scholarly journals Cyclic Permutations of Sequences and Uniform Partitions

10.37236/389 ◽  
2010 ◽  
Vol 17 (1) ◽  
Author(s):  
Po-Yi Huang ◽  
Jun Ma ◽  
Yeong-Nan Yeh

Let $\vec{r}=(r_i)_{i=1}^n$ be a sequence of real numbers of length $n$ with sum $s$. Let $s_0=0$ and $s_i=r_1+\ldots +r_i$ for every $i\in\{1,2,\ldots,n\}$. Fluctuation theory is the name given to that part of probability theory which deals with the fluctuations of the partial sums $s_i$. Define $p(\vec{r})$ to be the number of positive sum $s_i$ among $s_1,\ldots,s_n$ and $m(\vec{r})$ to be the smallest index $i$ with $s_i=\max\limits_{0\leq k\leq n}s_k$. An important problem in fluctuation theory is that of showing that in a random path the number of steps on the positive half-line has the same distribution as the index where the maximum is attained for the first time. In this paper, let $\vec{r}_i=(r_i,\ldots,r_n,r_1,\ldots,r_{i-1})$ be the $i$-th cyclic permutation of $\vec{r}$. For $s>0$, we give the necessary and sufficient conditions for $\{ m(\vec{r}_i)\mid 1\leq i\leq n\}=\{1,2,\ldots,n\}$ and $\{ p(\vec{r}_i)\mid 1\leq i\leq n\}=\{1,2,\ldots,n\}$; for $s\leq 0$, we give the necessary and sufficient conditions for $\{ m(\vec{r}_i)\mid 1\leq i\leq n\}=\{0,1,\ldots,n-1\}$ and $\{ p(\vec{r}_i)\mid 1\leq i\leq n\}=\{0,1,\ldots,n-1\}$. We also give an analogous result for the class of all permutations of $\vec{r}$.

1998 ◽  
Vol 30 (1) ◽  
pp. 181-196 ◽  
Author(s):  
P. S. Griffin ◽  
R. A. Maller

Let Tr be the first time at which a random walk Sn escapes from the strip [-r,r], and let |STr|-r be the overshoot of the boundary of the strip. We investigate the order of magnitude of the overshoot, as r → ∞, by providing necessary and sufficient conditions for the ‘stability’ of |STr|, by which we mean that |STr|/r converges to 1, either in probability (weakly) or almost surely (strongly), as r → ∞. These also turn out to be equivalent to requiring only the boundedness of |STr|/r, rather than its convergence to 1, either in the weak or strong sense, as r → ∞. The almost sure characterisation turns out to be extremely simple to state and to apply: we have |STr|/r → 1 a.s. if and only if EX2 < ∞ and EX = 0 or 0 < |EX| ≤ E|X| < ∞. Proving this requires establishing the equivalence of the stability of STr with certain dominance properties of the maximum partial sum Sn* = max{|Sj|: 1 ≤ j ≤ n} over its maximal increment.


2004 ◽  
Vol 15 (08) ◽  
pp. 735-747 ◽  
Author(s):  
ANDREA IANNUZZI ◽  
ANDREA SPIRO ◽  
STEFANO TRAPANI

Let G=(ℝ,+) act by biholomorphisms on a Stein manifold X which admits the Bergman metric. We show that X can be regarded as a G-invariant domain in a "universal" complex manifold X* on which the complexification [Formula: see text] of G acts. The analogous result holds for actions of a larger class of real Lie groups containing, e.g. abelian and certain nilpotent ones. For holomorphic actions of such groups on Stein manifolds, necessary and sufficient conditions for the existence of X* are given.


1986 ◽  
Vol 18 (04) ◽  
pp. 865-879 ◽  
Author(s):  
Svante Janson

Consider the sequence of partial sums of a sequence of i.i.d. random variables with positive expectation. We study various random quantities defined by the sequence of partial sums, e.g. the time at which the first or last crossing of a given level occurs, the value of the partial sum immediately before or after the crossing, the minimum of all partial sums. Necessary and sufficient conditions are given for the existence of moments of these quantities.


1986 ◽  
Vol 18 (4) ◽  
pp. 865-879 ◽  
Author(s):  
Svante Janson

Consider the sequence of partial sums of a sequence of i.i.d. random variables with positive expectation.We study various random quantities defined by the sequence of partial sums, e.g. the time at which the first or last crossing of a given level occurs, the value of the partial sum immediately before or after the crossing, the minimum of all partial sums. Necessary and sufficient conditions are given for the existence of moments of these quantities.


1998 ◽  
Vol 30 (01) ◽  
pp. 181-196 ◽  
Author(s):  
P. S. Griffin ◽  
R. A. Maller

Let T r be the first time at which a random walk S n escapes from the strip [-r,r], and let |S T r |-r be the overshoot of the boundary of the strip. We investigate the order of magnitude of the overshoot, as r → ∞, by providing necessary and sufficient conditions for the ‘stability’ of |S T r |, by which we mean that |S T r |/r converges to 1, either in probability (weakly) or almost surely (strongly), as r → ∞. These also turn out to be equivalent to requiring only the boundedness of |S T r |/r, rather than its convergence to 1, either in the weak or strong sense, as r → ∞. The almost sure characterisation turns out to be extremely simple to state and to apply: we have |S T r |/r → 1 a.s. if and only if EX 2 &lt; ∞ and EX = 0 or 0 &lt; |EX| ≤ E|X| &lt; ∞. Proving this requires establishing the equivalence of the stability of S T r with certain dominance properties of the maximum partial sum S n * = max{|S j |: 1 ≤ j ≤ n} over its maximal increment.


2020 ◽  
Vol 13 (5) ◽  
pp. 1088-1096
Author(s):  
Pradosh Kumar Pattanaik ◽  
Susanta Kumar Paikray ◽  
Bidu Bhusan Jena

In this article we study some properties of generalized Nörlund and Nörlund-typemeans of sequences of fuzzy real numbers. We establish necessary and sufficient conditions for our purposed methods to transform convergent sequences of fuzzy real numbers into convergent sequences of fuzzy real numbers which also preserve the limit. Finally, we establish some results showing the connection between the generalized N ̈orlund and N ̈orlund-type limits and the usual limits under slow oscillation of sequences of fuzzy real numbers.


1978 ◽  
Vol 21 (3) ◽  
pp. 257-265
Author(s):  
David Borwein

Suppose throughout thatand that {μn}(n≥ 0) is a sequence of real numbers. The (generalized) Hausdorff moment problem is to determine necessary and sufficient conditions for there to be a function x in some specified class satisfying.


1940 ◽  
Vol 7 (4) ◽  
pp. A166-A170
Author(s):  
Rufus Oldenburger

Abstract It can be shown easily that the Cross method of structural analysis may be applied to a given structure in such a manner that the process does not converge. In this paper the author gives necessary and sufficient conditions for the convergence of the Cross method, and exhibits a convergent process of balancing any given structure. In particular he shows that a balancing process can be described by real linear transformation, that is, by a matrix of real numbers, and that the process converges in the sense of this paper if and only if the infinite power of this matrix exists and is zero. The study is restricted to the case of a continuous beam.


1981 ◽  
Vol 33 (4) ◽  
pp. 946-960 ◽  
Author(s):  
David Borwein ◽  
Amnon Jakimovski

Suppose throughout that {kn} is a sequence of positive integers, thatthat k0 = 1 if l0 = 1, and that {un(r)}; (r = 0, 1, …, kn – 1, n = 0, 1, …) is a sequence of real numbers. We shall be concerned with the problem of establishing necessary and sufficient conditions for there to be a function a satisfying(1)and certain additional conditions. The case l0 = 0, kn = 1 for n = 0, 1, … of the problem is the version of the classical moment problem considered originally by Hausdorff [5], [6], [7]; the above formulation will emerge as a natural generalization thereof.


1955 ◽  
Vol 20 (3) ◽  
pp. 251-262 ◽  
Author(s):  
R. Sherman Lehman

The purpose of this paper is to analyze rational betting. In particular, we concentrate on one necessary feature of rational betting, the avoidance of certainty of losing to a clever opponent. If a bettor is quite foolish in his choice of the rates at which he will bet, ah opponent can win money from him no matter what happens.This phenomenon is well known to professional bettors—especially bookmakers, who must as a matter of practical necessity avoid its occurrence. Such a losing book is called by them a “dutch book.” Our investigations are thus concerned with necessary and sufficient conditions that a book not be “dutch.”De Finetti [3] has started with the same idea and used it as a foundation for the theory of probability. It is our aim to consider the same subject more precisely and attempt to answer some questions about desirable features of a confirmation function. We wish to connect the ideas of De Finetti with those of Carnap [1] and Hossiasson-Lindenbaum [6]. The results expressed by Theorem 1 are essentially contained in De Finetti's work. Theorems 3 and 4 seem to be new.The confirmation functions which we consider will be functions with two sentences as arguments taking real numbers as values. Intuitively, C(h, e) will represent the rate at which a bettor would be willing to bet on the hypothesis h if he knew the information expressed by the sentence e, the evidence.


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