α varies on the real line?” We shall prove that and that there are “compressions” and “rarefactions” of rational points on the real line.


1968 ◽  
Vol 5 (02) ◽  
pp. 427-435 ◽  
Author(s):  
John P. Mullooly

Consider an interval of the real line (0, x), x &gt; 0; and place in it a random subinterval S(x) defined by the random variables Xx and Yx , the position of the center of S(x) and the length of S(x). The set (0, x)– S(x) consists of two intervals of length δ and η. Let a &gt; 0 be a fixed constant. If δ ≦ a, then a random interval S(δ) defined by Xδ, Yδ is placed in the interval of length δ. If δ &lt; a, the placement of the second interval is not made. The same is done for the interval of length η. Continue to place non-intersecting random subintervals in (0, x), and require that the lengths of all the random subintervals be ≦ a. The process terminates after a finite number of steps when all the segments of (0, x) uncovered by random subintervals are of length &lt; a. At this stage, we say that (0, x) is saturated. Define N(a, x) as the number of random subintervals that have been placed when the process terminates. We are interested in the asymptotic behavior of the moments of N(a, x), for large x.


1999 ◽  
Vol 31 (1) ◽  
pp. 178-198 ◽  
Author(s):  
Frans A. Boshuizen ◽  
Robert P. Kertz

In this paper, in work strongly related with that of Coffman et al. [5], Bruss and Robertson [2], and Rhee and Talagrand [15], we focus our interest on an asymptotic distributional comparison between numbers of ‘smallest’ i.i.d. random variables selected by either on-line or off-line policies. Let X1,X2,… be a sequence of i.i.d. random variables with distribution function F(x), and let X1,n,…,Xn,n be the sequence of order statistics of X1,…,Xn. For a sequence (cn)n≥1 of positive constants, the smallest fit off-line counting random variable is defined by Ne(cn) := max {j ≤ n : X1,n + … + Xj,n ≤ cn}. The asymptotic joint distributional comparison is given between the off-line count Ne(cn) and on-line counts Nnτ for ‘good’ sequential (on-line) policies τ satisfying the sum constraint ∑j≥1XτjI(τj≤n) ≤ cn. Specifically, for such policies τ, under appropriate conditions on the distribution function F(x) and the constants (cn)n≥1, we find sequences of positive constants (Bn)n≥1, (Δn)n≥1 and (Δ'n)n≥1 such that for some non-degenerate random variables W and W'. The major tools used in the paper are convergence of point processes to Poisson random measure and continuous mapping theorems, strong approximation results of the normalized empirical process by Brownian bridges, and some renewal theory.


1991 ◽  
Vol 14 (4) ◽  
pp. 639-664
Author(s):  
Henry A. Krieger

The non-decreasing functions whicl are star-shaped and supported above at each point of a non-empty closed proper subset of the real line induce an ordering, on the class of distribution functions with finite first moments, that is strictly weaker than first degree stochastic dominance and strictly stronger than second degree stochastic dominance. Several characterizations of this ordering are developed, both joint distribution criteria and those involving only marginals. Tle latter are deduced from a decomposition theorem, which reduces the problem to consideration of certain functions which are star-shaped on the complement of an open interval.


1982 ◽  
Vol 91 (3) ◽  
pp. 477-484
Author(s):  
Gavin Brown ◽  
William Mohan

Let μ be a probability measure on the real line ℝ, x a real number and δ(x) the probability atom concentrated at x. Stam made the interesting observation that eitheror else(ii) δ(x)* μn, are mutually singular for all positive integers n.


1955 ◽  
Vol 7 ◽  
pp. 453-461 ◽  
Author(s):  
A. P. Calderón ◽  
A. Devinatz

Let be the class of bounded non-decreasing functions defined on the real line which are normalized by the conditions ϕ(− ∞) = 0 , ϕ(t + 0) = ϕ(t).Let be the class of Fourier-Stieltjes transforms of elements of i.e. the elements of and are connected by the relationwhere ϕ ∊ and Φ ∊ .It is well known, and easy to verify that this mapping from to is one to one (1, p. 67, Satz 18).


1964 ◽  
Vol 7 (1) ◽  
pp. 101-119 ◽  
Author(s):  
A. Sharma

Let1be n+2 distinct points on the real line and let us denote the corresponding real numbers, which are at the moment arbitrary, by2The problem of Hermite-Fejér interpolation is to construct the polynomials which take the values (2) at the abscissas (1) and have preassigned derivatives at these points. This idea has recently been exploited in a very interesting manner by P. Szasz [1] who has termed qua si-Hermite-Fejér interpolation to be that process wherein the derivatives are only prescribed at the points x1, x2, …, xn and the points -1, +1 are left out, while the values are prescribed at all the abscissas (1).


1970 ◽  
Vol 13 (1) ◽  
pp. 31-37
Author(s):  
G. J. Butler ◽  
L. H. Erbe ◽  
R. M. Mathsen

In this paper we consider the types of pairs of multiple zeros which a solution to the differential equationcan possess on an interval I of the real line. The results obtained generalize those in [2] and (for n = 3) in [3].I. Let f satisfy the condition1.1for all t ∊ I, u0 ≠ 0, and all u1, … un-1.


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