Iterated conditional expectations

Consider the probability space ([0,1),B,λ), where B is the Borel σ-algebra on [0,1) and λ the Lebesgue measure. Let f=₁[0,1/2) and g=₁[1/2,1). Then for any ε>0 there exists a finite sequence of sub-σ-algebras Gj⊂B(j=1,…,N), such that putting f₀=f and fj=E(fj−1|Gj), j=1,…,N, we have ‖fN−g_‖∞<ε; here E(⋅|Gj) denotes the operator of conditional expectation given σ-algebra Gj. This is a particular case of a surprising result by Cherny and Grigoriev (2007) [1] in which f and g are arbitrary equidistributed bounded random variables on a nonatomic probability space. The proof given in Cherny and Grigoriev (2007) [1] is very complicated. The purpose of this note is to give a straightforward analytic proof of the above mentioned result, motivated by a simple geometric idea, and then show that the general result is implied by its special case.     

A non-separable solution of the diffusion equation based on the Galerkin’s method using cubic splines

The two dimensional diffusion equation of the form is considered in this paper. We try a bi-cubic spline function of the form as its solution. The initial coefficients C_i,j(0) are computed simply by applying a collocation method; C_i,j = f(x_i, y_j) where f(x, y) = u(x, y, 0) is the given initial condition. Then the coefficients C_i,j(t) are computed by X(t) = e^tQX(0) where X(t) = (C_0,1, C_0,1, C_0,2, … , C_0,N, C_1,0, … , C_N,N) is a one dimensional array and the square matrix Q is derived from applying the Galerkin’s method to the diffusion equation. Note that this expression provides a solution that is not necessarily separable in space coordinates x, y. The results of sample calculations for a few example problems along with the calculation results of approximation errors for a problem with known analytical solution are included.     

Existence of positive solutions for 2nth-order singular sublinear boundary value problems

This paper investigates the existence of positive solutions for 2nth-order (n>1) singular sub-linear boundary value problems. A necessary and sufficient condition for the existence of C2n−2[0,1] as well as C2n−1[0,1] positive solutions is given by constructing lower and upper solutions and with the maximal theorem. Our nonlinearity f(t,x₁,x₂,…,xn) may be singular at xi=0, i=1,2,…,n, t=0 and/or t=1.     

An algorithm for associative bilinear forms

We establish the equivalence between the problem of existence of associative bilinear forms and the problem of solvability in commutative power-associative finite-dimensional nil-algebras. We use the tensor product to find sufficient and necessary conditions to assure the existence of associative bilinear forms in an algebra A. The result gives us an algorithm to describe the space of associative bilinear forms for an algebra when its constants of structure γ_i,j,k for i,j,k=1,…,n are known.     

An optimal online algorithm for two-machine open shop preemptive scheduling with bounded processing times

This paper deals with a two-machine open shop scheduling problem. The objective is to minimize the makespan. Jobs arrive over time. We study preemption-resume model, i.e., the currently processed job may be preempted at any moment in necessary and be resumed some time later. Let p _{1, j} and p _{2, j} denote the processing time of a job J _j on the two machines M ₁ and M ₂, respectively. Bounded processing times mean that 1 ≤ p _{i, j}  ≤ α (i = 1, 2) for each job J _j , where α ≥ 1 is a constant number. We propose an optimal online algorithm with a competitive ratio ${\frac{5\alpha-1}{4\alpha}}$ .     

Approximating reversal distance for strings with bounded number of duplicates

For a string A=a₁…a_n, a reversalρ(i,j), 1?i?j?n, transforms the string A into a string A^′=a₁…a_i-1a_ja_j-1…a_ia_j+1…a_n, that is, the reversal ρ(i,j) reverses the order of symbols in the substring a_i…a_j of A. In the case of signed strings, where each symbol is given a sign + or -, the reversal operation also flips the sign of each symbol in the reversed substring. Given two strings, A and B, signed or unsigned, sorting by reversals (SBR) is the problem of finding the minimum number of reversals that transform the string A into the string B.Traditionally, the problem was studied for permutations, that is, for strings in which every symbol appears exactly once. We consider a generalization of the problem, k-SBR, and allow each symbol to appear at most k times in each string, for some k?1. The main result of the paper is an O(k²)-approximation algorithm running in time O(n). For instances with , this is the best known approximation algorithm for k-SBR and, moreover, it is faster than the previous best approximation algorithm.     

A variable projection method for solving separable nonlinear least squares problems

Consider the separable nonlinear least squares problem of findinga εR ⁿ and α εR ^k which, for given data (y _i ,t _i ),i=1,2,...m, and functions ? _j (α,t),j=1,2,...,n(m>n), minimize the functional $$r(a,\alpha ) = \left\| {y - \Phi (\alpha )a} \right\|_2^2$$ where θ(α) _ij =? _j (α,t _i ). Golub and Pereyra have shown that this problem can be reduced to a nonlinear least squares problem involvingα only, and a linear least squares problem involvinga only. In this paper we propose a new method for determining the optimalα which computationally has proved more efficient than the Golub-Pereyra scheme.     

Time-Varying Fractionally Integrated Processes with Finite or Infinite Variance and Nonstationary Long Memory

Recently, Philippe et al. (C.R. Acad. Sci. Paris. Ser. I 342, 269–274, 2006; Theory Probab. Appl., 2007, to appear) introduced a new class of time-varying fractionally integrated filters A(d)x _t =∑ _j=0 ^∞ a _j (t)x _t?j , B(d)x _t =∑ _j=0 ^∞ b _j (t)x _t?j depending on arbitrary given sequence d=(d _t ,t∈?) of real numbers, such that A(d)^?1=B(?d), B(d)^?1=A(?d) and such that when d _t ≡d is a constant, A(d)=B(d)=(1?L) ^d is the usual fractional differencing operator. Philippe et al. studied partial sums limits of (nonstationary) filtered white noise processes X _t =B(d)ε _t and Y _t =A(d)ε _t in the case when (1) d is almost periodic having a mean value $\bar{d}\in (0,1/2)$ , or (2) d admits limits d _±=lim? _t→±∞ d _t ∈(0,1/2) at t=±∞. The present paper extends the above mentioned results of Philippe et al. into two directions. Firstly, we consider the class of time-varying processes with infinite variance, by assuming that ε _t ,t∈? are iid rv’s in the domain of attraction of α-stable law (1<α≤2). Secondly, we combine the classes (1) and (2) of sequences d=(d _t ,t∈?) into a single class of sequences d=(d _t ,t∈?) admitting possibly different Cesaro limits $\bar{d}_{\pm}\in(0,1-(1/\alpha))$ at ±∞. We show that partial sums of X _t and Y _t converge to some α-stable self-similar processes depending on the asymptotic parameters $\bar{d}_{\pm}$ and having asymptotically stationary or asymptotically vanishing increments.     

Fluctuations of the empirical quantiles of independent Brownian motions

We consider iid Brownian motions, B_j(t), where B_j(0) has a rapidly decreasing, smooth density function f. The empirical quantiles, or pointwise order statistics, are denoted by B_j:n(t), and we consider a sequence Q_n(t)=B_j(n):n(t), where j(n)/n→α∈(0,1). This sequence converges in probability to q(t), the α-quantile of the law of B_j(t). We first show convergence in law in C[0,∞) of F_n=n^1/2(Q_n−q). We then investigate properties of the limit process F, including its local covariance structure, and Hölder-continuity and variations of its sample paths. In particular, we find that F has the same local properties as fBm with Hurst parameter H=1/4.     

Davenport constant with weights and some related questions, II

Let G be a finite abelian group of order n and let A⊆Z be non-empty. Generalizing a well-known constant, we define the Davenport constant of G with weight A, denoted by DA(G), to be the least natural number k such that for any sequence (x₁,…,xk) with xi∈G, there exists a non-empty subsequence (xj₁,…,xjl) and a₁,…,al∈A such that . Similarly, for any such set A, EA(G) is defined to be the least t∈N such that for all sequences (x₁,…,xt) with xi∈G, there exist indices j₁,…,jn∈N,1?j₁<?<jn?t, and ?₁,…,?n∈A with . In the present paper, we establish a relation between the constants DA(G) and EA(G) under certain conditions. Our definitions are compatible with the previous generalizations for the particular group G=Z/nZ and the relation we establish had been conjectured in that particular case.     

Asymptotic enumeration of sparse 0-1 matrices with irregular row and column sums

Let s=(s₁,…,s_m) and t=(t₁,…,t_n) be vectors of non-negative integer-valued functions with equal sum . Let N(s,t) be the number of m×n matrices with entries from {0,1} such that the ith row has row sum s_i and the jth column has column sum t_j. Equivalently, N(s,t) is the number of labelled bipartite graphs with degrees of the vertices in one side of the bipartition given by s and the degrees of the vertices in the other side given by t. We give an asymptotic formula for N(s,t) which holds when S→∞ with 1?st=o(S^2/3), where and . This extends a result of McKay and Wang [Linear Algebra Appl. 373 (2003) 273-288] for the semiregular case (when s_i=s for 1?i?m and t_j=t for 1?j?n). The previously strongest result for the non-semiregular case required 1?max{s,t}=o(S^1/4), due to McKay [Enumeration and Design, Academic Press, Canada, 1984, pp. 225-238].     

Asymptotic enumeration of dense 0-1 matrices with specified line sums

Let s=(s₁,s₂,…,sm) and t=(t₁,t₂,…,tn) be vectors of non-negative integers with . Let B(s,t) be the number of m×n matrices over {0,1} with jth row sum equal to sj for 1?j?m and kth column sum equal to tk for 1?k?n. Equivalently, B(s,t) is the number of bipartite graphs with m vertices in one part with degrees given by s, and n vertices in the other part with degrees given by t. Most research on the asymptotics of B(s,t) has focused on the sparse case, where the best result is that of Greenhill, McKay and Wang (2006). In the case of dense matrices, the only precise result is for the case of equal row sums and equal column sums (Canfield and McKay, 2005). This paper extends the analytic methods used by the latter paper to the case where the row and column sums can vary within certain limits. Interestingly, the result can be expressed by the same formula which holds in the sparse case.     

Solving polynomial optimization problems via the truncated tangency variety and sums of squares

Let f,g_i,i=1,…,l,h_j,j=1,…,m, be polynomials on Rⁿ and S?{x∈Rⁿ∣g_i(x)=0,i=1,…,l,h_j(x)≥0,j=1,…,m}. This paper proposes a method for finding the global infimum of the polynomial f on the semialgebraic set S via sum of squares relaxation over its truncated tangency variety, even in the case where the polynomial f does not attain its infimum on S. Under a constraint qualification condition, it is demonstrated that: (i) The infimum of f on S and on its truncated tangency variety coincide; and (ii) A sums of squares certificate for nonnegativity of f on its truncated tangency variety. These facts imply that we can find a natural sequence of semidefinite programs whose optimal values converge, monotonically increasing to the infimum of f on S.     

Riesz transforms and conjugacy for Laguerre function expansions of Hermite type

Riesz transforms and conjugate Poisson integrals for multi-dimensional Laguerre function expansions of Hermite type with index α are defined and investigated. It is proved that for any multi-index α=(α₁,…,αd) such that αi?−1/2, αi∉(−1/2,1/2), the appropriately defined Riesz transforms , j=1,2,…,d, are Calderón-Zygmund operators, hence their mapping properties follow from a general theory. Similar mapping results are obtained in one dimension, without excluding α∈(−1/2,1/2), by means of a local Calderón-Zygmund theory and weighted Hardy's inequalities. The conjugate Poisson integrals are shown to satisfy a system of Cauchy-Riemann type equations and to recover the Riesz-Laguerre transforms on the boundary. The two specific values of α, (−1/2,…,−1/2) and (1/2,…,1/2), are distinguished since then a connection with Riesz transforms for multi-dimensional Hermite function expansions is established.     

Riesz transforms for multi-dimensional Laguerre function expansions

Riesz transforms and conjugate Poisson integrals for multi-dimensional Laguerre function expansions of type α are defined and investigated. It is proved that for any multi-index α=(α₁,…,αd) such that αi?−1/2, the appropriately defined Riesz-Laguerre transforms , j=1,2,…,d, are Calderón-Zygmund operators in the sense of the associated space of homogeneous type, hence their mapping properties follow from the general theory. Similar results are obtained for all higher order Riesz-Laguerre transforms. The conjugate Poisson integrals are shown to satisfy a system of equations of Cauchy-Riemann type and to recover the Riesz-Laguerre transforms on the boundary.     

A bijective enumeration of labeled trees with given indegree sequence

For a labeled tree on the vertex set {1,2,…,n}, the local direction of each edge (ij) is from i to j if i<j. For a rooted tree, there is also a natural global direction of edges towards the root. The number of edges pointing to a vertex is called its indegree. Thus the local (resp. global) indegree sequence λ=e₁¹e₂²… of a tree on the vertex set {1,2,…,n} is a partition of n−1. We construct a bijection from (unrooted) trees to rooted trees such that the local indegree sequence of a (unrooted) tree equals the global indegree sequence of the corresponding rooted tree. Combining with a Prüfer-like code for rooted labeled trees, we obtain a bijective proof of a recent conjecture by Cotterill and also solve two open problems proposed by Du and Yin. We also prove a q-multisum binomial coefficient identity which confirms another conjecture of Cotterill in a very special case.     

On a labeling problem in graphs

Motivated by applications in software programming, we consider the problem of covering a graph by a feasible labeling. Given an undirected graph G=(V,E), two positive integers k and t, and an alphabet Σ, a feasible labeling is defined as an assignment of a set L_v⊆Σ to each vertex v∈V, such that (i) |L_v|≤k for all v∈V and (ii) each label α∈Σ is used no more than t times. An edge e={i,j} is said to be covered by a feasible labeling if L_i∩L_j≠0?. G is said to be covered if there exists a feasible labeling that covers each edge e∈E.In general, we show that the problem of deciding whether or not a tree can be covered is strongly NP-complete. For k=2, t=3, we characterize the trees that can be covered and provide a linear time algorithm for solving the decision problem. For fixed t, we present a strongly polynomial algorithm that solves the decision problem; if a tree can be covered, then a corresponding feasible labeling can be obtained in time polynomial in k and the size of the tree. For general graphs, we give a strongly polynomial algorithm to resolve the covering problem for k=2, t=3.     

Parallel machine scheduling with nested processing set restrictions

We consider the problem of scheduling a set of n independent jobs on m parallel machines, where each job can only be scheduled on a subset of machines called its processing set. The machines are linearly ordered, and the processing set of job j   is given by two machine indexes _aj$a_j$ and _bj$b_j$; i.e., job j   can only be scheduled on machines _aj,_aj+1,…,_bj$a_j\text{,}{a}_j+1\text{,}\dots \text{,}{b}_j$. Two distinct processing sets are either nested or disjoint. Preemption is not allowed. Our goal is to minimize the makespan. It is known that the problem is strongly NP-hard and that there is a list-type algorithm with a worst-case bound of 2-1/m$2-1/m$. In this paper we give an improved algorithm with a worst-case bound of 7/4. For two and three machines, the algorithm gives a better worst-case bound of 5/4 and 3/2, respectively.     

The existence of (p,q)-extended Rosa sequences

A (p,q)-extended Rosa sequence is a sequence of length 2n+2 containing each of the symbols 0,1,…,n exactly twice, and such that two occurrences of the integer j>0 are separated by exactly j-1 symbols. We prove that, with two exceptions, the conditions necessary for the existence of a (p,q)-extended Rosa sequence with prescribed positions of the symbols 0 are sufficient. We also extend the result to λ-fold (p,q)-extended Rosa sequences; i.e., the sequences where every pair of numbers is repeated exactly λ times.