Linear Complexity,k-Error Linear Complexity,and the Discrete Fourier Transform

Complexity measures for sequences of elements of a finite field play an important role in cryptology. We focus first on the linear complexity of periodic sequences. By means of the discrete Fourier transform, we determine the number of periodic sequences S with given prime period length N and linear complexity L_N, 0(S)=c as well as the expected value of the linear complexity of N-periodic sequences. Cryptographically strong sequences should not only have a large linear complexity, but also the change of a few terms should not cause a significant decrease of the linear complexity. This requirement leads to the concept of the k-error linear complexity L_N, k(S) of sequences S with period length N. For some k and c we determine the number of periodic sequences S with given period length N and L_N, k(S)=c. For prime N we establish a lower bound on the expected value of the k-error linear complexity.     

On lattice profile of the elliptic curve linear congruential generators

Lattice tests are quality measures for assessing the intrinsic structure of pseudorandom number generators. Recently a new lattice test has been introduced by Niederreiter and Winterhof. In this paper, we present a general inequality that is satisfied by any periodic sequence. Then, we analyze the behavior of the linear congruential generators on elliptic curves (EC-LCG) under this new lattice test and prove that the EC-LCG passes it up to very high dimensions. We also use a result of Brandstätter and Winterhof on the linear complexity profile related to the correlation measure of order $k$ to present lower bounds on the linear complexity profile of some binary sequences derived from the EC-LCG.     

Optimal proportional reinsurance with common shock dependence

In this paper, we consider the optimal proportional reinsurance strategy in a risk model with multiple dependent classes of insurance business, which extends the work of Liang and Yuen (2014) to the case with the reinsurance premium calculated under the expected value principle and to the model with two or more classes of dependent risks. Under the criterion of maximizing the expected exponential utility, closed-form expressions for the optimal strategies and value function are derived not only for the compound Poisson risk model but also for the diffusion approximation risk model. In particular, we find that the optimal reinsurance strategies under the expected value premium principle are very different from those under the variance premium principle in the diffusion risk model. The former depends not only on the safety loading, time and interest rate, but also on the claim size distributions and the counting processes, while the latter depends only on the safety loading, time and interest rate. Finally, numerical examples are presented to show the impact of model parameters on the optimal strategies.     

The expectation and variance of the joint linear complexity of random periodic multisequences

The linear complexity of sequences is one of the important security measures for stream cipher systems. Recently, in the study of vectorized stream cipher systems, the joint linear complexity of multisequences has been investigated. By using the generalized discrete Fourier transform for multisequences, Meidl and Niederreiter determined the expectation of the joint linear complexity of random N-periodic multisequences explicitly. In this paper, we study the expectation and variance of the joint linear complexity of random periodic multisequences. Several new lower bounds on the expectation of the joint linear complexity of random periodic multisequences are given. These new lower bounds improve on the previously known lower bounds on the expectation of the joint linear complexity of random periodic multisequences. By further developing the method of Meidl and Niederreiter, we derive a general formula and a general upper bound for the variance of the joint linear complexity of random N-periodic multisequences. These results generalize the formula and upper bound of Dai and Yang for the variance of the linear complexity of random periodic sequences. Moreover, we determine the variance of the joint linear complexity of random periodic multisequences with certain periods.     

一类随机利率下的确定年金

我们考虑在一定的约束条件下利率是随机变量的某些确定年金的现值的计算问题,目的在于研究给付现值的期望和方差.本文给出两种方法计算在某些年内一类延付年金的现值之和的期望和方差,获得了给付现值的方差的递推关系,并且解决了这些关系,这在计算简单方面明显地更好.     

The research and progress of the enumeration of lattice paths

The enumeration of lattice paths is an important counting model in enumerative combinatorics. Because it can provide powerful methods and technical support in the study of discrete structural objects in different disciplines, it has attracted much attention and is a hot research field. In this paper, we summarize two kinds of the lattice path counting models that are single lattice paths and family of nonintersecting lattice paths and their applications in terms of the change of dimensions, steps, constrained conditions, the positions of starting and end points, and so on. (1) The progress of classical lattice path such as Dyck lattice is introduced. (2) A method to study the enumeration of lattice paths problem by generating function is introduced. (3) Some methods of studying the enumeration of lattice paths problem by matrix are introduced. (4) The family of lattice paths problem and some counting methods are introduced. (5) Some applications of family of lattice paths in symmetric function theory are introduced, and a related open problem is proposed.     

Logistic混沌系统分形特性研究

对Logistic序列进行研究,利用Matlab数值模拟,通过计算不同初值、不同参数对应的混沌序列的计盒维数,得出结论:只要在数据充分的情况下,Logistic系统的分形维数基本由参数λ决定,与系统初值无关;同时计盒维数并非像熵一样随Logistic系统的参数λ增大而增大.     

Generalizing variance to allow the inclusion of decision attitude in decision making under uncertainty

The problem of decision making under uncertainty is considered. It is noted that an alternative is described in terms of an uncertainty profile. We observe that a major difficulty in the decision process is the comparison of these uncertainty profiles. We discuss the need for introducing some features of an uncertainty profile to help simplify this comparison. We note that the quantification of these simplifying features involves some subjective considerations about the decision makers preferences. We introduce the idea of the decision maker’s attitudinal character to help in the formulation of these considerations. We then investigate two important features associated with an uncertainty profile. The first, the representative value, is a generalization of expected value commonly used under probabilistic uncertainty. The second, called the measure of deviation, provides a generalization of the concept of variance. We show how these new measures allows us to consider uncertainty profiles other then just the probabilistic one. They also allow us introduce other decision maker attitudes then the one implicitly assumed with the expected value and variance.     

Positive Discrete Spectrum of the Evolutionary Operator of Supercritical Branching Walks with Heavy Tails

We consider a continuous-time symmetric supercritical branching random walk on a multidimensional lattice with a finite set of the particle generation centres, i.e. branching sources. The main object of study is the evolutionary operator for the mean number of particles both at an arbitrary point and on the entire lattice. The existence of positive eigenvalues in the spectrum of an evolutionary operator results in an exponential growth of the number of particles in branching random walks, called supercritical in the such case. For supercritical branching random walks, it is shown that the amount of positive eigenvalues of the evolutionary operator, counting their multiplicity, does not exceed the amount of branching sources on the lattice, while the maximal of these eigenvalues is always simple. We demonstrate that the appearance of multiple lower eigenvalues in the spectrum of the evolutionary operator can be caused by a kind of ‘symmetry’ in the spatial configuration of branching sources. The presented results are based on Green’s function representation of transition probabilities of an underlying random walk and cover not only the case of the finite variance of jumps but also a less studied case of infinite variance of jumps.     

Linear complexity profile of binary sequences with small correlation measure

Summary A high linear complexity profile is a desirable feature of sequences used for cryptographical purposes. For a given binary sequence we estimate its linear complexity profile in terms of the correlation measure, which was introduced by Mauduit and Sárk?zy. We apply this result to certain periodic sequences including Legendre sequences, Sidelnikov sequences and other sequences related to the discrete logarithm.     

A nonparametric procedure to detect periods in time series

Suppose that for a given time series the experimenter knows that it has a certain periodic property and that he wishes to find out the length of the period. For this problem a nonparametric procedure is proposed. It consists of a new smoothing technique based on Kendall's Tau and a specific counting method. The procedure is studied under a simple model of periodic time series which are composed of periodic (deterministic) functions, a linear trend and exchangeable (stochastic) sequences. The performance of the procedure is illustrated by a simple example.     

Size of downsets in the pushing order and a problem of Berlekamp

The shifting technique is a useful tool in extremal set theory. It was successfully used and developed by Levon Khachatrian to obtain many significant results. The shifting operation also referred to as pushing gives rise to a partial order called pushing order. Here we consider the problem of determination of the size of special downsets in this order. For the analysis, the pushing order will be expressed isomorphically in terms of lattice paths and of majorization of sequences. In the case that the sequences under consideration are periodic the generating function for the numbers arising in an old combinatorial problem due to Berlekamp will be determined.     

Instability of cnoidal‐peak for the NLS‐δ equation

We study the existence and stability of standing waves for the periodic cubic nonlinear Schrödinger equation with a point defect determined by the periodic Dirac distribution at the origin. We show that this model admits a smooth curve of periodic‐peak standing wave solutions with a profile determined by the Jacobi elliptic function of cnoidal type. Via a perturbation method and continuation argument, we obtain that in the repulsive defect, the cnoidal‐peak standing wave solutions are unstable in $H^1_{per}$ with respect to perturbations which have the same period as the wave itself. Global well‐posedness is verified for the Cauchy problem in $H^1_{per}$ .     

Optimal reinsurance and investment policies with the CEV stock market

In this paper, under the criterion of maximizing the expected exponential utility of terminal wealth, we study the optimal proportional reinsurance and investment policy for an insurer with the compound Poisson claim process. We model the price process of the risky asset to the constant elasticity of variance (for short, CEV) model, and consider net profit condition and variance reinsurance premium principle in our work. Using stochastic control theory, we derive explicit expressions for the optimal policy and value function. And some numerical examples are given.     

The number of lattice paths below a cyclically shifting boundary

We count the number of lattice paths lying under a cyclically shifting piecewise linear boundary of varying slope. Our main result can be viewed as an extension of well-known enumerative formulae concerning lattice paths dominated by lines of integer slope (e.g. the generalized ballot theorem). Its proof is bijective, involving a classical “reflection” argument. Moreover, a straightforward refinement of our bijection allows for the counting of paths with a specified number of corners. We also show how the result can be applied to give elegant derivations for the number of lattice walks under certain periodic boundaries. In particular, we recover known expressions concerning paths dominated by a line of half-integer slope, and some new and old formulae for paths lying under special “staircases.”     

随机利率下的一类特殊年金

研究在随机利率相互独立条件下的某些延付年金的积累值的计算问题,目的在于研究积累值的期望和方差.研究了在随机利率相互独立条件下的期末付虹式年金,期末付平顶虹式年金,期末付倒虹式年金和期末付倒平顶虹式年金的积累值的期望和方差,并且给出了积累值的期望和方差的计算公式.     

Analysis of Bidirectional Ballot Sequences and Random Walks Ending in Their Maximum

Consider non-negative lattice paths ending at their maximum height, which will be called admissible paths. We show that the probability for a lattice path to be admissible is related to the Chebyshev polynomials of the first or second kind, depending on whether the lattice path is defined with a reflective barrier or not. Parameters like the number of admissible paths with given length or the expected height are analyzed asymptotically. Additionally, we use a bijection between admissible random walks and special binary sequences to prove a recent conjecture by Zhao on ballot sequences.     

The connected partition lattice of a graph and the reconstruction conjecture

Previously we showed that many invariants of a graph can be computed from its abstract induced subgraph poset, which is the isomorphism class of the induced subgraph poset, suitably weighted by subgraph counting numbers. In this paper, we study the abstract bond lattice of a graph, which is the isomorphism class of the lattice of distinct unlabelled connected partitions of a graph, suitably weighted by subgraph counting numbers. We show that these two abstract posets can be constructed from each other except in a few trivial cases. The constructions rely on certain generalisations of a lemma of Kocay in graph reconstruction theory to abstract induced subgraph posets. As a corollary, trees are reconstructible from their abstract bond lattice. We show that the chromatic symmetric function and the symmetric Tutte polynomial of a graph can be computed from its abstract induced subgraph poset. Stanley has asked if every tree is determined up to isomorphism by its chromatic symmetric function. We prove a counting lemma, and indicate future directions for a study of Stanley's question.     

周期函数Fourier级数展开式的唯一性

以 2 l为周期的函数 f(x)也可看作周期为 2 kl(k=1 ,2 ,3 ,… ) .设 f(x)满足 Dirichlet充分条件 ,[2 ]证明了按 [1 ]方法展开的以 2 l为周期的 Fourier级数和以 4l为周期的 Fourier级数对应的不同表达形式是一致的 .本文则在 [2 ]的基础上 ,进一步证明了按 [1 ]方法展开的以 2 l为周期的 Fourier级数和以 2 kl(k=1 ,2 ,3 ,… )为周期的 Fourier级数对应的表达式的一致性 ,从而得出结论 :任一周期函数 f(x)按 [1 ]方法展开的Fourier级数是唯一的 .     

Reiterated homogenization of the vector potential formulation of a magnetostatic problem in anisotropic composite media

We present an explicit characterization of the effective coefficients of a family of boundary value problems with multiscale periodic oscillatory coefficients, which correspond to the vector potential formulation of a magnetostatic problem in anisotropic composite media with periodic microstructures. Moreover, we study the Γ-convergence of sequences of multiscale periodic integral functionals depending on the curl of divergence-free fields applying the properties of multiscale Young measures associated with sequences of divergence-free fields.