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IMPROVEMENTS OF PLACHKY-STEINEBACH THEOREM
Indexado
WoS WOS:000448195400007
Scopus SCOPUS_ID:85064678468
DOI 10.1137/S0040585X97T988940
Año 2018
Tipo artículo de investigación

Citas Totales

Autores Afiliación Chile

Instituciones Chile

% Participación
Internacional

Autores
Afiliación Extranjera

Instituciones
Extranjeras


Abstract



We show that the conclusion of the Plachky-Steinebach theorem holds true for intervals of the form ](L) over bar (r)'(lambda), y[, where (L) over bar (r)'(lambda) is the right derivative (but not necessarily a derivative) of the generalized log-moment generating function (L) over bar with some lambda > 0 and y is an element of](L) over bar (r)'(lambda), +infinity], under only the following two conditions: (a) (L) over bar (r)'(lambda is a limit point of the set {(L) over bar (r)'(t): t > lambda}, and (b) (L) over bar (t(i)) has limit with t(i) belonging to some decreasing sequence converging to sup{ t > lambda: (L) over bar (]lambda,t]) is affine}. By replacing (L) over bar (r)'(lambda), +infinity], under only the following two conditions: (a) (L) over bar (r)'(lambda is a limit point of the set {(L) over bar (r)'(t): t > lambda}, and (b) (L) over bar (t(i)) has limit with t(i) belonging to some decreasing sequence converging to sup{t > lambda: (L) over bar (vertical bar]lambda,t]) is affine}. By replacing (L) over bar (r)'(lambda) with (L) over bar (r)'(lambda(+)), the above result extends verbatim to the case lambda = 0 (replacing (a) by the right continuity of (L) over bar at zero when (L) over bar (r)'(0(+)) = -infinity). No hypothesis is made on (L) over bar (]-infinity,lambda[) for example, ](L) over bar (]-infinity,lambda[ )may be the constant. +infinity when lambda = 0); lambda >= 0 may be a nondifferentiability point of (L) over bar and, moreover, a limit. point of nondifferentiability points of (L) over bar; lambda = 0 may be a left and right discontinuity point of (L) over bar. The map (L) over bar (vertical bar]lambda,lambda+epsilon[) may fail to be strictly convex for all epsilon > 0. If we drop the assumption (b), then the same conclusion holds with upper limits in place of limits. Furthermore, the foregoing is valid for general nets (mu(alpha),c(alpha)) of Borel probability measures and powers (in place of the sequence (mu(n), n(-1))) and replacing the intervals ](L) over bar (r)'(lambda(+)), y[ by ]x(alpha), y(alpha)],( )where (x(alpha), y(alpha)) is any net such that (x(alpha)) converges to (L) over bar (r)'(lambda(+)) and lim inf(alpha) y(alpha) > (L) over bar (r)'(lambda(+)).

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Disciplinas de Investigación



WOS
Statistics & Probability
Scopus
Sin Disciplinas
SciELO
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Publicaciones WoS (Ediciones: ISSHP, ISTP, AHCI, SSCI, SCI), Scopus, SciELO Chile.

Colaboración Institucional



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Autores - Afiliación



Ord. Autor Género Institución - País
1 Comman, Henri Hombre Pontificia Universidad Católica de Valparaíso - Chile

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Financiamiento



Fuente
FONDECYT
Fondo Nacional de Desarrollo Científico y Tecnológico
Fondo Nacional de Desarrollo Científico y Tecnológico

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Agradecimientos



Agradecimiento
This work was partially supported by FONDECYT grant 1120493.
∗Received by the editors July 30, 2015; revised May 11, 2016. This work was partially supported by FONDECYT grant 1120493. Originally published in the Russian journal Teoriya Veroyatnostei i ee Primeneniya, 63 (2018), pp. 145–166. http://www.siam.org/journals/tvp/63-1/T98894.html †Pontificia Universidad Católica de Valparaíso, Valparaíso, Chile (henri.comman@pucv.cl).

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