The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities
01 Feb 1955-Vol. 6, Iss: 2, pp 170-176
About: The article was published on 1955-02-01 and is currently open access. It has received 552 citations till now. The article focuses on the topics: Convex set & Subderivative.
Citations
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TL;DR: In this paper, the strong local nondeterminism of Bα was used to obtain uniform Hausdorff dimension results for the images of a (n, d)-fractional Brownian motion with Hurst index α ∈ (0, 1).
Abstract: Let Bα = {Bα(t), t ∈ ℝN} be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By applying the strong local nondeterminism of Bα, we prove certain forms of uniform Hausdorff dimension results for the images of Bα when N >αd. Our results extend those of Kaufman for one-dimensional Brownian motion.
8 citations
Additional excerpts
...6) and Anderson’s inequality (see [2]), we derive P(tp) ≤ c2,4 R−1 [ min { min 0≤j≤p−1 |tp − t − z|, |x− y| }]−α ....
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TL;DR: A modified goodness-of-fit process based on a transformation of the residual autocorrelations for ARMA models is introduced, which is found to perform better in some simulation experiments at the cost of some increased numerical complexity.
8 citations
01 Jan 1991
8 citations
Dissertation•
01 Jan 2015
TL;DR: In this paper, a theoretical framework for reliability control in GNSS carrier phase ambiguity resolution, which is the key technique for precise GNSS positioning in centimetre levels, is presented. But the proposed approach includes identification and exclusion procedures of unreliable solutions and hypothesis tests, allowing the reliability of solutions to be controlled in the aspects of mathematical models, integer estimation and ambiguity acceptance tests.
Abstract: This research investigates how to obtain accurate and reliable positioning results with global navigation satellite systems (GNSS). The work provides a theoretical framework for reliability control in GNSS carrier phase ambiguity resolution, which is the key technique for precise GNSS positioning in centimetre levels. The proposed approach includes identification and exclusion procedures of unreliable solutions and hypothesis tests, allowing the reliability of solutions to be controlled in the aspects of mathematical models, integer estimation and ambiguity acceptance tests. Extensive experimental results with both simulation and observed data sets effectively demonstrate the reliability performance characteristics based on the proposed theoretical framework and procedures.
7 citations
Additional excerpts
...According to Anderson’s theorem, for any convex setE, if f(x) = f(−x) and ∫ E f(x)dx < ∞, then ∫ E f(x+ky)dx ≥ ∫ E f(x+y)dx, 0 ≤ k ≤ 1 [Anderson, 1955]....
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References
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TL;DR: In this article, a general method for calculating the limiting distributions of these criteria is developed by reducing them to corresponding problems in stochastic processes, which in turn lead to more or less classical eigenvalue and boundary value problems for special classes of differential equations.
Abstract: The statistical problem treated is that of testing the hypothesis that $n$ independent, identically distributed random variables have a specified continuous distribution function $F(x)$. If $F_n(x)$ is the empirical cumulative distribution function and $\psi(t)$ is some nonnegative weight function $(0 \leqq t \leqq 1)$, we consider $n^{\frac{1}{2}} \sup_{-\infty
3,082 citations
"The integral of a symmetric unimoda..." refers background in this paper
...In Theorem 1 the equality in (1) holds for k<l if and only if, for every u, (E+y)r\Ku=Er\Ku-\-y....
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...It will be noticed that we obtain strict inequality in (1) if and only if for at least one u, H(u)>H*(u) (because H(u) is continuous on the left)....
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1,660 citations
01 Jan 1934
TL;DR: In this article, Minkowski et al. den engen Zusammenhang dieser Begriffbildungen und Satze mit der Frage nach der bestimmung konvexer Flachen durch ihre GAusssche Krtim mung aufgedeckt und tiefliegende diesbeztigliche Satze bewiesen.
Abstract: Konvexe Figuren haben von jeher in der Geometrie eine bedeutende Rolle gespielt. Die durch ihre KonvexiUitseigenschaft allein charakteri sierten Gebilde hat aber erst BRUNN zum Gegenstand umfassender geometrischer Untersuchungen gemacht. In zwei Arbeiten "Ovale und EifHichen" und "Kurven ohne Wendepunkte" aus den Jahren 1887 und 1889 (vgl. Literaturverzeichnis BRUNN [1J, [2J) hat er neben zahl reichen Satzen der verschiedensten Art tiber konvexe Bereiche und Korper einen Satz tiber die Flacheninhalte von parallelen ebenen Schnitten eines konvexen K6rpers bewiesen, der sich in der Folge als fundamental herausgestellt hat. Die Bedeutung dieses Satzes hervor gehoben zu haben, ist das Verdienst von MINKOWSKI. In mehreren Arbeiten, insbesondere in "Volumeri. und Oberflache" (1903) und in der groBztigig angelegten, unvollendet geblieben n Arbeit "Zur Theorie der konvexen K6rper" (Literaturverzeichnis [3], [4J) hat er durch Ein fUhrung von grundlegenden Begriffen wie Stutzfunktion, gemischtes VolulIl, en usw. die dem Problemkreis angemessenen formalen Hilfsmittel geschaffen und vor allem den Weg zu vielseitigen Anwendungen, speziell auf das isoperimetrische (isepiphane) und andere Extremalprobleme fUr konvexe Bereiche und K6rper er6ffnet. Weiterhin hat MINKOWSKI den engen Zusammenhang dieser Begriffsbildungen und Satze mit der Frage nach der Bestimmung konvexer Flachen durch ihre GAusssche Krtim mung aufgedeckt und tiefliegende diesbeztigliche Satze bewiesen.
927 citations
TL;DR: In this paper, the authors extended the Cramer-Smirnov and von Mises test to the parametric case, a suggestion of Cramer [1], see also [2].
Abstract: The "goodness of fit" problem, consisting of comparing the empirical and hypothetical cumulative distribution functions (cdf's), is treated here for the case when an auxiliary parameter is to be estimated. This extends the Cramer-Smirnov and von Mises test to the parametric case, a suggestion of Cramer [1], see also [2]. The characteristic function of the limiting distribution of the test function is found by consideration of a Guassian stochastic process.
140 citations
"The integral of a symmetric unimoda..." refers background in this paper
...f ud[H*(u) - H(u)} = b[H*(b) - H(b)] - a[H*(a) - H(a)} (3) " + f [(H(u) - H*(u)]du....
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...J a Since/(x) has a finite integral over E, bH(b)—>0 as b—>oo and hence also bH*(b)—>0 as b—*<x>; therefore the first term on the right in (3) can be made arbitrarily small in absolute value....
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