Preview

Труды Института математики НАН Беларуси

Расширенный поиск

Свойство RUC для хаоса случайных величин в равномерной норме

EDN: RXOTNQ

Аннотация

Пусть $X=\{X_k\}_{k=1}^\infty$ – последовательность независимых симметричных и ограниченных случайных величин. В работе рассматриваются системы вида $\{X_iX_j\}_{i<j}$, $\{X_i X_j X_k\}_{i<j<k},\ldots$, конечные объединения таких систем и близкие к ним системы в пространстве $L_\infty$ ограниченных случайных величин. Ряды по таким системам не обладают свойством безусловности: сходимость рядов зависит от порядка, в котором нумеруются элементы системы. В то же время, как показано в работе, такие системы обладают очень бизким свойством случайной безусловной сходимости.}

Об авторах

П. А. Слиняков
Институт математики НАН Беларуси; Белорусский государственный университет
Беларусь

Минск



К. В. Лыков
Институт математики НАН Беларуси; Белорусский государственный университет
Беларусь

Минск



Список литературы

1. Lindestrauss J., Tzafriri L. Classical Banach Spaces I and II. Heidelberg, Springer Berlin, 1996. https://doi.org/10.1007/978-3-662-53294-2

2. Albiac F., Kalton N. J. Topics in Banach space theory. New York, Springer, 2006. https://doi.org/10.1007/0-387-28142-8

3. Vakhania N. N., Tarieladze V. I., Chobanyan S. A. Probability Distributions on Banach Spaces. Springer Dordrecht, 1987. https://doi.org/10.1007/978-94-009-3873-1

4. Kahane J.-P. Some Random Series of Functions, 2nd ed. Cambridge studies in advanced mathematics, Cambridge, New York, England, 1985.

5. Kashin B. S., Saakyan A. A. Orthogonal Series. Translations of Mathematical Monographs, vol. 75. AMS, 1989.

6. Braverman M. Sh. Independent Random Variables and Rearrangement Invariant Spaces. London Mathematical Society Lecture Note Series. Cambridge University Press, 1994. https://doi.org/10.1017/CBO9780511662348

7. Dilworth S. J. Some probabilistic inequalities with applications to functional analysis in Banach spaces. Banach spaces, eds. Bor-Luh Lin and William B. Johnson, AMS Book series Contemporary Mathematics, 1993, vol. 144, pp. 53–67. https://doi.org/10.1090/conm/144

8. Kwapien S., Woyczynski W. Random Series and Stochastic Integrals: Single and Multiple. Birkha¨user Boston, MA, 1992.

9. Novikov S. Ya. Sequences of Functions in Symmetric Spaces. Samara, Samara University, 2008 (in Russian).

10. Astashkin S. V., Sukochev F. A. Independent functions and the geometry of Banach spaces. Russian Math. Surveys, 2010, vol. 65, no. 6, pp. 1003–1081. https://doi.org/10.1070/RM2010v065n06ABEH004715

11. Astashkin S. V. Sequences of independent functions and structure of rearrangement invariant spaces. Russian Math. Surveys, 2024, vol. 79, no. 3, pp. 375–457. https://doi.org/10.4213/rm10171e

12. Astashkin S. V., Lykov K. V. One property of the multiple Rademacher system and its applications to problems of graph discrepancy. Russian Math. Surveys, 2024, vol. 79, no. 4, pp. 727–729. https://doi.org/10.4213/rm10185e

13. Astashkin S. V., Lykov K. V. Random unconditional convergence of Rademacher chaos in L∞ and sharp estimates for discrepancy of weighted graphs and hypergraphs. Mathematische Annalen, 2025, vol. 393, no. 1, pp. 407–438. https://doi.org/10.1007/s00208-025-03257-9

14. Ledoux M., Talagrand M. Probability in Banach spaces. Berlin, Heidelberg, Springer-Verlag, 1991. https://doi.org/10.1007/978-3-642-20212-4

15. Bartlett P. L., Mendelson S. Rademacher and Gaussian Complexities: Risk Bounds and Structural Results. Journal of Machine Learning Research, 2002, vol. 3, pp. 463–482. https://dl.acm.org/doi/10.5555/944919.944944

16. Mohri M., Rostamizadeh A., Talwalkar A. Foundations of Machine Learning. MIT Press, 2018.

17. Astashkin S. V. The Rademacher System in Function Spaces. Birkha¨user, Switzerland, 2020. https://doi.org/10.1007/978-3-030-47890-2

18. Billard P., Kwapien, S. Pelchynski A., Samuel Ch. Biorthogonal systems of random unconditional convergence in Banach spaces. Longhorn Notes. Texas Funct. Anal. Seminar, Texas, Austin, 1985–1986. pp. 13–35.

19. Kwapien S. Decoupling inequalities for polynomial chaos. Ann. Probab., 1987, vol. 15, no. 3, pp. 1062–1071. https://doi.org/10.1214/aop/1176992081

20. Hebb D. O. The Organization of Behavior. New York, Wiley & Sons, 1949.

21. Hopfield J. J. Neural networks and physical systems with emergent collective computational abilities. Proc. Natl. Acad. Sci. USA, 1982, vol. 79, no. 8, pp. 2554–2558. https://doi.org/10.1073/pnas.79.8.2554

22. Salakhutdinov R., Hinton G. Deep Boltzmann Machine. Proceedings of the Twelfth International Conference on Artificial Intelligence and Statistics, PMLR, 2009, vol. 5. pp. 448–455.

23. Talagrand M. Mean field models for spin glasses. Berlin, Heidelberg, Springer, 2011. https://doi.org/10.1007/978-3-642-15202-3

24. Talagrand M. Spin Glasses: A Challenge for Mathematicians. Cavity and Mean Field Models. Berlin, Heidelberg, Springer, 2003.

25. McGeoch C. C. Adiabatic Quantum Computation and Quantum Annealing. Springer Nature Switzerland AG, 2014. https://doi.org/10.1007/978-3-031-02518-1

26. Bonami A. E´ tude des coefficients de Fourier des fonctions de Lp(G). Ann. Inst. Fourier, 1970, vol. 20, pp. 335–402. https://doi.org/10.5802/aif.357

27. Astashkin S. V. Rademacher chaos in symmetric spaces, II. East J. Approx., 2000, vol. 6, no. 1, pp. 71–86.

28. Astashkin S. V., Lykov K. V. On unconditionality of fractional Rademacher chaos in symmetric spaces. Izvestiya: Mathematics, 2024, vol. 88, no. 1, pp. 1–17. https://doi.org/10.4213/im9406e

29. De la Pena V. H., Gine E. Decoupling: from dependence to independence. Berlin, SpringerVerlag, 1999. https://doi.org/10.1007/978-1-4612-0537-1

30. Szarek S. J. On the best constant in the Khinchin inequality. Studia Math., 1976, vol. 58, no. 2, pp. 197–208.

31. Adamczak R., Prochno J., Strzelecka M., Strzelecki M. Norms of structured random matrices. Mathematische Annalen, 2024, vol. 388, no. 4, pp. 3463–3527. https://doi.org/10.1007/s00208-023-02599-6

32. Astashkin S. V., Lykov K. V. Sparse Rademacher chaos in symmetric spaces. St. Petersburg Math. J., 2017, vol. 28, no. 1, pp. 1–20. https://doi.org/10.1090/spmj/1436

33. Winer N. The Homogeneous Chaos. American Journal of Mathematics, 1938, vol. 60, no. 4, pp. 897–936. https://doi.org/10.2307/2371268

34. Xiu D., Karniadakis G. E. The Wiener-Askey polynomial chaos for stochastic differential equations. SIAM Journal on Scientific Computing, 2002, vol. 24, no. 2, pp. 619–644. https://doi.org/10.1137/S1064827501387826

35. Ernst O. G., Mugler A., Starkloff H.-J., Ullmann E. On the convergence of generalized polynomial chaos expansions. ESAIM: Mathematical Modelling and Numerical Analysis, 2012, vol. 46, no. 2, pp. 317–339. https://doi.org/10.1051/m2an/2011045

36. Oladyshkin S., Nowak W. Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion. Reliability Engineering & System Safety, 2012, vol. 106, pp. 179–190. https://doi.org/10.1016/j.ress.2012.05.002


Рецензия

Для цитирования:


Слиняков П.А., Лыков К.В. Свойство RUC для хаоса случайных величин в равномерной норме. Труды Института математики НАН Беларуси. 2025;33(2):54-72. EDN: RXOTNQ

For citation:


Slinyakov P.A., Lykov K.V. RUC property for chaos of random variables in the uniform norm. Proceedings of the Institute of Mathematics of the NAS of Belarus. 2025;33(2):54-72. EDN: RXOTNQ

Просмотров: 33


Creative Commons License
Контент доступен под лицензией Creative Commons Attribution 4.0 License.


ISSN 1812-5093 (Print)