1.1.4 2978-3-540-39050... · 2017. 8. 29. · Comments To Chapter 1 1.1 .•Definitions 1.1.1 and...

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Comments To Chapter 1 1.1 .• Definitions 1.1.1 and 1.1.2 and Theorem 1.1.1 are due to Klebanov (1981), Theorems 1.1.2, 1.1.5 were obtained in the report by Klebanov, Mkrtcjan (1982). Theorem 1.1.3 was obtained in the paper by Klebanov, Melamed (1983), where it was applied to the investigati- on of relsvation-type equations. By its ideas this theorem is similar to Theorem 4.4 from the monograph by Krasnosel'ski (1966). Theorems 1.1.4 and 1.1.6 are the new results. 1.3. As we have remarked above the proof of validity of property 2 from definition of the strong S -posi ti veness in Example 1.3. 1 repeats the corresponding result by Yu.V.Linnik (1960). The same ide- as are utilized in Example 1.3.2. Note also that the examples of strongly g-posi tive families can be obtained by consideration of Hardy field (see Bourbaki (1965». So- me theorems on extension of Hardy fields and their applications are given in the paper by Klebanov (1971). To Chapter 2 2.1. Polya's (1923) theorem has been somewhat simplified and rep- roved in various situations by Arnold and Isaakson (1978), Eaton (1966), Laba, Lukacs (1965). Definition 2.1.1 and Theorems 2.1.1, 2.1.2 are due to Klebanov (1981); Klebanov, Mkrtcyan (1982) investigated the stability of this characterization problem. 2.2, As it was noted above the results connected with characteri- zation of the normal distribution by a property of identical distri- bution of a monomial and a random linear form were studied by Shimizu (1968), (1978), Shimizu, Davies (1979), Avksentiev (1982), Klebanov, Melamed and Zinger (1982). Theorem 2.2.1 was obtained by Klebanav,

Transcript of 1.1.4 2978-3-540-39050... · 2017. 8. 29. · Comments To Chapter 1 1.1 .•Definitions 1.1.1 and...

  • Comments

    To Chapter 1

    1.1 .• Definitions 1.1.1 and 1.1.2 and Theorem 1.1.1 are due to

    Klebanov (1981), Theorems 1.1.2, 1.1.5 were obtained in the report by

    Klebanov, Mkrtcjan (1982). Theorem 1.1.3 was obtained in the paper

    by Klebanov, Melamed (1983), where it was applied to the investigati-

    on of relsvationtype equations. By its ideas this theorem is similar

    to Theorem 4.4 from the monograph by Krasnosel'ski (1966). Theorems

    1.1.4 and 1.1.6 are the new results.

    1.3. As we have remarked above the proof of validity of property

    2 from definition of the strong Sposi tiveness in Example 1.3. 1repeats the corresponding result by Yu.V.Linnik (1960). The same ide-

    as are utilized in Example 1.3.2.

    Note also that the examples of strongly gposi tive families canbe obtained by consideration of Hardy field (see Bourbaki (1965». So-

    me theorems on extension of Hardy fields and their applications are

    given in the paper by Klebanov (1971).

    To Chapter 2

    2.1. Polya's (1923) theorem has been somewhat simplified and rep-

    roved in various situations by Arnold and Isaakson (1978), Eaton (1966),

    Laba, Lukacs (1965). Definition 2.1.1 and Theorems 2.1.1, 2.1.2 are

    due to Klebanov (1981); Klebanov, Mkrtcyan (1982) investigated the

    stability of this characterization problem.

    2.2, As it was noted above the results connected with characteri-

    zation of the normal distribution by a property of identical distri-

    bution of a monomial and a random linear form were studied by Shimizu

    (1968), (1978), Shimizu, Davies (1979), Avksentiev (1982), Klebanov,

    Melamed and Zinger (1982). Theorem 2.2.1 was obtained by Klebanav,

  • 162

    (1982). Theorem 2.2.3 was announced in the report by Kleba-

    nov, Melamed, Zinger (1982).

    2.3. The role of stable laws in the theory of summation of in

    dependent random variables is well known, thus the receipt of various

    characterizations of these laws is of considerable interest. Theorem

    2.3.1 was obtained in the report by Klebanov, (1982). The

    identical distribution of a monomial and a random linear form in con

    nection with the characterization of stable distributions was conside-

    red by Shimizu and Davies (1979), (1981§), (1981E). Theorem 2.3.2 ex-tends some of these papers. Theorems 2.3.2 2.3.4 are the

    new results.

    2.4. Limit theorems for the sums of a random amount of random va

    riables were considered by many authors. The results similar to those

    given in this section one can find in Szantai (1971), Kovalenko (1965),

    Gnedenko (1982). Characterizations of the exponential distribution by

    the property of identical distribution of a monomial and a random sum

    were obtained in the papers by Arnold (1973), (1975), Azlarov, Dzamir-

    zaev, Sultanova (1972), Azlarov (1979). However, as far as we know,

    characterizations of the Laplace distribution and those of distributi

    ons with the c.f.'s of the form of 1/(1+ by the property of identical distribution of a monomial and a random sum have not

    been obtained earlier, except Theorems 2.4.1 and 2.4.5, announced in

    the report by Klebanov, Melamed, Zinger (1982). The rest results of

    this section are stated here for the first time.

    2.5 and 2.6. A highly detailed account of characterizations of

    distributions by the properties of zero regression of a linear statis-

    tic on another one in the case of identically distributed variables

    and determinated coefficients of the forms is given in the monograph

    by Kagan, Linnik, Rao (1973). From the point of view of functional

    equations in which result these problems, they do not very much differ

    from those of characterization by the property of identical distribu

  • 163

    tion of linear forms. However for the forms with random coefficients

    such effect appears only in some special cases, which are considered

    here. Consideration of the forms of a general form is associated with

    sizable difficulties and for the present there are no somewhat general

    in this direction.

    To Chapter 3

    3.1. As it has been already noted, characterizations of the expo-

    nential distribution by the property of identical distribution of a

    monomial and an order statistic investigated by many authors.

    One can find rather detailed bibliographical references on these que-

    stions in the books by Galambos, Kotz (1978), Azlarov, Volodin (1982).

    Definition 3.1.1 in a somewhat different context was given in the pa-

    per by Klebanov (1978). Theorems 3.1.1 and 3.1.2 are the new results,

    characterizing the Weibulldistribution. Of course, with the help of a

    monotone transformation they can be reduced to characterizations of

    the exponential distribution, but it does not result in any simplifi-

    cation of the statements or the proofs.

    Theorem 3.1.3 is a new result, showing the importance of random-

    ness of the number of variables by which the correspondent order sta-

    tistic is constructed. As it has been shown in Theorem 3.1.1, the re-

    sulting distributions have a meaning of the limit ones. Theorem 3.1.1

    can be obtained from the results by Gnedenko (1982), too.

    Theorems 3.1.4 and 3.1.5 present characterizations of the exponen-

    tial distribution by combined properties of the sums and extreme sta-

    tistics. As far as we know, characterization results of such type we-

    re not obtained earlier.

    3.2. A survey of results connected with the reconstruction of di-

    stribution of a sample by a distribution of statistics is given in the

    monographs by Kagan, Linnik, Rao (1913) and Galambos, Kotz (1978). The-

    orem 3.2.1 is stated here merely as an illustration of the method. Ap

  • 164

    parently it is well known for specialists. One can easily suggest

    another proof of this theorem, consisting in calculation of moments

    of variables by moments of the form L and hence by momentsof the variables X. . The existence of moments can be easily dedu-

    Jced from Yu.V.Linnik's theorem on (see Linnik

    (1960».

    Theorem 3.2.2 is a new result.

    Theorems 3.2.3 and 3.2.4 are extensions of Linnik's (1956) results

    and of the corresponding theorems from the book by Kagan, Linnik, Rao

    (1973). The deduction of the basic functional equation (3.230) has be-

    en copied by us from the book by Kagan, Linnik, Rao (1973).

    To Chapter 4

    4.2. The results of this section were obtained by a somewhat dif-

    ferent method in a paper by Klebanov (1978). They turn out to be con-

    nected with the problem of identical of statistics Xand a Xj : 11 ,where a = COl18t .

    4.3. The definition of relevation of distributions F and Gis due to Krakowski (1973). Characterization of the exponential dist-

    ribution by relevation-type equations was obtained in the paper by

    Grosswald, Kotz, Johnson (1980). The extension of their results is gi-

    ven in Klebanov, Melamed (1983). Theorem 4.3.1 is a strengthening of

    these results. Johnson, Kotz (1979) extended a scheme of replacements,

    considered by Krakowski. And they introduced a notion of e-releva-tion of distributions. Theorems 4.3.2-4.3.4 are the new reSUlts, Un-

    doubtedly it is interesting to extend Theorem 4.3.) to the case of

    e -relevation and investigate other properties of e-relevationof distributions.

    4.4. The averaged lack of memory property has been investigated

    and used by Ahsanullah (1976), (1978), Grosswald, Kotz (1978), Huang

    (1981), Klebanov, Melamed (1983) (see also Galambos, Kotz Azla-

  • 165

    rov, Volodin (1982». One can use here methods of papers by Shimizu

    (1979), Klebanov (1980), Davies (1981) too. The methods of

    in-let of randomness in the lack of memory property, considered in

    4.4, are due to the authors. The corresponding results are new.

    4.5. by properties Qf the records are conside-

    red in detail in the monograph by Galambos, Kotz (1978). For receipt

    of the new results when investigating the phenomenon of identical dis-

    tribution of R1 and Rj - Rj-1 one can use methods of papersby Huang (1981), Shimizu Klebanov (1980), Klebanov, Melamed

    (1983). These methods, as a rule, are connected with the convolution-

    type equations. And the results, obtained in 4.5, are more directed

    to the method of intensively monotone operators. They are stated here

    for the first time. There are possible also other statements of the

    problems of characterization of distributions by properties of the re-

    cords.

    4.6. Both the statement of the problem and the results are new.

    An analogue of Theorem 4.6.1 for the case of linear forms is Theorem

    5.6.1 (see Chapter 5).

    To Chapter 5

    5.2. There is a considerable number of characterizations of the

    normal distribution in Hilbert space by the properties of identical

    distribution of linear forms. Note among them the papers by Rao (1969),

    (1975), Eaton, Pathak (1968), Voikovic (1981). Theorems 5.2.1 and

    5.2.2 in a sense are similar to Rao's (1975) paper.

    5.3. There are similar results on characterization of the normal

    distribution in Euclidean spaces in the papers by Eaton (1966), Laha,

    Lukacs (1965), Ghurye, Olkin (1973), Rao (1975), Goodman, Pathak (1975),

    Klebanov (1970), (1974), Voikovib (1981).

    5.4. Such introduction of the Laplace distribution in Hilbert spa-

    ce, apparently, appears here for the first time. The theorems of this

  • 166

    section are the new results.

    5.5. Marshall and Olkin's distribution was introduced and inves-

    tigated in the papers by Marshall, Olkin The lack

    of memory property has served as a base for its untroduction. The-

    orem 5.5.1 is a new result, using a bivariate version of the averaged

    lack of memory property. In the papers by Paulson (1973) and Arnold

    (1975) there were introduced multivariate versions of the exponential

    distribution by utilizing the properties of linear statistics. Theorem

    5.5.2 is related to the result by Paulson (1973).

    Different methods of introduction of the multivariate exponential

    distribution are discussed in the papers by Pickands, 3.111 (1976),

    Ban, Pergel (1982).

    5.6. Both the statement of the problem and the results are due to

    the authors and are published here for the first time.

  • BIBLIOGRAPHY

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    Ahsanullah, M. (1978). A characterization of the exponential distribu-tion by J.Appl.Prob., 15, 650653.

    Arnold, B.C. (1971). Two characterizations of the exponential distri-bution using order statistics, unpublished manuscript. Iowa StateUnfv ,

    Arnold, B.C. (1973). Some characterizations of the exponential distri-bution by geometric compounding, SIAM J.Appl.Math., 24, 242244.

    Arnold, B.C. (1975). A characterization of the exponential distribu-tion by multivariate geometric compounding, Sankhya, A, 37, 164-173.

    Arnold, B.C., Isaacson, D.L. (1978). On normal characterizations bythe distribution of linear forms, assuming finite variance, Sto-chastic Processes and Their Appl., 7, 227230.

    AvksentieY, D.I. (1982) On identical distribution of random linearforms, Mat.Zametki, 31, 6, 947948 (in Russian).

    Azlarov, T.A., Dzamirzaev, A.A., Sultanova, M.M. (1972). Characteriza-tion properties of the exponential distribution and their stabili-ty, Sluchain.Proc. i Statis.Vyvody, 2, Tashkent, Fan, 1019 (inRussian).

    Azlarov, T.A. Characterization properties of the exponential distribu-tion and their stability, Limit Theorems, Random Proc. and theirAppl., Tashkent, Fan, 314 (in Russian).

    Azlarov, T.A., Volodin, N.A. (1982) Characterization problems, connec-ted with the exponential distribution, Tashkent, Fan (in Russian).

    Ban, I., Pergel, J. (1982) Characterization of the multivariate expo-nential distributions, Probability and Statistical Inference, D.Reidel, Dordrecht, 2327.

    Barlow, R.E., Proschan, F. (1965) Mathematical theory of reliability,J.Wiley, New York, London, Sydney.

    Bourbaki, N. (1965) Functions of real variable. Nauka, Moskow (trans-lation from French into Russian).

    Cramer, H. (1936)Uber eine Eigenschaft der normalen Verteilungsfunk-tion, Math.Zeitschrift, 41, 405411.

    Davies, L. (1981) A theorem of Deny with applications to characteriza-tion problems, Lect.Notes in Math., v.861, 3541.

    Desu, M.M. (1971) A characterization of the exponential distributionby order statistics, Ann.Math.Statist., 42, 837838 •

    Eaton, M.L. (1966). Characterizations of distributions by the identi-cal distribution of linear forms, J.Appl.Prob., 3, 481494.

    Eaton, M.L., Pathak, P.R. (1968) A characterization of the normal lawin Hilbert space, NSF, SPS680327E20, USA.

    de Finetti, B. Classi di numeri aleatori equ±valenti, Atti.R.Accad.Naz.Lincei Rend.Cl.Sci.Fis.Mat.Nat., Ser.6, 18, 107110.

    de Finetti, B. (1933Q) La legge dei grandi memeri nel casso/dei nume-ri aleatori equivalenti, Atti.R.Acad.Naz.Lincei Rend.Cl.Sci.Fis.Mat,,'Na;., Ser.6, 18,203207.

    de Finetti, B. (1933c) Sulla legge di distribuzione dei valori in unasuccessione di numeri aleatori equivalenti, Atti.R.Acad.Naz.Lin-cei Rend.CI.Sci.Fis.Mat.Nat., Ser.6, 18, 279284.

    de Finetti, B. (1937) La prevision: ses lois logiques, ses sourcessubjectives, 7, 168.

    Galambos, J., Kotz, S. (1978) Characterizations of probability dist-ributions, Springer, Berlin, Heidelberg, New York.

    Ghyrye, S.G., Olkin, I. (1973). IdentiQally distributed linear formsand the normal distribution, Adv.Appl.Prob., 5, 138152.

  • 168

    Gnedenko, B.V. (1982) Limit theorems for a random number of indepen-dent random variables, IV USSRJapan Symp.on Probab.Theory andMath.Statist., Abstracts, v.1, Tbilisi, 234236.

    Goodman, V., Pathak, P.H. (1975) An extension of a theorem of C.R.Rao,Sankhya, A, 37, 2, 303305.

    Grosswald, E., Kotz, S. (1980) An integrated lack of memory characte-rization of the exponential Technical Report, Temp-le University, Philadelphia.

    Grosswald, E., Kotz, S., Johnson, N.L. (1980) Characterizations ofthe exponential distribution by relavationtype equations, J.Appl.Prob., 17, 874877.

    Gupta, R.C. (1973) A characteristic property of the exponential dis-tribution, Sankhya, B, 35, 365366.

    Huang, J.S. (1981) On a "lack of memory" property, Ann.lnst.Statist.Math., 33, 1, 131134.

    Johnson, N.L., Kotz, S., (1979) Models of hierarchal replacement, Pri-vate communication.

    Kagan, A.M., Linnik, Yu.V., Rao, C.R. (1973) Characterization problemsof mathematical statistics, J.Wiley, New York.

    Klebanov, L.B. (1970) On a functional equation, Sankhya, A, 32, 4, 387-392.

    Klebanov, L.B. (1971) Local behavior of solutions of ordinary differen-tial equations, Differencialnye Uravnenija, 7,8, 13931397 (inRussian) •

    Klebanov, L.B. (1974) On condition of zero regression of a linear sta-tistic on another one, Teor. Verojatnost. i Primenen., 19, 1,206-210 (in Russian).

    Klebanov, L.B. (1978) Some problems of characterization of distributi-ons originating in reliability theory, Teor.Verojatnost. i Prime-nen., 23,4, 828831 (in Russian).

    Klebanov, L.B. (1980) Several results connected with characterizationof the exponential distribution, Teor.Verojatnost. i Primenen,25, 3, 628633 (in Russian).

    Klebanov, L.B. (1981) The method of positive operators in characteri-zation problems of statistics, 2nd Pannonian Symp. on Math.Sta-tist., Abstracts. Bad Tatzmannsdorf, 17.

    Klebanov, L.B., Melamed, J.A. (1983). A method associated with charac-terizations of the exponential distribution, Ann.lnst.Statist.Math.,35, Part A, 4150.

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    Probability Theory and Math.Statist., Abstracts, v.2, Tbilisi, 19-20.

    Klebanov, L.B., S.T. (1982) Method of positive operators incharacterization problems of mathematical statistics, Report on 6th

    Seminar on problems of continuity and stability of stochastic mo-dels, Moskow.

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  • 170

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  • SUBJECT INDEX

    A

    additive type of distribution 84

    argument of a characteristic function 87

    B

    -conditionally independent random variables 31

    -intensively monotone operator 7

    bivariate exponential distribution 149

    bivariate lack of memory property 149

    bivariate integrated lack of memory property 150

    Borel- 5 -algebra 145

    C

    Carleman's condition 98

    characteristic function 16

    functional 134

    property 23

    class {J)} 92

    m 921ft, 93

    Completely monotone function 100

    completely symmetric probability density function 97

    component of a probability distribution 23

    stable law 37

    conditional independence 31

    conditionally independent random variables 29

    convolution of distributions 109

    convolution-type equation 165

    Cramer's theorem 23

  • 172

    D

    device (technical) 101

    dimension of a tUbular statistic 91

    distribution function 19

    of records 125

    reconstructed by moments 19

    with a monotone hazard rate 22

    E

    eigen-function 5

    eigen-value 5

    element (of a technical device) 102

    in storage 108

    equicontinuity 11

    exponential distribution 22

    F

    function of connection between distribution fucntions 72

    characterisric functions 25

    G

    Gaussian measure in Hilbert space 145

    geometric distribution 43

    random variable 43

    H

    hazard rate function 22

    Hilbert space 133

    I

    integrated lack of memory property 118

    intensively monotone operator 1

  • 146

    146

    173

    L

    lack of ageing 101

    lack of memory property 101

    Laplace distribution 43

    in H11bert space

    measure in Hilbert space

    transform 19

    lifetime distributon 101

    limit theorem 44

    linear functional 134

    operator 5

    statistic 24

    Linnik's theorem 19. 49

    on c:I:. -decompositions 58

    location parameter 84

    logistic distribution 82

    lower semi-continuity 8

    M

    Marshall and Olkin distribuU:on 150

    Minlos and Sazonov's theorem 146

    moment problem 19

    multivariate normal distribution 138

    N

    normal distribution 23

    in Hilbert space 134

    nuclear operator 134

    o

    order statistic 71

  • 174

    P

    Polya's theorem 23. 48

    positive operator 5

    solution 2

    positively definite function 146

    proper subset 4

    property of ageing 101

    R

    random coefficients 28

    parameter 46

    variable 16

    reconstruction of a distribution 84

    an additive type of distribution 84

    records 125

    reflexive Banacn space 7

    relevation 109

    e -relevation IIIreliability of an element.s system

    s

    102. 102

    eervicing element (of a technical device) 108

    set c_ 35

    C.... 51

    space of continuous functions 1

    weakly continuous fucntions 7

    spherical coordinates 94

    spherically sYmmetric 143

    stable distribution 33

    laws 33

    star-shaped statistic 92

    strictly positive nuclear oper-ate r 134

  • 175

    Remark In K1 (R» we have generators (A,a) where a is an

    isomorphism of A and relations given by split exact sequences, and in

    we divide out by (A,O) and (A,1 A) if i > 0 but only by(A, 0) if i = 0 •

    The basic ingredient in the proof of theorem 1.1 is the Bass-Heller-

    Swan homomorphisms which are described as follows: Let (A,a) represent

    an element of K_, (R) , so A is an object of 1 (R) . Adjoining in-1+_1determinates t,t-1 we obtain A[t,t- 1] an object of (R[t,t J)

    in the obvious way, and we may also think of a as an isomorphism of

    A[t,t- 1J . Define the isomorphism of A[t,t-1J on homogeneous

    elements by

    ={x if s-degree of x is < 0s

    Pt(x)t·x if s-degree of is > 0x

    The commutator will be the identity of A[t,t- 1J except for a

    band -k js k where k is a bound for a and we may think of

    this commutator as a ;;zi -graded isomorphism over R[t,t -1 J . In [1]s -1we show this gives a welldefined monomorphism A : K . (R) ->- K . +1 (R [t,t J).

    -1 -1

    In [1J we do not discuss the dependency of s, so it seems appropriate

    to do that here: Let 9 ( . One easily sees that regrading

    ;;zi+1 by g sends bounded isomorphisms to bounded isomorphisms so

    GZ (i+1 ,;;Z) acts on K_i (R)

    Proposition 1.2 The action of g E on

    plica tion by det g

    K . (R)-1

    is by multi-

    Corollary The dependency of s in the Bass-Heller-Swan monomorphismis given by AS (_1)r-s.Ar.

    Proof of corollary: We only consider s=1 and r=2 , the general casebeing obvious from this. Let g E interchange the first 2

    coordinates. Then det 9 = -1 and A2 0g = Ai and the result follows.

    Proof of proposition 1.2: First we show that if 9 is elementary,

    9 = Ers(n) the action is trivial: If A E (R) is regraded by g

    we obtain Ag and we have (A,a) is sent to Ag

    where 19 is the identity, if we forget the grading. The problem is

    that 19 is not bounded. Since Ag(j1, ... ,ji) = A(g(j1, ... ,ji» wessee that 19 preserves all degrees except the r'th degree so Pt com-