On the range of random walk

Let {S _n , n=0, 1, 2, …} be a random walk (S _n being thenth partial sum of a sequence of independent, identically distributed, random variables) with values inE _d , thed-dimensional integer lattice. Letf _n =Prob {S ₁ ≠ 0, …,S _n −1 ≠ 0,S _n =0 |S ₀=0}. The random walk is said to be transient if and strongly transient if . LetR _n =cardinality of the set {S ₀,S ₁, …,S _n }. It is shown that for a strongly transient random walk with p<1, the distribution of [R _n −np]/σ √n converges to the normal distribution with mean 0 and variance 1 asn tends to infinity, where σ is an appropriate positive constant. The other main result concerns the “capacity” of {S ₀, …,S _n }. For a finite setA inE _d , let C(A=Σ _x∈A ) Prob {S _n ∉A, n≧1 |S ₀=x} be the capacity ofA. A strong law forC{S ₀, …,S _n } is proved for a transient random walk, and some related questions are also considered. This research was partially supported by the National Science Foundation.     

On some characterization of probability distributions in Hilbert spaces

Summary The aim of this paper is to prove the following theorem about characterization of probability distributions in Hilbert spaces:Theorem. — Let x₁, x₂, …, x_n be n (n≥3) independent random variables in the Hilbert spaceH, having their characteristic functionals f_k(t) = E[e^i(t,x _k)], (k=1, 2, …, n): let y₁=x₁ + x_n, y₂=x₂ + x_n, …, y_n−1=x_n−1 + x_n. If the characteristic functional f(t₁, t₂, …, t_n−1) of the random variables (y₁, y₂, …, y_n−1) does not vanish, then the joint distribution of (y₁, y₂, …, y_n−1) determines all the distributions of x₁, x₂, …, x_n up to change of location.     

Central polynomials and matrix invariants

LetK be a field, charK=0 andM _n (K) the algebra ofn×n matrices overK. If λ=(λ₁,…,λ _m ) andμ=(μ ₁,…,μ _m ) are partitions ofn ² let wherex ₁,…,x _n ²,y ₁,…,y _n ² are noncommuting indeterminates andS _n ² is the symmetric group of degreen ². The polynomialsF ^{λ, μ} , when evaluated inM _n (K), take central values and we study the problem of classifying those partitions λ,μ for whichF ^{λ, μ} is a central polynomial (not a polynomial identity) forM _n (K). We give a formula that allows us to evaluateF ^{λ, μ} inM(K) in general and we prove that if λ andμ are not both derived in a suitable way from the partition δ=(1, 3,…, 2n−3, 2n−1), thenF ^{λ, μ} is a polynomial identity forM _n (K). As an application, we exhibit a new class of central polynomials forM _n (K). In memory of Shimshon Amitsur Research supported by a grant from MURST of Italy.     

Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables

For a fixed integer n ≥ 2, let X ₁ ,…, X _n be independent random variables (r.v.s) with distributions F ₁,…,F _n , respectively. Let Y be another random variable with distribution G belonging to the intersection of the longtailed distribution class and the O-subexponential distribution class. When each tail of F _i , i = 1,…,n, is asymptotically less than or equal to the tail of G, we derive asymptotic lower and upper bounds for the ratio of the tail probabilities of the sum X ₁ + ⋯ + X _n and Y. By taking different G’s, we obtain general forms of some existing results.     

Spot Self-Replication and Dynamics for the Schnakenburg Model in a Two-Dimensional Domain

The dynamical behavior of multi-spot solutions in a two-dimensional domain Ω is analyzed for the two-component Schnakenburg reaction–diffusion model in the singularly perturbed limit of small diffusivity ε for one of the two components. In the limit ε→0, a quasi-equilibrium spot pattern in the region away from the spots is constructed by representing each localized spot as a logarithmic singularity of unknown strength S _j for j=1,…,K at unknown spot locations x _j ∈Ω for j=1,…,K. A formal asymptotic analysis, which has the effect of summing infinite logarithmic series in powers of −1/log ε, is then used to derive an ODE differential algebraic system (DAE) for the collective coordinates S _j and x _j for j=1,…,K, which characterizes the slow dynamics of a spot pattern. This DAE system involves the Neumann Green’s function for the Laplacian. By numerically examining the stability thresholds for a single spot solution, a specific criterion in terms of the source strengths S _j , for j=1,…,K, is then formulated to theoretically predict the initiation of a spot-splitting event. The analytical theory is illustrated for spot patterns in the unit disk and the unit square, and is compared with full numerical results computed directly from the Schnakenburg model.      

Cycles for Rational Maps of Good Reduction Outside a Prescribed Set

Let K be a number field and S a fixed finite set of places of K containing all the archimedean ones. Let R _S be the ring of S-integers of K. In the present paper we study the cycles in for rational maps of degree ≥2 with good reduction outside S. We say that two ordered n-tuples (P ₀, P ₁,… ,P _n−1) and (Q ₀, Q ₁,… ,Q _n−1) of points of are equivalent if there exists an automorphism A ∈ PGL₂(R _S ) such that P _i = A(Q _i ) for every index i∈{0,1,… ,n−1}. We prove that if we fix two points , then the number of inequivalent cycles for rational maps of degree ≥2 with good reduction outside S which admit P ₀, P ₁ as consecutive points is finite and depends only on S and K. We also prove that this result is in a sense best possible.     

A proof of snevily’s conjecture

We prove Snevily’s conjecture, which states that for any positive integer k and any two k-element subsets {a ₁, …, a _k } and {b ₁, …, b _k } of a finite abelian group of odd order there exists a permutation π ∈ S _k such that all sums a _i + b _π(i) (i ∈ [1, k]) are pairwise distinct.     

A finiteness condition for semigroups which generalizes Green-Rees' theorem

LetS be a finitely generated semigroup. ThenS is finite if every finitely generated subgroup ofS is finite and, for some integerm≥1, for everym-tuplex ₁,x ₂,…x _m of elements ofS there exist an integeri: 1≤i≤m and an integer ρ>1 such that:x _i +1…x _m (x ₁ x ₂…x _m )^ρ=x _i +1…x _m x ₁…x _m . The proof of the result is a direct generalisation of the original one by Green and Rees for the casem=1.     

The symmetry of the partition function of some square ice models

We consider the partition function Z(N; x ₁ , …, x_N, y ₁ , …, y_N) of the square ice model with domain wall boundary conditions. We give a simple proof that Z is symmetric with respect to all its variables when the global parameter a of the model is set to the special value a = e^iπ/3 . Our proof does not use any determinant interpretation of Z and can be adapted to other situations (e.g., to some symmetric ice models).     

Test for properness using residue calculus

We will consider global problems in the ringK[X ₁, …,X _n] on the polynomials with coefficients in a subfieldK ofC. LetP=(P ₁, …,P _n):K ⁿ →K ⁿ be a polynomial map such that (P ₁,…,P _n) is a quasi-regular sequence generating a proper ideal, the main thing we do is to use the algebraic residues theory (as described in [5]) as a computational tool to give some result to test when a map (P ₁, …,P _n) is a proper map by computing a finite number of residue symbols.     

Numerical semigroups: Apéry sets and Hilbert series

Let a ₁,…,a _n be relatively prime positive integers, and let S be the semigroup consisting of all non-negative integer linear combinations of a ₁,…,a _n . In this paper, we focus our attention on AA-semigroups, that is semigroups being generated by almost arithmetic progressions. After some general considerations, we give a characterization of the symmetric AA-semigroups. We also present an efficient method to determine an Apéry set and the Hilbert series of an AA-semigroup. Dedicated to the memory of Ernst S. Selmer (1920–2006), whose calculations revealed the “Selmer group”.     

SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK

Let X,X1,X2 be i. i. d. random variables with EX^2＋δ〈∞ （for some δ〉0）. Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ＊ （n）=supx∈zζ（x,n）,ζ（x,n） =#{0≤k≤n：[Sk]=x}. A strong approximation of ζ（n） by the local time for Wiener process is presented and the limsup type and liminf-type laws of iterated logarithm of the maximum local time ζ＊（n） are obtained. Furthermore,the precise asymptoties in the law of iterated logarithm of ζ＊（n） is proved.     

Regression of polynomial statistics on the sample mean and natural exponential families

A polynomial Q = Q(X ₁, …, X _n ) of degree m in independent identically distributed random variables with distribution function F is an unbiased estimator of a functional q(α ₁(F), …, α _m (F)), where q(u ₁, …, u _m ) is a polynomial in u ₁, …, u _m and α _j (F) is the jth moment of F (assuming the necessary moment of F exists). It is shown that the relation E(Q | X ₁ + … + X n) = 0 holds if and only if q(α ₁(θ), …, α _m (θ)) ≡ 0, where α _j (θ) is the jth moment of the natural exponential family generated by F. This result, based on the fact that X ₁ + … + X n is a complete sufficient statistic for a parameter θ in a sample from a natural exponential family of distributions F _θ(x) = ∫_−∞ ^x e ^θu−k(θ) dF(u), explains why the distributions appearing as solutions of regression problems are the same as solutions of problems for natural exponential families though, at the first glance, the latter seem unrelated to the former.     

Elementary Symmetric Polynomials in Random Variables

The subject of the paper is the probability-theoretic properties of elementary symmetric polynomials σ _k of arbitrary degree k in random variables X _i (i=1,2,…,m) defined on special subsets of commutative rings ℛ _m with identity of finite characteristic m. It is shown that the probability distributions of the random elements σ _k (X ₁,…,X _m ) tend to a limit when m→∞ if X ₁,…,X _m form a Markov chain of finite degree μ over a finite set of states V, V⊂ℛ _m , with positive conditional probabilities. Moreover, if all the conditional probabilities exceed a prescribed positive number α, the limit distributions do not depend on the choice of the chain.      

A Generalisation of Tverberg’s Theorem

We will prove the following generalisation of Tverberg’s Theorem: given a set S⊂ℝ ^d of (r+1)(k−1)(d+1)+1 points, there is a partition of S in k sets A ₁,A ₂,…,A _k such that for any C⊂S of at most r points, the convex hulls of A ₁\C,A ₂\C,…,A _k \C are intersecting. This was conjectured first by Natalia García-Colín (Ph.D. thesis, University College of London, 2007).     

A Polynomial-Time Algorithm to Approximate the Mixed Volume within a Simply Exponential Factor

Let K=(K ₁,…,K _n ) be an n-tuple of convex compact subsets in the Euclidean space R ⁿ , and let V(⋅) be the Euclidean volume in R ⁿ . The Minkowski polynomial V _K is defined as V _K (λ ₁,…,λ _n )=V(λ ₁ K ₁+⋅⋅⋅+λ _n K _n ) and the mixed volume V(K ₁,…,K _n ) as

Approximations simultanées de nombres algébriques de Q p par des rationnels

 In this paper, we prove that if β₁,…, β _n are p-adic numbers belonging to an algebraic number field K of degree n + 1 over Q such that 1, β₁,…,β _n are linearly independent over Z, there exist infinitely many sets of integers (q ₀,…, q _n ), with q ₀ ≠ 0 and

Characterization of polynomials and divided difference

For distinct points x₁,x₂,…,x_n in ℛ (the reals), letϕ[x₁, x₂,…,x_n] denote the divided difference ofϕ. In this paper, we determine the general solutionϕ,g: ℛ → ℛ of the functional equationϕ[x₁,x₂,…,x_n] =g(x₁,+ x₂ + … + x_n) for distinct x₁,x₂,…, x_n in ℛ without any regularity assumptions on the unknown functions.     

On Large Deviations of Multivariate Heavy-Tailed Random Walks

Let {S _n ;n=1,2,…} be a random walk in R ^d and E(S ₁)=(μ ₁,…,μ _d ). Let a _j >μ _j for j=1,…,d and A=(a ₁,∞)×⋅⋅⋅×(a _d ,∞). We are interested in the probability P(S _n /n∈A) for large n in the case where the components of S ₁ are heavy tailed. An objective is to associate an exact power with the aforementioned probability. We also derive sharper asymptotic bounds for the probability and show that in essence, the occurrence of the event {S _n /n∈A} is caused by large single increments of the components in a specific way.      

New global optima results for the Kauffman NK model: handling dependency

The Kauffman NK model has been used in theoretical biology, physics and business organizations to model complex systems with interacting components. This paper presents new global optima results for the NK model by developing tools for handling dependency in the cases where K grows with N; this generalizes the previous work that focused on the analysis of the (independent) case K=N−1. A dependency graph is defined and studied to handle dependencies among underlying random variables in the NK model. Order statistics (with dependencies) and the expected value of the global optima, E _{N, K} , are bounded using equitable coloring of the dependency graph. These bounds convert the problem of bounding order statistics of dependent random variables into that of independent random variables while incorporating quantitative information about the mutual dependencies between the underlying random variables. An alternative upper bound on E _{N, K} using direct arguments is also proposed. A detailed analysis of E _{N, K} for K close to N (K=N−α and K=β N, α ∈ Z ⁺,β ∈ (0,1)) is given for underlying uniform and normal distributions. Finally, for bounded underlying distributions, the global optima is shown to be concentrated around its mean E _{N, K} .