欢迎访问中国科学院大学学报,今天是
论文

渗流簇中鞅中心极限定理的收敛速度

  • 姜建平 ,
  • 张三国 ,
  • 郭田德
展开
  • 中国科学院研究生院数学科学学院, 北京 100049

收稿日期: 2010-03-09

  修回日期: 2010-04-16

  网络出版日期: 2010-09-15

基金资助

Supported by Knowledge Innovation Program of the Chinese Academy of Sciences(kjcx-yw-s7), the National Natural Science Foundation of China (10831006) and Presidential Foundation of GUCAS(O85101BM03) 

Convergence rate in a martingale CLT for percolation clusters

  • JIANG Jian-Ping ,
  • ZHANG San-Guo ,
  • GUO Tian-De
Expand
  • School of Mathematical Sciences, Graduate University, Chinese Academy of Sciences, Beijing 100049, China

Received date: 2010-03-09

  Revised date: 2010-04-16

  Online published: 2010-09-15

Supported by

Supported by Knowledge Innovation Program of the Chinese Academy of Sciences(kjcx-yw-s7), the National Natural Science Foundation of China (10831006) and Presidential Foundation of GUCAS(O85101BM03) 

摘要

考虑定义在Zd上参数为p的边渗流模型.假设Kn[-n,n]d中开簇的个数,研究了关于Kn的鞅中心定理的收敛速度.一般情况下,经鞅中心极限定理的最好收敛速度是O(n-d/2),而我们的结果为Pp((Kn-Ep(Kn))/(Varp(Kn))) ≤x =x-∞(1/(2π)) e(-y2)/2dy+o(n-d/2 +ε0)对任意的实数x都成立,这里ε0是区间 0, d/2 上的任意实数.据我们所知,这是关于渗流中心极限定理收敛速度的第一结果.

 

本文引用格式

姜建平 , 张三国 , 郭田德 . 渗流簇中鞅中心极限定理的收敛速度[J]. 中国科学院大学学报, 2010 , 27(5) : 577 -583 . DOI: 10.7523/j.issn.2095-6134.2010.5.001

Abstract

Consider bond percolation on Zd with parameter p. Let Kn be the number of open clusters in [-n,n]d. We investigate the convergence rate in the martingaleCLT for Kn. Generally, the best convergence rate for classicalmartingale CLT is O(n-d/2), and our result is Pp((Kn-Ep(Kn))/(Varp(Kn))) ≤x =x-∞(1/(2π)) e(-y2)/2dy+o(n-d/2 +ε0) for all x, where ε0 is any constant real number in 0, d/2 . As far as we know, this is the first convergence rate in CLTs for percolation.

 

参考文献


[1] Kesten H, Lee S. The central limit theorem for weighted minimal spanning trees on random points
[J]. Annals of Applied Probability,1996,6:495-527.

[2] Penrose M.A central limit theorem with applications to percolation, epidemics and boolean models
[J].Annals of Probability,2001,29:1515-1546.

[3] Kesten H, Zhang Y.A central limit theorem for critical first passage pecolation in two dimen-sions
[J].Probability Theory and Related Fields,1997,107:137-160.

[4] Zhang Y. A martingale approach in the study of percolation clusters on the Zd lattice
[J]. Journal of TheoreticalProbability, 2001, 14:165-187.

[5] Mykland P A. Asymptotic expansions for martingales
[J]. Annalsof Probability, 1993, 21:800-818.

[6] Mykland P A. Martingale expansions and second order inference
[J].Annals of Statistics, 1995, 23:707-731.

[7] Hall P, Heyde C C. Rates of convergence in the martingale central limit Theorem
[J]. Annals of Probability, 1981, 9:395-404.

[8] Grimmett G R. Percolation
[M]. 2nd ed. Berlin: Springer-Verlag,1999.

[9] Grimmett G R. Probability on Graphs . 2008 . http://www.statslab.cam.ac.uk/grg/books/pgs.html.

[10] Durrett R. Probability: Theory and examples
[M]. 3rd ed. Beijing: Thomsom Learning and BWPC, 2007.

文章导航

/