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Theory of
Stochastic Objects
Probability, Stochastic Processes
and Inference
CHAPMAN & HALL/CRC
Texts in Statistical Science Series
Series Editors
Joseph K. Blitzstein, Harvard University, USA
Julian J. Faraway, University of Bath, UK
Martin Tanner, Northwestern University, USA
Jim Zidek, University of British Columbia, Canada
Mathematical Statistics: Basic Ideas and Selected Multivariate Survival Analysis and Competing Risks
Topics, Volume II M. Crowder
P. J. Bickel and K. A. Doksum Statistical Analysis of Reliability Data
Analysis of Categorical Data with R M.J. Crowder, A.C. Kimber, T.J. Sweeting,
C. R. Bilder and T. M. Loughin and R.L. Smith
Statistical Methods for SPC and TQM An Introduction to Generalized Linear Models,
D. Bissell Third Edition
A.J. Dobson and A.G. Barnett
Introduction to Probability
J. K. Blitzstein and J. Hwang Nonlinear Time Series: Theory, Methods, and
Applications with R Examples
Bayesian Methods for Data Analysis, Third Edition R. Douc, E. Moulines, and D.S. Stoffer
B.P. Carlin and T.A. Louis
Introduction to Optimization Methods and Their
Statistics in Research and Development, Applications in Statistics
Second Edition B.S. Everitt
R. Caulcutt
Extending the Linear Model with R: Generalized
The Analysis of Time Series: An Introduction, Linear, Mixed Effects and Nonparametric Regression
Sixth Edition Models, Second Edition
C. Chatfield J.J. Faraway
Introduction to Multivariate Analysis Linear Models with R, Second Edition
C. Chatfield and A.J. Collins J.J. Faraway
Problem Solving: A Statistician’s Guide, A Course in Large Sample Theory
Second Edition T.S. Ferguson
C. Chatfield
Multivariate Statistics: A Practical Approach
Statistics for Technology: A Course in Applied B. Flury and H. Riedwyl
Statistics, Third Edition
C. Chatfield
Readings in Decision Analysis Exercises and Solutions in Statistical Theory
S. French L.L. Kupper, B.H. Neelon, and S.M. O’Brien
Discrete Data Analysis with R: Visualization and Design and Analysis of Experiments with R
Modeling Techniques for Categorical and Count J. Lawson
Data Design and Analysis of Experiments with SAS
M. Friendly and D. Meyer J. Lawson
Markov Chain Monte Carlo: Stochastic Simulation A Course in Categorical Data Analysis
for Bayesian Inference, Second Edition T. Leonard
D. Gamerman and H.F. Lopes
Statistics for Accountants
Bayesian Data Analysis, Third Edition S. Letchford
A. Gelman, J.B. Carlin, H.S. Stern, D.B. Dunson,
A. Vehtari, and D.B. Rubin Introduction to the Theory of Statistical Inference
H. Liero and S. Zwanzig
Multivariate Analysis of Variance and Repeated
Measures: A Practical Approach for Behavioural Statistical Theory, Fourth Edition
Scientists B.W. Lindgren
D.J. Hand and C.C. Taylor Stationary Stochastic Processes: Theory and
Practical Longitudinal Data Analysis Applications
D.J. Hand and M. Crowder G. Lindgren
Linear Models and the Relevant Distributions and Statistics for Finance
Matrix Algebra E. Lindström, H. Madsen, and J. N. Nielsen
D.A. Harville The BUGS Book: A Practical Introduction to
Logistic Regression Models Bayesian Analysis
J.M. Hilbe D. Lunn, C. Jackson, N. Best, A. Thomas, and
D. Spiegelhalter
Richly Parameterized Linear Models: Additive, Time
Series, and Spatial Models Using Random Effects Introduction to General and Generalized
J.S. Hodges Linear Models
H. Madsen and P. Thyregod
Statistics for Epidemiology
N.P. Jewell Time Series Analysis
H. Madsen
Stochastic Processes: An Introduction, Third Edition
P.W. Jones and P. Smith Pólya Urn Models
H. Mahmoud
The Theory of Linear Models
B. Jørgensen Randomization, Bootstrap and Monte Carlo
Methods in Biology, Third Edition
Pragmatics of Uncertainty B.F.J. Manly
J.B. Kadane
Statistical Regression and Classification:
Principles of Uncertainty From Linear Models to Machine Learning
J.B. Kadane N. Matloff
Graphics for Statistics and Data Analysis with R Introduction to Randomized Controlled Clinical
K.J. Keen Trials, Second Edition
Mathematical Statistics J.N.S. Matthews
K. Knight Statistical Rethinking: A Bayesian Course with
Introduction to Functional Data Analysis Examples in R and Stan
P. Kokoszka and M. Reimherr R. McElreath
Introduction to Multivariate Analysis: Linear and Statistical Methods in Agriculture and Experimental
Nonlinear Modeling Biology, Second Edition
S. Konishi R. Mead, R.N. Curnow, and A.M. Hasted
Nonparametric Methods in Statistics with SAS Statistics in Engineering: A Practical Approach
Applications A.V. Metcalfe
O. Korosteleva Theory of Stochastic Objects: Probability, Stochastic
Modeling and Analysis of Stochastic Systems, Processes and Inference
Third Edition A.C. Micheas
V.G. Kulkarni Statistical Inference: An Integrated Approach,
Exercises and Solutions in Biostatistical Theory Second Edition
L.L. Kupper, B.H. Neelon, and S.M. O’Brien H. S. Migon, D. Gamerman, and F. Louzada
Beyond ANOVA: Basics of Applied Statistics Spatio-Temporal Methods in Environmental
R.G. Miller, Jr. Epidemiology
G. Shaddick and J.V. Zidek
A Primer on Linear Models
J.F. Monahan Decision Analysis: A Bayesian Approach
J.Q. Smith
Stochastic Processes: From Applications to Theory
P.D Moral and S. Penev Analysis of Failure and Survival Data
P. J. Smith
Applied Stochastic Modelling, Second Edition
B.J.T. Morgan Applied Statistics: Handbook of GENSTAT
Analyses
Elements of Simulation
B.J.T. Morgan E.J. Snell and H. Simpson
Theory of
Stochastic Objects
Probability, Stochastic Processes
and Inference
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xv
2 Statistical Inference . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.2 Decision Theory . . . . . . . . . . . . . . . . . . . . . . . . . . 27
ix
x CONTENTS
2.3 Point Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.3.1 Classical Methods . . . . . . . . . . . . . . . . . . . . . . 30
2.3.2 Bayesian Approach . . . . . . . . . . . . . . . . . . . . . . 39
2.3.3 Evaluating Point Estimators Using Decision Theory . . . . 40
2.3.4 Convergence Concepts and Asymptotic Behavior . . . . . . 42
2.4 Interval Estimation . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.4.1 Confidence Intervals . . . . . . . . . . . . . . . . . . . . . 45
2.4.2 Highest Posterior Density Credible Sets . . . . . . . . . . . 46
2.4.3 Decision Theoretic . . . . . . . . . . . . . . . . . . . . . . 48
2.5 Hypothesis Testing . . . . . . . . . . . . . . . . . . . . . . . . . 49
2.5.1 Classic Methods . . . . . . . . . . . . . . . . . . . . . . . 49
2.5.2 Bayesian Testing Procedures . . . . . . . . . . . . . . . . . 55
2.5.3 Decision Theoretic . . . . . . . . . . . . . . . . . . . . . . 58
2.5.4 Classical and Bayesian p-values . . . . . . . . . . . . . . . 60
2.5.5 Reconciling the Bayesian and Classical Paradigms . . . . . 65
2.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
Preface
Random variables and random vectors have been well defined and studied for
over a century. Subsequently, in the history of statistical science, researchers began
considering collections of points together, which gave birth to point process theory
and more recently, to random set theory. This was mainly motivated due to advances
in technology and the types of data that experimenters began investigating, which
in turn led to the creation and investigation of advanced statistical methods able to
handle such data.
In this book we take the reader on a journey through some of the most essential
topics in mathematics and statistics, constantly building on previous concepts, mak-
ing the transition from elementary statistical inference to the advanced probabilistic
treatment more natural and concrete. Our central focus is defining and exploring the
concept of a random quantity or object in different contexts, where depending on
the data under consideration, “random objects” are described using random vari-
ables, vectors or matrices, stochastic processes, integrals and differential equations,
or point processes and random sets.
This view of random objects has not been adequately investigated and pre-
sented in mathematics and statistics textbooks that are out there since they have
mostly concentrated on specific parts of the aforementioned concepts. This is one
of the reasons why I undertake the task of writing a textbook that would present
the knowledge in a concrete way, through examples and exercises, which is sorely
needed in understanding statistical inference, probability theory and stochastic pro-
cesses. This approach will help the instructor of these topics to engage the students
through problem sets and present the theory and applications involved in a way that
they will appreciate.
Since this monumental task cannot be accomplished in a single textbook, the
theoretical and modeling topics considered have been organized in two texts; this
text is concerned with rudimentary to advanced theoretical aspects of random ob-
jects based on random variables, including statistical inference, probability theory
and stochastic processes. The modeling of these objects and their applications to
real life data is presented in the text Theory and Modeling of Stochastic Objects:
Point Processes and Random Sets (forthcoming, hereafter referred to as TMSO-
PPRS). The latter stochastic objects are a natural extension of random variables
xv
xvi PREFACE
and vectors and we can think of the TMSO-PPRS text as a natural continuation of
the theory presented herein.
In particular, we present a comprehensive account of topics in statistics in a
way that can be a natural extension of a more traditional graduate course in prob-
ability theory. This is especially true for Chapters 1 and 2, which is a feature that
has been lacking from available texts in probability theory. Another distinguishing
feature of this text is that we have included an amazing amount of material. More
precisely, one would need to use at least one book on real analysis, one in measure
and/or probability theory, one in stochastic processes, and at least one on statistics
to capture just the expository material that has gone into this text.
Being a teacher and mentor to undergraduate and graduate students, I have seen
their attempts to comprehend new material from rudimentary to advanced mathe-
matical and statistical concepts. I have also witnessed their struggles with essential
topics in statistics, such as defining a probability space for a random variable, which
is one of the most important constructs in statistics. This book attempts to introduce
these concepts in a novel way making it more accessible to students and researchers
through examples. This approach is lacking in most textbooks/monographs that one
can use to teach students.
Instructors and researchers in academia often find themselves complementing
material from several books in order to provide a spherical overview of the topics
of a class. This book is the result of my efforts over the years to provide comprehen-
sive and compact accounts of topics I had to teach to undergraduate and graduate
students.
Therefore, the book is targeted toward students at the master’s and Ph.D. levels,
as well as academicians in the mathematics and statistics disciplines. Although the
concepts will be built from the master’s level up, the book addresses advanced read-
ers in the later chapters. When used as a textbook, prior knowledge of probability
or measure theory is welcomed but not necessary.
In particular, Chapters 1 and 2 can be used for several courses on statistical
inference with minor additions for any proofs the instructor chooses to further il-
lustrate. In these chapters we summarize over a century and a half of development
in mathematical statistics. Depending on the level of the course, the instructor can
select specific exercises to supplement the text, in order to provide a better under-
standing and more depth into the concepts under consideration. For example, using
selectively the material and exercises from Chapters 1, 2, 4 and 5, I have taught
several sequences on statistical inference at the University of Missouri (MU), in-
cluding Stat7750/60 and 4750/60 (statistical inference course at the undergraduate
and master’s level), Stat8710/20 (intermediate statistical inference course at the
Ph.D. level) and Stat9710/20 (advanced inference for Ph.D. students).
At the master’s level, it is recommended that the instructor omits advanced top-
ics from Chapter 2, including most of the decision-theoretic topics and the corre-
PREFACE xvii
sponding proofs of the relevant results. Basic theorems and their proofs, such as
the Bayes or the factorization theorem, should be presented to the students in de-
tail. The proofs of such results are included as exercises, and the instructor can use
the solution manual in order to choose what they deem appropriate to illustrate to
the students.
For example, when teaching a statistical inference course for Ph.D. students, all
concepts presented in Chapters 1 and 2 should be introduced, as well as topics on
asymptotics from Chapter 5. However, certain proofs might be beyond the level of
an intermediate statistical inference course for Ph.D. students. For example, when
it comes to introducing evaluation of point estimators, we may omit the explicit
proof of all parts of the important remark 2.12 and simply present the material, or
the compactness results in Chapter 5, and focus only on the central limit theorems
or Slutsky and Cramér theorems.
For an advanced course on statistical inference at the Ph.D. level, one would
omit most of the rudimentary results of Chapter 1, and focus on topics from Chap-
ter 2 (inference), Chapter 4 (e.g., characteristic functions), and Chapter 5 (asymp-
totics), including all the important proofs of the theorems and remarks presented in
the text. Once again, the instructor can find the solution manual invaluable in this
case, since it will allow them to select the topics they want to present along with
concrete proofs.
Chapters 3-5 can be used to introduce measure theoretic probability to mathe-
matics and statistics graduate students. Some of the proofs should be skipped since
it would take more than one semester to go through all the material. More precisely,
over the past decade when I taught the advanced probability theory course Stat9810
at MU, I had to omit most of the measure theoretic proofs and be quite selective in
the material for a one-semester course. For example, important theorems and their
proofs, like Fubini, Kolmogorov 0-1 Law, Radon-Nikodym or Kolmogorov Three
Series, should be illustrated to the students in detail.
In contrast, one may skip the proofs of the theoretical development of the
Carathodory extension theorem, or omit the proofs of the decomposition theorems
(Chapter 3) and the compactness theorems of Chapter 5. Of course, most of the
important results in measure and probability theory and their proofs are still there
for the inquisitive student and researcher who needs to go deeper. These chapters
are fairly comprehensive and self-contained, which is important for Ph.D. students
that have not had an advanced real analysis course.
Chapter 6 is a fairly comprehensive account of stochastic processes in discrete
time and in particular Markov chains. This material has been used to teach an intro-
ductory course on stochastic processes to both undergraduate and master’s students
(Stat4850/7850), as well as Ph.D.-level students in one semester (Stat 9820, a con-
tinuation of Stat9810). Note that most of the development and exposition of discrete
Markov chains and processes does not require heavy measure theory as presented
xviii PREFACE
in Chapters 6 and 7, therefore making it accessible to a wide variety of students, in-
cluding undergraduates. A good working knowledge of matrix algebra is required
in this case, which is a requirement for the undergraduate and graduate students
when they take this course. In particular, the instructor simply needs to explain in a
rudimentary way “transition probability measures,” e.g., replace it with the notion
of transition probabilities and matrices, and then the material can be presented to
the students in a non-measure theoretic way.
The material in Chapter 7 has been used to teach stochastic processes in con-
tinuous time to Ph.D. (Stat 9820) and advanced master’s level students, including
topics from Chapter 6, as mentioned above. The instructor can supplement materi-
als from other chapters as they see fit in order to build the mathematical foundations
of the concepts presented as needed. For example, in the beginning of the class we
may conduct a mini review of probability theory and Markov chains before jumping
into continuous time stochastic processes.
As you begin reading, several features that help with the learning process should
immediately draw your attention; each chapter begins with basic illustrations and
ends with a more advanced treatment of the topic at hand. We are exploring and
reconciling, when feasible, both the frequentist and Bayesian approaches to the
topics considered. In addition, recent developments in statistics are presented or
referenced in the text and summary of each chapter.
Proofs for most of the theorems, lemmas and remarks presented in each chapter
are given in the text or are requested as exercises, with the exception of the rudi-
mentary Chapters 1 and 2, where the proofs are requested as exercises only. Proofs
and additional information on the topics discussed can be found in the books or
journal papers referenced at the summary section of each chapter. Of course, the
interested reader can find proofs to selected exercises in the supplementary online
material for the book (see website below).
The theorems and results presented in the text can range from easy to compli-
cated, and therefore, we usually follow them with an illustrative remark or example
to explain the new concept. To further help in our understanding of the material
and for quick reference, various topics and complements from mathematics and
statistics are included in an appendix.
The MATLAB R code used for the examples presented along with solutions
to exercises and other material, such as errata, can be found at the book website
https://www.crcpress.com/9781466515208.
There are many people that have contributed, in their own way, to the creation
of this book. I am grateful to the faculty members of the Department of Statistics at
the University of Missouri, USA, for their constructive interactions and discussions
over the years. In particular, special thanks go to my friends and colleagues Christo-
pher Wikle, Scott Holan, Stamatis Dostoglou and Joe Cavanaugh (University of
PREFACE xix
Iowa), and my friend and mentor Konstantinos Zografos from the Department of
Mathematics, University of Ioannina, Greece. Lastly, my academic advisor, Distin-
guished Professor of Statistics Dipak Dey, Department of Statistics, University of
Connecticut, USA, has been an inspiration to me over the years.
I am grateful to Professors Stamatis Dostoglou, Department of Mathematics,
University of Missouri, USA, Georg Lindgren, Department of Mathematical Statis-
tics, Centre for Mathematical Sciences, Lund, Sweden, and an anonymous re-
viewer, for their invaluable comments and suggestions regarding earlier versions
of the manuscript. Special thanks go to my friend and colleague Distinguished Pro-
fessor Noel Cressie, School of Mathematics and Applied Statistics, University of
Wollongong, Australia, for his support and encouragement over the years as I was
working on the manuscript, as well as for his advice regarding all aspects of the
book, including its title.
Additional thanks go to the hundreds of students for their undivided attention
while they had to take classes from me on these topics and have helped me better
myself through the teaching process. In particular, special thanks goes to all my
graduate students, especially to Jiaxun Chen and Alex Oard. I am also grateful to
Rob Calver, Michele Dimont, Becky Condit and the friends at Chapman-Hall/CRC
for their patience while the manuscript was composed and for their help with the
copy edit process.
Above all, my appreciation and love to my family, my daughters Vaso, Evi and
Christina, my wife Lada and my father Christos, for their unconditional love and
understanding.
I apologize in advance for any typos or errors in the text and I would be grateful
for any comments, suggestions or corrections the kind reader would like to bring to
my attention.
Sakis Micheas
December 2017
List of Figures
xxi
List of Tables
2.1 Schematic for any hypothesis testing problem along with the
occurrence of the Type I and II errors. . . . . . . . . . . . . . . . 50
2.2 Simulations of Monte Carlo goodness-of-fit tests. We used
L = 100000 predictive samples for n = 10, 50, 100 observed sample
points and the data is simulated from three models Uni f (0, 1),
Gamma(10, 10), and N(−10, 1). We choose λ = 1 for the
hyperparameter, and p pred is provided for four statistics
T 1 (X) = X(1) , T 2 (X) = X(n) , T 3 (X) = X, and T 4 (X) = S 2 . Based on
these results T 1 emerges as the best test statistic in order to assess
the entertained model. . . . . . . . . . . . . . . . . . . . . . . . 64
xxiii
List of Abbreviations
xxv
xxvi LIST OF ABBREVIATIONS
PP Point Process
RHS Right-Hand Side
RCLL Right Continuous Left Limits
SLLN Strong Law of Large Numbers
sMG Sub-Martingale
SMG Super-Martingale
TMSO-PPRS Theory and Modeling of Stochastic Objects: Point Processes
and Random Sets
UMVUE Uniformly Minimum Variance Unbiased Estimator
WLLN Weak Law of Large Numbers
wlog Without Loss of Generality
w.p. With Probability
List of Symbols
xxvii
xxviii LIST OF SYMBOLS
an
an = o(bn ) bn
→ 0 as n → ∞
1:1 One-to-one (function)
h dQ i
dµ
Radon-Nikodym derivative of Q with respect to µ
p
R, R Real numbers in 1 and p dimensions
R = R ∪ {−∞} ∪ {+∞} Extended real line
R+ , R0+ {x ∈ R : x > 0}, {x ∈ R : x ≥ 0}
Q⊥µ Q and µ are mutually singular measures
[P], [µ] With respect to measure P or µ
Z Integers, {. . . , −2, −1, 0, 1, 2, . . .}
Z = Z ∪ {−∞} ∪ {+∞} Extended integers
Z+ , Z+0 , Z+ {1, 2, . . .}, {0, 1, 2, . . .}, {0, 1, 2, . . . , +∞}
Exploring the Variety of Random
Documents with Different Content
hopes of an increased income. With him were associated as Revenue
Commissioners Thomas Walsh, Baron, and John Mynne, Auditor of
the English Exchequer, and William Cavendish, Treasurer of the
Court of Augmentations; but the viceregal authority was not in any
way impaired.[235]
St. Leger seems clearly to have grasped the idea so
often put forth and so often neglected, that the St. Leger’s policy.
The Kavanaghs.
pacification of Ireland must begin with the
neighbourhood of the Pale, and that distant expeditions were neither
lightly to be undertaken nor abandoned without attaining their
object. He resolved at once to punish those who had attacked the
Pale at Grey’s departure, and he turned first to the Kavanaghs.
Ormonde had lately ravaged Idrone for a week and taken hostages,
reporting that all the mischief was done by Donnell MacCahir, ‘who,
having nothing to lose, adhereth to Tirlogh O’Toole.’ St. Leger now
ravaged the territory far and wide, and at the end of ten days the
chief came in and submitted. He renounced the name of
MacMurrough, and agreed to hold his lands of the Crown by knight-
service. After the manner of Deputies in their early days of office, St.
Leger believed that he had really made a final settlement. The
Kavanaghs were ready enough to make promises, and even to boast
their descent from the man who first brought the English to Ireland;
but St. Leger was destined to have plenty of trouble with them.[236]
Offaly had been so often devastated that the new
Lord Deputy could have little to do in that way; but The O’Mores and
O’Connors, and
the adjoining district of Leix had been more their neighbours.
fortunate, and its turn now came. The O’Doynes,
O’Dempseys, and others were separated by St. Leger’s policy from
O’Connor, whom it was proposed to bridle by establishing fortified
posts at Kinnegad in Westmeath, at Kishevan in Kildare, at Castle
Jordan in Meath, and at Ballinure in what is now the King’s County. A
letter arrived from the King with orders to expel O’Connor from his
country and to give it to his brother Cahir, if he would behave in a
civilised manner, as he had often promised to do. The incorrigible
rebel should be made an example to all Ireland by his perpetual
exile and just punishment. But this could not be honourably done,
for Brereton had made a peace during the difficult days that followed
Grey’s recall, and O’Connor, whose submission was of the humblest,
had done no harm since then. St. Leger indeed showed some
inconsistency in the matter, for he thought in September that
O’Connor could never be trusted, and in November he advised his
restoration to favour. Not only was it proposed to give him a grant of
his land, but also to raise him to the peerage as Baron of Offaly, an
ancient honour in the eclipsed family of Kildare.[237]
No tribe had hurt the Pale more than the O’Tooles,
who could boast of giving a famous saint to Irish The O’Tooles.
hagiology. Originally possessed of the southern half
of Kildare, they had been driven into the Wicklow Mountains by
Walter de Riddlesford in the early days of the Anglo-Norman
occupation. They were afterwards known as lords of Imaile, a small
district between Baltinglass and Glendalough, and at one time held
nearly all the northern half of Wicklow. The Earls of Kildare expelled
them from Powerscourt, and latterly they had led a very precarious
life. True children of the mist, they either bivouacked in the open or
crept into wretched huts to which Englishmen hesitated to give the
name of houses. They cultivated no land, but levied 300l. a year
from their civilised neighbours, partly in black-rent and partly in
sheer plunder. The actual chief was Tirlogh O’Toole, who professed
himself anxious to mend his ways, and offered to go to England and
beg his lands of Henry himself. There was something chivalrous in
Tirlogh; for when Grey was hard pressed by the northern
confederacy he sent him word that ‘since all those great lords were
against him he would surely be with him, but whensoever they were
all at peace, then he alone would be at war with him and the English
Pale.’ This simple-minded warrior had kept his word, and he now
begged St. Leger to write to Norfolk, in the belief that the Duke
would let him want nothing ‘when he knew that he had become an
Englishman.’ In return for his undertaking to forego his exactions
and to wear the English dress, he asked for a grant of the district of
Fercullen, comprising Powerscourt and about twenty square miles of
land, chiefly rocks and woods, but with some fertile spots. St. Leger
was anxious to grant Tirlogh’s terms, for the lands actually held by
him were worthless and would never pay to reclaim, while the
O’Tooles were obliged to live on the Pale. The hardy mountaineers
had nothing to lose, and they prevented land enough to support
2,000 inhabitants from being cultivated at all. The Lord Deputy
accordingly sent over the wild man with a special recommendation
to Norfolk, whose Irish experience made him a natural mediator.
Tirlogh was so poor that St. Leger had to lend him 20l. for his
journey, and he could not even afford decent clothes. ‘It shall appear
to your Majesty,’ wrote the Irish Government, ‘that this Tirlogh is but
a wretched person and a man of no great power, neither having
house to put his head in, nor yet money in his purse to buy him a
garment, yet may he well make 200 or 300 men.’[238]
Tirlogh remained nearly a month at Court, where
he was very well treated; perhaps Henry Tirlogh O’Toole at
Court.
remembered how well Hugh O’Donnell had
requited the kindness shown to him long since. The grant was
authorised, and care was taken to make such a fair division among
the clansmen as would prevent internal dissensions. Tirlogh became
the King’s tenant by knight-service at a rent of five marks yearly, and
his brother Art Oge, a man of some ability, was gratified with a grant
of Castle Kevin. Henry desired that this case should form a
precedent, and that in future chiefs received to peace and favour
should be treated with on the same basis as the O’Tooles. In doing
this he followed the advice of some of his wisest councillors at
home. Cranmer, Audeley, and Sadleir did not believe in the possibility
of a thorough conquest, and rightly considered that Ireland would be
best gained by fair dealing. Pedants and flatterers might argue that
the King was actually entitled to most of the land, that the Irish were
intruders, and that grants to them were derogatory to the royal
dignity. To this it was answered that the intrusions were of very old
date, that future rebellions would be more easily punished when
they involved a breach of contract, and that the Crown must gain by
the mere acknowledgment of its title. The O’Tooles at all events
seem to have given up plundering the Pale, and they make little
further figure in history. But they could not give up fighting among
themselves. The favoured Tirlogh had a grudge against one of his
clansmen, and pursued him daily in spite of orders from the
Government. At last the threatened man caught his persecutor
asleep, and in the early morning killed him and all his companions;
‘and we think,’ wrote the Lord Deputy and Council, ‘the other would
have done to him likewise, if he might have gotten him at like
advantage.’ Tirlogh left no legitimate children, but St. Leger
nevertheless recommended that his son Brian should be allowed to
succeed him.[239]
Finding Leinster in an unusually promising state,
the Irish Council hit upon a strange device for Proposed military
order. The King
keeping it permanently quiet. In the previous vetoes it.
century Thomas, Earl of Kildare, had established
the Brotherhood of St. George, an armed confraternity, whose
thirteen officers, chosen from among the loyal gentlemen of Dublin,
Kildare, Meath, and Louth, elected their own captain annually, but
were paid by the State. It was found necessary to dissolve this body
by an Act of Parliament, passed in 1494. Its object had been the
defence of the Pale against Irish enemies and English rebels. It was
now proposed to erect a new order, not named after St. George, but
holding its great ceremony on St. George’s day. It was to consist of a
Grand Master and twelve pensioners, with salaries amounting in the
aggregate to 1,000l. The majority were to be Irishmen of family,
who might be kept out of mischief by fear of losing their pensions.
After seven years, promotion was to depend on knowing English, or
having spent two years in the public service in England; the object
being to induce Irish gentlemen to cross the Channel and learn
manners. As vacancies occurred the persons chosen were to be
bound ‘not to have any wife or wives.’ The Council nominated
Brabazon to be first Grand Master; but Ormonde put forth a list of
his own, and preferred his brother Richard to the highest place. The
Council also proposed to make a pensioner of Lord Kilcullen, and to
place him in the castle of Clonmore, which had belonged to his
family, but which the King had granted to Ormonde. The Earl
naturally ignored this claim, and there were other differences in the
rival lists. The Council suggested elaborate machinery by which the
Order might be made to work for the reformation of Leinster; but St.
Leger does not appear to have been a party to the scheme, and
perhaps opposed it quietly. The King, who had just abolished the
great military Order, had no idea of creating another, though its
patron saint should be St. George instead of St. John. ‘We do in no
wise,’ he said, ‘like any part of your device in that behalf.’ By minding
their business and doing what they were told his Majesty hoped that
they would ultimately succeed in reforming Leinster ‘without the new
erection of any such fantasies.’[240]
James Fitzjohn being now necessarily
acknowledged Earl of Desmond, one of St. Leger’s An arrangement is
made with
first cares was to obtain his submission. Satisfied at Desmond.
last that no treachery was intended, Desmond
agreed to meet the Lord Deputy at Cashel. Passing through Carlow
and Kilkenny, St. Leger was joined by Ormonde, who took care that
the viceregal retinue should be well treated on the journey; but
Desmond at first held aloof, and demanded that the chief of the
Butlers should give himself up as a hostage before he trusted
himself in English hands. This was refused; but Archbishop Browne,
Travers, the Master of the Ordnance, and the Deputy’s brother
Robert consented to run the risk. Desmond then appeared, and said
he was ready to do all that loyalty demanded. The proceedings were
adjourned to Sir Thomas Butler’s house at Cahir, and there Desmond
signed a solemn notarial instrument, by which he fully acknowledged
the King’s supremacy in Church and State. ‘I do,’ he said, ‘utterly
deny and forsake the Bishop of Rome, and his usurped primacy and
authority, and shall with all my power resist and repress the same
and all that shall by any means use and maintain the same.’ He
renounced the pretensions of his family not to attend Parliament or
enter any walled town. He agreed to abide by and to enforce the
King’s decision as to the Kildare estates, and to pay all such taxes as
were paid in the territories of Ormonde, Delvin, and other noblemen
of like condition. He constituted himself the defender of the
corporate towns, and gave up all claims to the allegiance of the
Munster Englishry, with a partial reservation as to men of his own
blood, who held their lands under him or his ancestors. Finally, he
agreed to send his son to be educated in England. This was Gerald,
the ill-starred youth whose folly and vanity were destined to work
the final ruin of his House. The Archbishop of Cashel and the
Bishops of Limerick and Emly witnessed the instrument, and the
manner of the submission was as satisfactory as a Tudor could wish.
‘In presence,’ wrote St. Leger to the King, ‘of MacWilliam, O’Connor,
and divers other Irish gentlemen, to the number of 200 at the least,
he kneeled down before me and most humbly delivered his said
submission, desiring me to deliver unto him his said pardon, granted
by your Majesty; affirming that it was more glad to him to be so
reconciled to your favours, than to have any worldly treasure;
protesting that no earthly cause should make him from henceforth
swerve from your Majesty’s obedience. And after that done, I
delivered to him your said most gracious pardon, which he most
joyfully accepted.’ He was immediately sworn of the Council, and St.
Leger asked the King’s indulgence for having done this without
warrant. Care was also taken to prevent a renewal of the quarrel
between the new Privy Councillor and Ormonde, who had married
the heiress-general of a former Earl of Desmond, and had thus large
and indefinite claims on the family estates. The rivals bound
themselves in 4,000l. to promote cross-marriages between their
children, and to keep the peace. The claims of Ormonde through his
wife were nevertheless destined in the next generation to deluge
Munster in blood.[241]
Desmond accompanied St. Leger to Kilmallock,
‘where, I think, none of your Grace’s Deputies Dutiful attitude of
Desmond and
came this hundred years before,’ and treated him O’Brien.
hospitably, openly declaring that he was ready if
the Deputy wished it to go to London to see the King. O’Brien came
peacefully to Limerick, complaining chiefly that he was not allowed
to bridge the Shannon nor to exercise jurisdiction over friendly tribes
on the left bank. St. Leger promised him perpetual war unless he
would yield on both points, believing that he could do little harm
without the concurrence of Desmond, of the Clanricarde Burkes, or
of Donogh O’Brien. He was given till Shrovetide to consult his
friends, and at last decided to keep quiet and to send agents to
watch over his interests in Parliament. A pardon was issued under
the Great Seal of Ireland, and towards the end of the year O’Brien
spontaneously addressed a very dutiful letter to the King, begging
personal as well as official forgiveness for his many sins. ‘My mind,’
he said, ‘is never satisfied till I have made the same submission to
your Grace’s own person, whom I most desire to see above all
creatures on earth living, now in mine old days; which sight I doubt
not but shall prolong my life.’[242]
MacWilliam Burke of Clanricarde and
MacGillapatrick professed anxiety for the royal MacWilliam Burke
and
favour, and accompanied St. Leger on his tour. He MacGillapatrick.
prescribed an earldom for the former, a barony for
the latter, and Parliament-robes and other fine clothes for both; in
the belief that titles and little acts of civility would weigh more with
these rude men than a display of force. He himself had given
MacWilliam a silver-gilt cup, and in Limerick Desmond had from
vanity or policy worn ‘gown, jacket, doublet, hose, shirts, caps, and
a velvet riding coat,’ from the Lord Deputy’s wardrobe. It was very
important to conciliate MacWilliam, who could always prevent a
junction of the O’Briens and O’Donnells. MacGillapatrick soon
afterwards covenanted with the King to live civilly, to act loyally, and
to hold his lands of the Crown by knight-service. MacWilliam wrote a
letter to Henry confessing and lamenting that his family had
degenerated, and belied their English blood, ‘which have been
brought to Irish and disobedient rule by reason of marriage and
nurseing with those Irish, sometime rebels, near adjoining to me.’ He
placed himself and all his possessions unreservedly in the King’s
hands, but seems to have let it be known that he would like to be an
Earl. Henry refused this unless the repentant Norman would come to
Court, but he offered a barony or viscounty without any condition.
[243]
FOOTNOTES:
[232] For the intrigues with Scotland, see Brereton to Essex, May
17, 1540, and the note, S.P. vol. iii., and Layton to Essex, S.P. vol.
v. p. 178; O’Neill’s letter to Henry was dated July 20; the King’s
letter to O’Neill is dated Sept. 7—‘literas vestras unà cum
munusculis grato animo accepimus.’ For O’Donnell’s submission,
see Henry’s letter to him of Aug. 20, acknowledging his letters
‘per dilectum nobis Johannem Cappis, mercatorem Bristoliensem.’
St. Leger brought over O’Neill’s pardon.
[233] In a letter to Cromwell of December 23, 1539, in Carew,
William Wise, of Waterford, almost foretold the murder, which
(according to Mr. Graves’s pedigree in the Irish Archæological
Journal) took place on March 19 following. The pedigree says the
murder was in Kerry, but other accounts, which are evidently
correct, point to the neighbourhood of Fermoy or Mitchelstown.
Council of Ireland to the King, April 4, 1540; Archdall’s Lodge;
Russell. O’Daly (chap. xii.) admits that the murder was
premeditated.
[234] Ormonde to Brereton from Kilkenny, May 14; to the King,
July 26, from Waterford. He had been to England and back
between these dates. Desmond to Ormonde, July 8; Lord Deputy
St. Leger to the King, Sept. 12, 1540.
[235] P. Barnewall to Essex, May 19; Instructions to St. Leger and
the others, and to St. Leger alone, S.P., Aug. 16 and 20. St. Leger
landed Aug. 12, 1540.
[236] Walter Cowley to St. Leger, March 15, 1541, ‘from the
border of Cahir, MacArt’s country.’ St. Leger to the King, Sept. 12;
Council of Ireland to the King, Sept. 22.
[237] Council of Ireland to the King, Sept. 22, 1540; the King to
the Lord Deputy and Council, Sept. 7 and 8; Lord Deputy and
Council to the King, Nov. 13.
[238] For the O’Tooles, see O’Donovan’s Book of Rights, and his
notes to the Four Masters, 1180 and 1376; and Lord Deputy and
Council to the King Nov. 14, 1540, with the notes. These people
had suffered from the Kildare family as much as the Macgregors
did from the Campbells. This may partly explain Tirlogh’s
unwillingness to aid in restoring Gerald.
[239] The King to the Lord Deputy and Council, No. 332 in the
S.P., and his very important minute of March 26, 1541; Lord
Deputy and Council to the King, Dec. 7, 1542, and May 15, 1543.
[240] For the scheme see S.P., vol. iii. No. 330; the King’s answer
is No. 337.
[241] St. Leger to the King, Feb. 21, 1541. The submission was
signed at Cahir, Jan. 16. For the names of the notaries and of the
chief spectators, see Carew, vol. i. No. 153.
[242] St. Leger to the King, Feb. 21, 1541; list of those who
attended Parliament, 1541, in S.P., vol. iii. p. 307; O’Brien to the
King, vol. iii., No. 352.
[243] St. Leger to the King, Feb. 21, 1541; MacWilliam to the
King, March 12, 1541; MacGillapatrick’s submission, &c., S.P., vol.
iii., No. 336; the King to MacWilliam, May 1.
[244] St. Leger to the King, June 26, 1541; Lord Deputy and
Council to the King, June 28; printed Statutes, 33 Henry VIII.;
Lodge’s Parliamentary Register; Parliamentary lists in Tracts
Relating to Ireland, No. 2.
[245] Alen to St. Leger in 1537, S.P., vol. ii., No. 182; Staples to
St. Leger, June 17, 1538; Lord Deputy and Council to the King,
Dec. 30, 1540. The proclamation of the King’s style is in Carew,
vol. i., No. 158. The author of the Aphorismical Discovery, who
wrote about 1650, says Henry ‘revolted from his obedience to the
Holy See’ by assuming the royal title. There is an abstract of the
King’s title to Ireland in Carew, vol. i., No. 156; Adrian’s grant is
mentioned as one of seven titles, some fabulous, some historical.
For the proceedings in Dublin, see St. Leger’s letters already
cited, June 26 and 28, 1541; for the style itself, see the King’s
letter in S.P., vol. iii., No. 361; for the Seal, see Lord Deputy and
Council to the King, June 2, 1542, and Henry’s answer.
[246] See the ordinances in Carew, vol. i., No. 157.
CHAPTER XIV.
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