{"entities":{"Q1180582":{"pageid":1191331,"ns":120,"title":"Item:Q1180582","lastrevid":46220698,"modified":"2025-12-24T08:29:01Z","type":"item","id":"Q1180582","labels":{"en":{"language":"en","value":"Strong limit theorems of empirical functionals for large exceedances of partial sums of i.i.d. variables"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 26040"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1180582$9705A5C8-1FF2-4196-8428-C83A229DDABC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"61462c542f5c8148c2c6de7f7c9495e20fad1bb1","datavalue":{"value":{"text":"Strong limit theorems of empirical functionals for large exceedances of partial sums of i.i.d. variables","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1180582$05D01A48-6924-4A88-9C09-A39786D3450B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1832277ffcb910a1d025d811c1306289634dbfea","datavalue":{"value":"0746.60028","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1180582$8B9DFE70-427A-4FD9-ABAA-220DED841F9C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"346a2b6ca057069b8288882b875f8b786e03d5e5","datavalue":{"value":{"entity-type":"item","numeric-id":188425,"id":"Q188425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1180582$0C174051-F908-4F09-8E0C-BA2BC517D8DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a5cb454f5d89b217c73173f73007d1edb6e175ca","datavalue":{"value":{"entity-type":"item","numeric-id":762004,"id":"Q762004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1180582$6AF85BB5-2EDF-438F-8AE7-D5CD50BEA7F9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1180582$538B8E86-7004-451D-9311-3FDA155E57AA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"70844ffc4666eabac4e20376c648613dbe8620f7","datavalue":{"value":{"time":"+1992-06-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1180582$66395768-A7F3-4C1C-8DD8-3FDE06D89359","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"280e563f95c72b75bb919de2fd61e767a768bbb9","datavalue":{"value":"Let \\(\\{ (X_ k,U_ k),\\;k\\geq 1\\}\\) be i.i.d. (with possible dependence between \\(X_ k\\) and \\(U_ k\\)) such that \\(X_ 1\\) and \\(U_ 1\\) have bounded range, \\(E\\;X_ 1<0\\) and \\(P(X_ 1>0)>0\\). Put \\(S_ m = \\sum_{k=1}^ m X_ k,\\;S_ 0=0\\), and define the stopping times  \\[ K_ 0=0,\\quad K_ \\nu = \\min \\{k:\\;k>K_{\\nu -1},\\;S_ k - S_{K_{\\nu -1}}\\leq 0,\\;\\nu = 1,2,\\dots \\} \\]  and the first exit time of \\(S_ k - S_{K_{\\nu -1}}\\) from the range \\((0,y),\\;y>0\\), i.e.  \\[ T_ \\nu (y) = \\inf \\{ k:\\;k>K_{\\nu-1}\\text{ such that either }S_ k - S_{K_{\\nu -1}}\\leq 0\\text{ or }S_ k - S_{K_{\\nu-1}}\\geq y\\} . \\]  Define \\(I_ \\nu (y)= 1\\) if \\(T_ \\nu (y)<K_ \\nu\\) and \\(I_ \\nu (y) = 0\\) otherwise. Put \\(L_ \\nu (y) = T_ \\nu (y) - K_{\\nu -1}\\) and \\(W_ \\nu (y) = \\sum_{i=K_{\\nu -1}+1}^{T_ \\nu (y)} U_ i.\\)   Theorem 1: Under the assumptions above, let \\(T_ \\nu (y)\\) be the first time in the above succession where \\(I_ \\nu (y) = 1\\). Then \\(L_ \\nu (y)/y \\to 1/E\\;Xe^{\\theta^* X} (>0)\\) a.s. as \\(y\\to \\infty\\), where \\(\\theta^*\\) is the unique position root of the equation \\(E\\;e^{\\theta X} = 1\\).   Theorem 2: Excluding a set of measure zero with the index \\(\\nu\\) determined as in Theorem 1, then \\(W_ \\nu (y)/L_ \\nu(y) \\to E\\;Ue^{\\theta^* X}\\) a.s. as \\(y\\to \\infty\\). Applications of these two theorems concern molecular sequence comparisons, queueing theory, insurance risk models and traffic flow. The authors are mainly interested in the model when \\(X_ 1,X_ 2,\\dots \\) are i.i.d. based on observations from a finite alphabet \\(\\{ a_ i,\\;i=1,\\dots ,s\\}\\) where \\(P\\{ X=s_ i\\} = p_ i,\\;i=1,\\dots ,r,\\;p_ i>0,\\;\\sum p_ i =1\\) to be interpreted as that sampling the letter \\(a_ i\\) yields a score \\(s_ i\\). Defining \\(U=U(X) = 1\\) if \\(X=s_ 1\\) and 0, otherwise, the quantity \\(W(y)/L(y)\\) counts the proportion of occurrences of \\(a_ 1\\) during an excursion confined strictly to positive values over a time segment achieving a level beyond \\(y,\\;y\\to \\infty\\).   Corollary 1: The empirical frequency distribution \\(\\mu(y)\\) of the letters \\(\\{ a_ 1,\\dots ,a_ r\\}\\) observed during the excursion epoch, defined in Theorems 1 and 2, converges as \\(y\\to \\infty\\) with probability 1 to the frequency measure \\(\\mu^*\\) which takes the value \\(a_ i\\) with probability \\(p_ i e^{\\theta^* s_ i},\\;i=1,\\dots ,r\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$0A4D7EBE-26B1-4CA5-A79A-752742B7ADDE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f49dd74e6cfeea81a6a51567255e1c4853afd305","datavalue":{"value":"60F15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1180582$36D12772-CA95-4AEC-A611-526C1624631E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1180582$5E783A8B-9FA9-4EC4-A0D9-1E63D4C122F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e52a86b600bbb05d9a7823bf91d423713b4b70ab","datavalue":{"value":"60G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1180582$C8B4EA38-BF55-49D6-81AD-62B7B9A2FCB7","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"48aa9cd70af4b4cec7ddf718f805522b5bea625a","datavalue":{"value":"26040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1180582$93030D3B-1551-4752-8964-5405B4EFA7CC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5b208685f4fe6abbf28cbd292a8be29e761fdd87","datavalue":{"value":"strong laws","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$15852F98-7AFF-4E24-8685-B51705C59406","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2b5e2b5f9faac9654126315d97d96b0c261216ba","datavalue":{"value":"large segmental sums","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$3E1807B8-9745-4CFE-B9E2-DD129CB94FDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"375b74b206876ea205dd51b783d8a34d25168571","datavalue":{"value":"empirical functionals","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$55734ED2-B5EC-4578-93A8-EC01D9464379","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8dbc2b4941bb66cf0246bbe292c7057b67a5b618","datavalue":{"value":"stopping times","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$4B613A67-B663-4B1E-89DF-E05A175B1F7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"74a947125e3b39d6020b5c0d53d31f2bd4cd25d3","datavalue":{"value":"queueing theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$E5054DFF-B914-4F0F-B3C7-CAF448383D59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"473498e49527ae8c4ffeaee79c8d249b1098a23f","datavalue":{"value":"risk models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$82A58EA5-F578-457E-96C4-895CEB6AF4F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"eb858b2d63e146aa9d841c8d41ef2bf55d013f13","datavalue":{"value":"traffic flow","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$CDD67836-C055-4C54-AF49-BA3C2E6FCFDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f30121ae6c33cb858515d5462e9bc71f09da4779","datavalue":{"value":"empirical frequency distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1180582$6DA310D9-D2AE-49CC-9A72-D58F7048A752","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"6a16a510944c995497c91c3219121771be748088","datavalue":{"value":{"entity-type":"item","numeric-id":245178,"id":"Q245178"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1180582$8D688B6F-5F87-4871-8A2B-80CC86B39062","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1180582$FA88316B-18BB-42BA-9391-7AA8D351699A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"328a3ca6fed764c61277415f3bcfd5e115d027f4","datavalue":{"value":"https://doi.org/10.1214/aop/1176990232","type":"string"},"datatype":"url"},"type":"statement","id":"Q1180582$586A0207-E691-42C7-8B87-CDB318ECA9AE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2d14f6865127f9828a36bcfd1143d83ca7335524","datavalue":{"value":"W2039666964","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1180582$8DE147A2-05A8-4E41-BA17-7090B4159C2B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c4e2152e34c16c91de23ca202e032e85f34c3f53","datavalue":{"value":"10.1214/AOP/1176990232","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1180582$E7B6E8AA-985A-416C-BA68-8B21677200C0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b0b26569f8abc669cfd435206a05bbd8a746e3bd","datavalue":{"value":{"entity-type":"item","numeric-id":1180583,"id":"Q1180583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"18bccde1cb3a5fda3ad5ffd87ca68dc6b3ae7124","datavalue":{"value":{"amount":"+0.8640366792678833","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1180582$F3584008-E48D-416F-8291-D13F06C1FE4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ac4807d004a4911d3d3268354bce780f48a2d5b7","datavalue":{"value":{"entity-type":"item","numeric-id":5325308,"id":"Q5325308"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0f31096baa2867f9486eaa832e13767f72229bdc","datavalue":{"value":{"amount":"+0.7913877367973328","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1180582$4C18367B-E610-41E7-9768-2FDA1EFE4778","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"835bc402a4adc35d8cd1a3febaefc28a741ed26d","datavalue":{"value":{"entity-type":"item","numeric-id":2366185,"id":"Q2366185"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7192c23518117e08a6c63b184b8e3066d4fe0fa1","datavalue":{"value":{"amount":"+0.7757792472839355","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1180582$70A105F7-6924-4F94-97C1-C933CE53084B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1180582","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1180582"}}}}}