Central and Functional Central Limit Theorems for a Class of Urn Models

We consider an approach based on tails to certain central limit and functional central limit theorems for a class of two color urn models. In particular, some of the results are derived from an associated Ornstein–Uhlenbeck process, and for another result we give an alternative proof based on martingale tails.      

Mathematical analysis and stability of a chemotaxis model with logistic term

In this paper we study a non‐linear system of differential equations arising in chemotaxis. The system consists of a PDE that describes the evolution of a population and an ODE which models the concentration of a chemical substance. We study the number of steady states under suitable assumptions, the existence of one global solution to the evolution problem in terms of weak solutions and the stability of the steady states. Copyright © 2004 John Wiley & Sons, Ltd.     

A random walk proof of the Erdős-Taylor conjecture

Summary For the simple random walk in ]]>\mathbb{Z}^2$ we study those points which are visited an unusually large number of times, and provide a new proof of the Erdős-Taylor Conjecture describing the number of visits to the most visited point.     

A Network Analysis Model for Disambiguation of Names in Lists

In research and application, social networks are increasingly extracted from relationships inferred by name collocations in text-based documents. Despite the fact that names represent real entities, names are not unique identifiers and it is often unclear when two name observations correspond to the same underlying entity. One confounder stems from ambiguity, in which the same name correctly references multiple entities. Prior name disambiguation methods measured similarity between two names as a function of their respective documents. In this paper, we propose an alternative similarity metric based on the probability of walking from one ambiguous name to another in a random walk of the social network constructed from all documents. We experimentally validate our model on actor-actor relationships derived from the Internet Movie Database. Using a global similarity threshold, we demonstrate random walks achieve a significant increase in disambiguation capability in comparison to prior models. Bradley A. Malin is a Ph.D. candidate in the School of Computer Science at Carnegie Mellon University. He is an NSF IGERT fellow in the Center for Computational Analysis of Social and Organizational Systems (CASOS) and a researcher at the Laboratory for International Data Privacy. His research is interdisciplinary and combines aspects of bioinformatics, data forensics, data privacy and security, entity resolution, and public policy. He has developed learning algorithms for surveillance in distributed systems and designed formal models for the evaluation and the improvement of privacy enhancing technologies in real world environments, including healthcare and the Internet. His research on privacy in genomic databases has received several awards from the American Medical Informatics Association and has been cited in congressional briefings on health data privacy. He currently serves as managing editor of the Journal of Privacy Technology. Edoardo M. Airoldi is a Ph.D. student in the School of Computer Science at Carnegie Mellon University. Currently, he is a researcher in the CASOS group and at the Center for Automated Learning and Discovery. His methodology is based on probability theory, approximation theorems, discrete mathematics and their geometries. His research interests include data mining and machine learning techniques for temporal and relational data, data linkage and data privacy, with important applications to dynamic networks, biological sequences and large collections of texts. His research on dynamic network tomography is the state-of-the-art for recovering information about who is communicating to whom in a network, and was awarded honors from the ACM SIG-KDD community. Several companies focusing on information extraction have adopted his methodology for text analysis. He is currently investigating practical and theoretical aspects of hierarchical mixture models for temporal and relational data, and an abstract theory of data linkage. Kathleen M. Carley is a Professor of Computer Science in ISRI, School of Computer Science at Carnegie Mellon University. She received her Ph.D. from Harvard in Sociology. Her research combines cognitive science, social and dynamic networks, and computer science (particularly artificial intelligence and machine learning techniques) to address complex social and organizational problems. Her specific research areas are computational social and organization science, social adaptation and evolution, social and dynamic network analysis, and computational text analysis. Her models meld multi-agent technology with network dynamics and empirical data. Three of the large-scale tools she and the CASOS group have developed are: BioWar a city, scale model of weaponized biological attacks and response; Construct a models of the co-evolution of social and knowledge networks; and ORA a statistical toolkit for dynamic social Network data.     

Critical random graphs and the structure of a minimum spanning tree

We consider the complete graph on n vertices whose edges are weighted by independent and identically distributed edge weights and build the associated minimum weight spanning tree. We show that if the random weights are all distinct, then the expected diameter of such a tree is Θ(n^1/3). This settles a question of Frieze and Mc‐Diarmid (Random Struct Algorithm 10 (1997), 5–42). The proofs are based on a precise analysis of the behavior of random graphs around the critical point. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2009     

Level crossing probabilities II: Polygonal recurrence of multidimensional random walks

In part I we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is O(n−1/2). In higher dimensions we call a random walk ‘polygonally recurrent’ if there is a bounded set, hit by infinitely many of the straight lines between two consecutive sites a.s. The above estimate implies that three-dimensional random walks with independent components are polygonally transient. Similarly a directionally reinforced random walk on Z³ in the sense of Mauldin, Monticino and von Weizsäcker [R.D. Mauldin, M. Monticino, H. von Weizsäcker, Directionally reinforced random walks, Adv. Math. 117 (1996) 239-252] is transient. On the other hand, we construct an example of a transient but polygonally recurrent random walk with independent components on Z².     

Rapidly Mixing Random Walks and Bounds on Characters of the Symmetric Group

We investigate mixing of random walks on S _n and A _n generated by permutations of a given cycle structure. The approach follows methods developed by Diaconis, which requires certain estimates on characters of the symmetric group and uses combinatorics of Young tableaux. We conclude with conjectures and open problems.     

Asymptotics of the Moment Generating Function for the Range of Random Walks

The range of random walks means the number of distinct sites visited at least once by the random walk before time n. We are interested in the free energy function of the range of simple symmetric random walks and determine the asymptotic behavior near the origin.     

Contractive Automorphisms of Locally Compact Groups and the Concentration Function Problem

Let G be a noncompact locally compact group. We show that a necessary and sufficient condition in order that G support an adapted probability measure whose concentration functions fail converge to zero is that G be the semidirect product , where is an automorphism of N contractive modulo a compact subgroup. Any adapted a probability measure whose concentration functions fail to converge to zero has the form =v×₁ where v is a probability measure on N. If G is unimodular then the concentration functions of an adapted probability measure fail to converge to zero if and only if is supported on a coset of a compact normal subgroup.     

On the role of Rouché's theorem in queueing analysis

In analytic queueing theory, Rouché's theorem is frequently used, and when it can be applied, leads quickly to tangible results concerning ergodicity and performance analysis. For more complicated models it is sometimes difficult to verify the conditions needed to apply the theorem. The natural question that arises is: Can one dispense with this theorem, in particular when the ergodicity conditions are known? In the present study we consider an M/G/1-type queueing problem which can be modelled byN coupled random walks. It is shown that it can be fully analysed without using Rouché's theorem, once it is known that the relevant functional equation has a unique solution with prescribed regularity properties.     

Asymptotic distribution for the birthday problem with multiple coincidences,via an embedding of the collision process

We study the random variable B(c, n), which counts the number of balls that must be thrown into n equally‐sized bins in order to obtain c collisions. The asymptotic expected value of B(1, n) is the well‐known appearing in the solution to the birthday problem; the limit distribution and asymptotic moments of B(1, n) are also well known. We calculate the distribution and moments of B(c, n) asymptotically as n goes to ∞ and c = O(n). We have two main tools: an embedding of the collision process — realizing the process as a deterministic function of the standard Poisson process — and a central limit result by Rényi. © 2015 Wiley Periodicals, Inc. Random Struct. Alg., 48, 480–502, 2016     

混合模型及其在药理研究中的应用

目的：减少人们误用统计学的机会,使药理学研究中定量资料的统计处理更加科学;方法：揭示药理学研究中一种最常见的实验设计类型及其资料的特点,指出许多医学期刊中常用ｔ检验和一般方差分析处理这种资料的错误,并给出正确的统计分析方法;结果：展示了混合模型在分析复杂数据结构中的特殊作用;结论：一般线性模型在处理含随机效应的数据时存在困难,而运用混合模型便可灵活有效地使之得以解决     

On the Proportional Odds Model in Survival Analysis

The proportional odds (PO) model with its property of convergent hazard functions is of considerable value in modeling survival data with non-proportional hazards. This paper explores the structure, implications, and properties of the PO model. Results proved include connections with geometric minima and maxima, ageing characteristics, and bounds on mean and variance of survival times.     

数学专业《概率论》课程交叉融合的探索与实践

结合教学实践,展示了对数学专业本科《概率论》课程与其它学科交叉融合的研究性教学的一点探索,结果表明交叉融合式研究性教学可以加入本科教学设计.     

Transition of Multidimensional Jumplike Processes from Anomalous Diffusion to Linear Diffusion

We consider multidimensional “quasi-anomalous” random-walk processes having linear-diffusion asymptotic representations at large times and obeying anomalous-diffusion laws at intermediate times (but which are also sufficiently large compared with microscopic time scales). The transition of a jumplike process from anomalous diffusion to linear diffusion is demonstrated. We use numerical computation to confirm the validity of the analytic calculations for the two-and three-dimensional cases.__________Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 143, N. 3, pp. 455–464, June, 2005.     

一类批量服务排队系统的求解

给出一类特殊的批量服务排队系统-公交系统的稳态概率分布的求解过程,并在此基础上给出这类服务系统平均队长的算法,中给出具体例子说明计算过程。     

A law of the iterated logarithm for Markov chains on ℕ0 associated with orthogonal polynomials

We derive laws of the iterated logarithm for Markov chains on the nonnegative integers whose transition probabilities are associated with a sequence of orthogonal polynomials. These laws can be applied to a large class of birth and death random walks and random walks on polynomial hypergroups. In particular, the results of our paper lead immediately to a law of the iterated logarithm for the growth of the distance of isotropic random walks on infinite distance-transitive graphs as well as on certain finitely generated semigroups from their starting points.     

On the cut‐off phenomenon for the transitivity of randomly generated subgroups

Consider K ≥ 2 independent copies of the random walk on the symmetric group S_N starting from the identity and generated by the products of either independent uniform transpositions or independent uniform neighbor transpositions. At any time $nin mathbb{N}$, let G_n be the subgroup of S_N generated by the K positions of the chains. In the uniform transposition model, we prove that there is a cut‐off phenomenon at time N ln(N)/(2K) for the non‐existence of fixed point of G_n and for the transitivity of G_n, thus showing that these properties occur before the chains have reached equilibrium. In the uniform neighbor transposition model, a transition for the non‐existence of a fixed point of G_n appears at time of order $N^{1+frac{2}{K}}$ (at least for K ≥ 3), but there is no cut‐off phenomenon. In the latter model, we recover a cut‐off phenomenon for the non‐existence of a fixed point at a time proportional to N by allowing the number K to be proportional to ln(N). The main tools of the proofs are spectral analysis and coupling techniques. © 2011 Wiley Periodicals, Inc. Random Struct. Alg., 2012     

半导体磁流体动力学模型经典解的整体适定性

研究一类半导体磁流体动力学模型,它是由关于电子的质量和速度的守恒律方程耦合Maxwell方程构成的流体动力学方程组.在小初值条件下,运用经典的双曲能量方法,得到了磁流体动力学模型Cauchy问题经典解的整体适定性.     

一个离散型淋病数学模型的解的稳定性

本文采用标量李雅普诺夫函数的方法,研究了一个二维离散型淋病数学模型的解的稳定性,同时给出了稳定域的参数估计,并从理论上解释了这个模型的合理性。