On three-designs of small order

For positive integers t?k?v and λ we define a t-design, denoted B_i[k,λ;v], to be a pair (X,B) where X is a set of points and B is a family, (B_i:i?I), of subsets of X, called blocks, which satisfy the following conditions: (i) |X|=v, the order of the design, (ii) |B_i|=k for each i?I, and (iii) every t-subset of X is contained in precisely λ blocks. The purpose of this paper is to investigate the existence of 3-designs with 3?k?v?32 and λ>0.Wilson has shown that there exists a constant N(t, k, v) such that designs B_t[k,λ;v] exist provided λ>N(t,k,v) and λ satisfies the trivial necessary conditions. We show that N(3,k,v)=0 for most of the cases under consideration and we give a numerical upper bound on N(3, k, v) for all 3?k?v?32. We give explicit constructions for all the designs needed.     

Non-uniform Turán-type problems

Given positive integers n,k,t, with 2?k?n, and t<2^k, let m(n,k,t) be the minimum size of a family F of (nonempty distinct) subsets of [n] such that every k-subset of [n] contains at least t members of F, and every (k-1)-subset of [n] contains at most t-1 members of F. For fixed k and t, we determine the order of magnitude of m(n,k,t). We also consider related Turán numbers T_?r(n,k,t) and T_r(n,k,t), where T_?r(n,k,t) (T_r(n,k,t)) denotes the minimum size of a family such that every k-subset of [n] contains at least t members of F. We prove that T_?r(n,k,t)=(1+o(1))T_r(n,k,t) for fixed r,k,t with and n→∞.     

New oscillation criteria for linear matrix Hamiltonian systems

Some new oscillation criteria are established for the matrix linear Hamiltonian system X′=A(t)X+B(t)Y, Y′=C(t)X−A∗(t)Y under the hypothesis: A(t), B(t)=B∗(t)>0, and C(t)=C∗(t) are n×n real continuous matrix functions on the interval [t₀,∞), (−∞<t₀). These results are sharper than some previous results even for self-adjoint second order matrix differential systems.     

On improved estimators of the generalized variance

Treated in this paper is the problem of estimating with squared error loss the generalized variance | Σ | from a Wishart random matrix S: p × p W_p(n, Σ) and an independent normal random matrix X: p × k N(ξ, Σ I_k) with ξ(p × k) unknown. Denote the columns of X by X₍₁₎ ,…, X_(k) and set ψ⁽⁰⁾(S, X) = {(n − p + 2)!/(n + 2)!} | S |, ψ⁽ⁱ⁾(X, X) = min[ψ⁽ⁱ⁻¹⁾(S, X), {(n − p + i + 2)!/(n + i + 2)!} | S + X₍₁₎ X′₍₁₎ + + X_(i) X′_(i) |] and Ψ⁽ⁱ⁾(S, X) = min[ψ⁽⁰⁾(S, X), {(n − p + i + 2)!/(n + i + 2)!}| S + X₍₁₎ X′₍₁₎ + + X_(i) X′_(i) |], i = 1,…,k. Our result is that the minimax, best affine equivariant estimator ψ⁽⁰⁾(S, X) is dominated by each of Ψ⁽ⁱ⁾(S, X), i = 1,…,k and for every i, ψ⁽ⁱ⁾(S, X) is better than ψ⁽ⁱ⁻¹⁾(S, X). In particular, ψ^(k)(S, X) = min[{(n − p + 2)!/(n + 2)!} | S |, {(n − p + 2)!/(n + 2)!} | S + X₍₁₎X′₍₁₎|,…,| {(n − p + k + 2)!/(n + k + 2)!} | S + X₍₁₎X′₍₁₎ + + X_(k)X′_(k)|] dominates all other ψ's. It is obtained by considering a multivariate extension of Stein's result (Ann. Inst. Statist. Math. 16, 155–160 (1964)) on the estimation of the normal variance.     

Uniform persistence for Lotka–Volterra-type delay differential systems

Consider the uniform persistence (permanence) of models governed by the following Lotka–Volterra-type delay differential system:

where each r_i(t) is a nonnegative continuous function on [0,+∞), r_i(t)0, each a_i0 and τ_ij^k(t)t, 1i,jn, 0km.In this paper, we establish sufficient conditions of the uniform persistence and contractivity for solutions (and global asymptotic stability). In particular, we extend the results in Wang and Ma (J. Math. Anal. Appl. 158 (1991) 256) for a predator–prey system and Lu and Takeuchi (Nonlinear Anal. TMA 22 (1994) 847) for a competitive system in the case n=2, to the above system with n2.     

Graphic sequences with a realization containing a generalized friendship graph

Gould, Jacobson and Lehel [R.J. Gould, M.S. Jacobson, J. Lehel, Potentially G-graphical degree sequences, in: Y. Alavi, et al. (Eds.), Combinatorics, Graph Theory and Algorithms, vol. I, New Issues Press, Kalamazoo, MI, 1999, pp. 451-460] considered a variation of the classical Turán-type extremal problems as follows: for any simple graph H, determine the smallest even integer σ(H,n) such that every n-term graphic sequence π=(d₁,d₂,…,d_n) with term sum σ(π)=d₁+d₂+?+d_n≥σ(H,n) has a realization G containing H as a subgraph. Let F_t,r,k denote the generalized friendship graph on kt−kr+r vertices, that is, the graph of k copies of K_t meeting in a common r set, where K_t is the complete graph on t vertices and 0≤r≤t. In this paper, we determine σ(F_t,r,k,n) for k≥2, t≥3, 1≤r≤t−2 and n sufficiently large.     

Maximal sets of points in finite projective space,no t-linearly dependent

Consider a finite (t + r ? 1)-dimensional projective space PG(t + r ? 1, s) based on the Galois field GF(s), where s is prime or power of a prime. A set of k distinct points in PG(t + r ? 1, s), no t-linearly dependent, is called a (k, t)-set and such a set is said to be maximal if it is not contained in any other (k¹, t)-set with $\text{k}{}^1\text{> k}$. The number of points in a maximal (k, t)-set with the largest k is denoted by m_t(t + r, s). Our purpose in the paper is to investigate the conditions under which two or more points can be adjoined to the basic set of E_i, i = 1, 2, …, t + r, where E_i is a point with one in i-th position and zeros elsewhere. The problem has several applications in the theory of fractionally replicated designs and information theory.     

Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails

We prove large deviation results on the partial and random sums Sn = ∑i=1n Xi,n≥1; S(t) = ∑i=1N(t) Xi, t≥0, where {N(t);t≥0} are non-negative integer-valued random variables and {Xn;n≥1} are independent non-negative random variables with distribution, Fn, of Xn, independent of {N(t); t≥0}. Special attention is paid to the distribution of dominated variation.     

Theorems of large deviations in the multivariate invariance principle

Let B be a real separable Banach space with norm |ß|_B, X, X₁, X₂, … be a sequence of centered independent identically distributed random variables taking values in B. Let s_n = s_n(t), 0 ≤ t ≤ 1 be the random broken line such that s_n(0) = 0, s_n(k/n) = n^−1/2 Σ_i=1^k X_i for n = 1, 2, … and k = 1, …, n. Denote |s_n|_B = sup_{0 ≤ t ≤ 1} |s_n(t)|_B and assume that w(t), 0 ≤ t ≤ 1 is the Wiener process such that covariances of w(1) and X are equal. We show that under appropriate conditions P(|s_n|_B > r) = P(|w|_B > r)(1 + o(1)) and give estimates of the remainder term. The results are new already in the case of B having finite dimension.     

On Excess-time Correlated Cumulative Processes

In this paper a class of correlated cumulative processes, B _s (t) = ∑^N(t)_i=1 H _s (X _i )X _i , is studied with excess level increments X _i ?s, where {N(t), t ?0} is the counting process generated by the renewal sequence T _n , T _n and X _n are correlated for given n, H _s (t) is the Heaviside function and s?0 is a given constant. Several useful results, for the distributions of B _s (t), and that of the number of excess (non-excess) increments on (0, t) and the corresponding means, are derived. First passage time problems are also discussed and various asymptotic properties of the processes are obtained. Transform results, by applying a flexible form for the joint distribution of correlated pairs (T _n , X _n ) are derived and inverted. The case of non-excess level increments, X _i < s, is also considered. Finally, applications to known stochastic shock and pro-rata warranty models are given.     

Self-similar extremal processes

Given an extremal process X: [0,∞)→[0,∞)^d with lower curve C and associated point process N={(t_k, X_k):k≥0}, t_k distinct and X_k independent, given a sequence ζ _n =(τ _n , ξ _n ), n≥1, of time-space changes (max-automorphisms of [0,∞)^d+1), we study the limit behavior of the sequence of extremal processes Y_n(t)=ξ _n ^-1 ○ X ○ τ_n(t)=C_n(t) V max {ξ _n ^-1 ○ X_k: t_k ≤ τ_n(t){ ⇒ Y under a regularity condition on the norming sequence ζ_n and asymptotic negligibility of the max-increments of Y_n. The limit class consists of self-similar (with respect to a group η_α=(σ_α, L_α), α>0, of time-space changes) extremal processes. By self-similarity here we mean the property L_α ○ Y(t) ₌ ^d Y ○ α_α(t) for all α>0. The univariate marginals of Y are max-self-decomposable. If additionally the initial extremal process X is assumed to have homogeneous max-increments, then the limit process is max-stable with homogeneous max-increments. Supported by the Bulgarian Ministry of Education and Sciences (grant No. MM 234/1996). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part I.     

Constructions of new orthogonal arrays and covering arrays of strength three

A covering array of size N, strength t, degree k, and order v, or a CA(N;t,k,v) in short, is a k×N array on v symbols. In every t×N subarray, each t-tuple column vector occurs at least once. When ‘at least’ is replaced by ‘exactly’, this defines an orthogonal array, OA(t,k,v). A difference covering array, or a DCA(k,n;v), over an abelian group G of order v is a k×n array (aij) (1?i?k, 1?j?n) with entries from G, such that, for any two distinct rows l and h of D (1?l<h?k), the difference list Δlh={dh1−dl1,dh2−dl2,…,dhn−dln} contains every element of G at least once.Covering arrays have important applications in statistics and computer science, as well as in drug screening. In this paper, we present two constructive methods to obtain orthogonal arrays and covering arrays of strength 3 by using DCAs. As a consequence, it is proved that there are an OA(3,5,v) for any integer v?4 and v?2 (mod 4), and an OA(3,6,v) for any positive integer v satisfying gcd(v,4)≠2 and gcd(v,18)≠3. It is also proved that the size CAN(3,k,v) of a CA(N;3,k,v) cannot exceed v³+v² when k=5 and v≡2 (mod 4), or k=6, v≡2 (mod 4) and gcd(v,18)≠3.     

A lower bound for the packing chromatic number of the Cartesian product of cycles

Let G = (V, E) be a simple graph of order n and i be an integer with i ≥ 1. The set X _i ? V(G) is called an i-packing if each two distinct vertices in X _i are more than i apart. A packing colouring of G is a partition X = {X ₁, X ₂, …, X _k } of V(G) such that each colour class X _i is an i-packing. The minimum order k of a packing colouring is called the packing chromatic number of G, denoted by χ_ρ(G). In this paper we show, using a theoretical proof, that if q = 4t, for some integer t ≥ 3, then 9 ≤ χ_ρ(C ₄ □ C _q ). We will also show that if t is a multiple of four, then χ_ρ(C ₄ □ C _q ) = 9.     

Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes

Let X ₁,..., X _n, n > 1, be nondegenerate independent chronologically ordered realvalued observables with finite means. Consider the “no-change in the mean” null hypothesis H ₀: X ₁,..., X _n is a randomsample on X with Var X <∞. We revisit the problem of nonparametric testing for H ₀ versus the “at most one change (AMOC) in the mean” alternative hypothesis H _A: there is an integer k*, 1 ≤ k* < n, such that EX ₁ = · · · = EX_k* ≠ EX_k*+1 = ··· = EX _n. A natural way of testing for H ₀ versus H _A is via comparing the sample mean of the first k observables to the sample mean of the last n - k observables, for all possible times k of AMOC in the mean, 1 ≤ k < n. In particular, a number of such tests in the literature are based on test statistics that are maximums in k of the appropriately individually normalized absolute deviations Δ_k = |S _k/k - (S _n - S _k)/(n - k)|, where S _k:= X ₁ + ··· + X _k. Asymptotic distributions of these test statistics under H ₀ as n → ∞ are obtained via establishing convergence in distribution of supfunctionals of respectively weighted |Z _n(t)|, where {Z _n(t), 0 ≤ t ≤ 1}_n≥1 are the tied-down partial sums processes such that

$${Z_n}\left( t \right): = \left( {{S_{\left\lceil {\left( {n + 1} \right)t} \right\rceil }} - \left[ {\left( {n + 1} \right)t} \right]{S_n}/n} \right)/\sqrt n $$

if 0 ≤ t < 1, and Z _n(t):= 0 if t = 1. In the present paper, we propose an alternative route to nonparametric testing for H ₀ versus H _A via sup-functionals of appropriately weighted |Z _n(t)|. Simply considering max_1?k<n Δk as a prototype test statistic leads us to establishing convergence in distribution of special sup-functionals of |Z _n(t)|/(t(1 - t)) under H ₀ and assuming also that E|X|^r < ∞ for some r > 2. We believe the weight function t(1 - t) for sup-functionals of |Z _n(t)| has not been considered before.

     

[r,s,t]-Coloring of K n,n

Let G=(V(G),E(G)) be a simple graph. Given non-negative integers r,s, and t, an [r,s,t]-coloring of G is a mapping c from V(G)∪E(G) to the color set {0,1,…,k?1} such that |c(v _i )?c(v _j )|≥r for every two adjacent vertices v _i ,v _j , |c(e _i )?c(e _j )|≥s for every two adjacent edges e _i ,e _j , and |c(v _i )?c(e _j )|≥t for all pairs of incident vertices and edges, respectively. The [r,s,t]-chromatic number χ _r,s,t (G) of G is defined to be the minimum k such that G admits an [r,s,t]-coloring. We determine χ _r,s,t (K _n,n ) in all cases.     

On Some Optimal Constructions of Chess Tournament Combinations

An optimal solution for the following “chess tournament” problem is given. Let n, r be positive integers such that r<n. Put N=2n, R=2r+1. Let X_N,R be the set of all ordered pairs (T, A) of matrices of degree N such that T=(t_ij) is symmetric, A=(a_ij) is skew-symmetric, t_ij ∈,{0, 1, 2,…, R), a_ij ∈{0,1,–1}. Moreover, suppose t_ii=a_ii=0 (1?i?N). t_ij = t_ik>0 implies j=k, t_ij=0 is equivalent to a_ij=0, and |a_i1|+|a_i2|+…+|a_iN|=R (1?i?N). Let p(T, A) be the number of i such that 1?i?N and a_i1 + a_i2 + … + a_iN >0. The main result of this note is to show that max p(T, A) for (T, A)∈X_{N, R} is equal to [n(2r+1)/(r+1)], and a pair (T₀, A₀) satisfying p(T₀, A₀)=[n(2r+1)/(r+1)] is also given.     

Determinantal varieties over truncated polynomial rings

We study components and dimensions of higher-order determinantal varieties obtained by considering generic m×n (m?n) matrices over rings of the form F[t]/(t^k), and for some fixed r, setting the coefficients of powers of t of all r×r minors to zero. These varieties can be interpreted as spaces of (k−1)th order jets over the classical determinantal varieties; a special case of these varieties first appeared in a problem in commuting matrices. We show that when r=m, the varieties are irreducible, but when r<m, these varieties are reducible. We show that when r=2<m (any k), there are exactly ⌊k/2⌋+1 components, which we determine explicitly, and for general r<m, we show there are at least ⌊k/2⌋+1 components. We also determine the components explicitly for k=2 and 3 for all values of r (for k=3 for all but finitely many pairs of (m,n)).     

Exact laws for sums of ratios of order statistics from the Pareto distribution

Consider independent and identically distributed random variables {X _nk, 1 ≤ k ≤ m, n ≤ 1} from the Pareto distribution. We select two order statistics from each row, X _n(i) ≤ X _n(j), for 1 ≤ i < j ≤ = m. Then we test to see whether or not Laws of Large Numbers with nonzero limits exist for weighted sums of the random variables R _ij = X _n(j)/X _n(i).     

Effective computation of singularities of parametric affine curves

Let k be a field of characteristic zero and f(t),g(t) be polynomials in k[t]. For a plane curve parameterized by x=f(t),y=g(t), Abhyankar developed the notion of Taylor resultant (Mathematical Surveys and Monographs, Vol. 35, American Mathematical Society, Providence, RI, 1990) which enables one to find its singularities without knowing its defining polynomial. This concept was generalized as D-resultant by Yu and Van den Essen (Proc. Amer. Math. Soc. 125(3) (1997) 689), which works over an arbitrary field. In this paper, we extend this to a curve in affine n-space parameterized by x₁=f₁(t),…,x_n=f_n(t) over an arbitrary ground field k, where f₁,…,f_n∈k[t]. This approach compares to the usual approach of computing the ideal of the curve first. It provides an efficient algorithm of computing the singularities of such parametric curves using Gröbner bases. Computational examples worked out by symbolic computation packages are included.