First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

Strong approximation for cross-covariances of linear variables with long-range dependence

Suppose {_k, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {c_j}^∞_j=0, {d_j}^∞_j=0 are sequences of real numbers such that Σ_jc²_j < ∞, Σ_jd²_j < ∞. Then, under appropriate moment conditions on {_k, −∞ < k < ∞}, y_k Σ^∞_j=0c_jk-j, z_k Σ^∞_j=0d_jk-j exist almost surely and in ⁴ and the question of Gaussian approximation to S_[t]Σ^[t]_k=1 (y_k z_k − E{y_k z_k}) becomes of interest. Prior to this work several related central limit theorems and a weak invariance principle were proven under stationary assumptions. In this note, we demonstrate that an almost sure invariance principle for S_[t], with error bound sharp enough to imply a weak invariance principle, a functional law of the iterated logarithm, and even upper and lower class results, also exists. Moreover, we remove virtually all constraints on _k for “time” k ≤ 0, weaken the stationarity assumptions on {_k, −∞ < k < ∞}, and improve the summability conditions on {c_j}^∞_j=0, {d_j}^∞_j=0 as compared to the existing weak invariance principle. Applications relevant to this work include normal approximation and almost sure fluctuation results in sample covariances (let d_j = c_j-m for j ≥ m and otherwise 0), quadratic forms, Whittle's and Hosoya's estimates, adaptive filtering and stochastic approximation.     

On neighborhood condition for graphs to have [a,b]-factors

Let G be a graph of order n, and let a and b be integers such that 1a<b. Let δ(G) be the minimum degree of G. Then we prove that if δ(G)(k−1)a, n(a+b)(k(a+b)−2)/b, and |N_G(x₁)N_G(x₂)N_G(x_k)|an/(a+b) for any independent subset {x₁,x₂,…,x_k} of V(G), where k2, then G has an [a,b]-factor. This result is best possible in some sense.     

Length-bounded disjoint paths in planar graphs

The following problem is considered: given: an undirected planar graph G=(V,E) embedded in , distinct pairs of vertices {r₁,s₁},…,{r_k,s_k} of G adjacent to the unbounded face, positive integers b₁,…,b_k and a function ; find: pairwise vertex-disjoint paths P₁,…,P_k such that for each i=1,…,k, P_i is a r_i−s_i-path and the sum of the l-length of all edges in P_i is at most b_i. It is shown that the problem is NP-hard in the strong sense. A pseudo-polynomial-time algorithm is given for the case of k=2.     

Error bounds on the power method for determining the largest eigenvalue of a symmetric, positive definite matrix

Let A be a positive definite, symmetric matrix. We wish to determine the largest eigenvalue, λ₁. We consider the power method, i.e. that of choosing a vector v₀ and setting v_k = A^kv₀; then the Rayleigh quotients R_k = (Av_k, v_k)/(v_k, v_k) usually converge to λ₁ as k → ∞ (here (u, v) denotes their inner product). In this paper we give two methods for determining how close R_k is to λ₁. They are both based on a bound on λ₁ − R_k involving the difference of two consecutive Rayleigh quotients and a quantity ω_k. While we do not know how to directly calculate ω_k, we can given an algorithm for giving a good upper bound on it, at least with high probability. This leads to an upper bound for λ₁ − R_k which is proportional to (λ₂/λ₁)^2k, which holds with a prescribed probability (the prescribed probability being an arbitrary δ > 0, with the upper bound depending on δ).     

k-Lucas numbers and associated bipartite graphs

For a positive integer k2, the k-Fibonacci sequence {g_n^(k)} is defined as: g₁^(k)==g_k−2^(k)=0, g_k−1^(k)=g_k^(k)=1 and for n>k2, g_n^(k)=g_n−1^(k)+g_n−2^(k)++g_n−k^(k). Moreover, the k-Lucas sequence {l_n^(k)} is defined as l_n^(k)=g_n−1^(k)+g_n+k−1^(k) for n1. In this paper, we consider the relationship between g_n^(k) and l_n^(k) and 1-factors of a bipartite graph.     

The game of n-times nim

The following game is considered. The first player can take any number of stones, but not all the stones, from a single pile of stones. After that, each player can take at most n-times as many as the previous one. The player first unable to move loses and his opponent wins. Let f₁,f₂,… be an initial sequence of stones in increasing order, such that the second player has a winning strategy when play begins from a pile of size f_i. It is proved that there exist constants c=c(n) and k₀=k₀(n) such that f_k+1=f_k+f_k−c for all k>k₀, and lim_n→∞ c(n)/(nlogn)=1.     

The smallest degree sum that yields potentially kCℓ-graphic sequences

Gould et al. (Combinatorics, Graph Theory and Algorithms, Vol. 1, 1999, pp. 387–400) considered a variation of the classical Turán-type extremal problems as follows: For a given 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_nσ(H,n) has a realization G containing H as a subgraph. In this paper, for given integers k and ℓ, ℓ7 and 3kℓ, we completely determine the smallest even integer σ(_kC_ℓ,n) such that each n-term graphic sequence π=(d₁,d₂,…,d_n) with term sum σ(π)=d₁+d₂++d_nσ(_kC_ℓ,n) has a realization G containing a cycle of length r for each r, krℓ.     

On a question about sum-free sequences

An increasing sequence of positive integers {n₁, n₂, …} is called a sum-free sequence if every term is never a sum of distinct smaller terms. We prove that there exist sum-free sequences {n_k} with polynomial growth and such that lim_k→∞ n_k+1/n_k = 1.     

Measurements of edge-uncolorability

Cubic bridgeless graphs with chromatic index four are called uncolorable. We introduce parameters measuring the uncolorability of those graphs and relate them to each other. For k=2,3, let c_k be the maximum size of a k-colorable subgraph of a cubic graph G=(V,E). We consider r₃=|E|−c₃ and . We show that on one side r₃ and r₂ bound each other, but on the other side that the difference between them can be arbitrarily large. We also compare them to the oddness ω of G, the smallest possible number of odd circuits in a 2-factor of G. We construct cyclically 5-edge connected cubic graphs where r₃ and ω are arbitrarily far apart, and show that for each 1c<2 there is a cubic graph such that ωcr₃. For k=2,3, let ζ_k denote the largest fraction of edges that can be k-colored. We give best possible bounds for these parameters, and relate them to each other.     

The existence of Schröder designs with equal-sized holes

A holey Schröder design of type h₁^n₁h₂^n₂ … h_k^n_k (HSD(h₁^n₁h₂^n₂ … h_k^n_k)) is equivalent to a frame idempotent Schröder quasigroup (FISQ(h₁^n₁h₂^n₂ … h_k^n_k)) of order n with n_i missing subquasigroups (holes) of order h_i, (1 i k), which are disjoint and spanning, that is, Σ_{1 i k} n_ih_i = n. In this paper, it is shown that an HSD(hⁿ) exists if and only if h²n(n − 1) 0 (mod 4) with expceptions (h, n) ε {{(1,5),(1,9),(2,4)}} and the possible exception of (h, n) = (6,4).     

A uniform asymptotic expansion of the single variable Bell polynomials

In this paper, we investigate the uniform asymptotic behavior of the single variable Bell polynomials on the negative real axis, to which all zeros belong. It is found that there exists an ascending sequence {Z_k}₁^∞(−e,0) such that the polynomials are represented by a finite sum of infinite asymptotic series, each in terms of the Airy function and its derivative, and the number of series under this sum is 1 in the interval (−∞,Z₁) and k+1 in [Z_k,Z_k+1), k1. Furthermore, it is shown that an asymptotic expansion, also in terms of Airy function and its derivative, completed with error bounds, holds uniformly in (−∞,−δ] for positive δ.     

Loopless generation of up–down permutations

An up–down permutation P=(p₁,p₂,…,p_n) is a permutation of the integers 1 to n which satisfies constraints specified by a sequence C=(c₁,c₂,…,c_n−1) of U's and D's of length n−1. If c_i is U then p_i<p_i+1 otherwise p_i−1>p_i. A loopless algorithm is developed for generating all the up–down permutations satisfying any sequence C. Ranking and unranking algorithms are discussed.     

Cycle decompositions of crowns

For an integer n3, the crown S_n⁰ is defined to be the graph with vertex set {x₀,x₁,…,x_n−1,y₀,y₁,…,y_n−1} and edge set {x_iy_j: 0i,jn−1, i≠j}. In this paper we give some sufficient conditions for the edge decomposition of the crown into isomorphic cycles.     

Gowers norms and pseudorandom measures of subsets

Let $A \subset {{\Bbb Z}_N}$, and ${f_A}(s) = \left\{ {\begin{array}{*{20}{l}}{1 - \frac{{|A|}}{N},}&{{\rm{for}}\;s \in A,}\\{ - \frac{{|A|}}{N},}&{{\rm{for}}\;s \notin A.}\end{array}} \right.$ We define the pseudorandom measure of order k of the subset A as follows, P_k(A, N) = $\begin{array}{*{20}{c}}{\max }\\D\end{array}$|$\mathop \Sigma \limits_{n \in {\mathbb{Z}_N}}$f_A(n + c₁)f_A(n + c₂) … f_A(n + c_k)|, where the maximum is taken over all D = (c₁, c₂, . . . , c_k) ∈ ${\mathbb{Z}^k}$ with 0 ≤ c₁ < c₂ < … < c_k ≤ N - 1. The subset A ⊂ ${{\mathbb{Z}_N}}$ is considered as a pseudorandom subset of degree k if P_k(A, N) is “small” in terms of N. We establish a link between the Gowers norm and our pseudorandom measure, and show that “good” pseudorandom subsets must have “small” Gowers norm. We give an example to suggest that subsets with “small” Gowers norm may have large pseudorandom measure. Finally, we prove that the pseudorandom subset of degree L(k) contains an arithmetic progression of length k, where L(k) = 2·lcm(2, 4, . . . , 2|$\frac{k}{2}$|), for k ≥ 4, and lcm(a₁, a₂, . . . , a_l) denotes the least common multiple of a₁, a₂, . . . , a_l.     

Boundedness and asymptotic behavior of the solutions of a fuzzy difference equation

In this paper we study the existence, the uniqueness, the boundedness and the asymptotic behavior of the positive solutions of the fuzzy difference equation x_n+1=∑_i=0^kA_i/x_n−i^p_i, where k{1,2,…,}, A_i, i{0,1,…,k}, are positive fuzzy numbers, p_i, i{0,1,…,k}, are positive constants and x_i, i{−k,−k+1,…,0}, are positive fuzzy numbers.     

Cycle-saturated graphs of minimum size

A graph G is called C_k-saturated if G contains no cycles of length k but does contain such a cycle after the addition of any new edge. Bounds are obtained for the minimum number of edges in C_k-saturated graphs for all k ≠ 8 or 10 and n sufficiently large. In general, it is shown that the minimum is between n + c₁n/k and n + c₂n/k for some positive constants c₁ and C₂. Our results provide an asymptotic solution to a 15-year-old problem of Bollobás.     

Densest translational lattice packing of non-convex polygons

A translational lattice packing of k polygons P₁,P₂,P₃,…,P_k is a (non-overlapping) packing of the k polygons which is replicated without overlap at each point of a lattice i₀v₀+i₁v₁, where v₀ and v₁ are vectors generating the lattice and i₀ and i₁ range over all integers. A densest translational lattice packing is one which minimizes the area |v₀×v₁| of the fundamental parallelogram. An algorithm and implementation is given for densest translational lattice packing. This algorithm has useful applications in industry, particularly clothing manufacture.     

Extremal properties of strong quadrature weights and maximal mass results for truncated strong moment problems

A bisequence of complex numbers {μ_n}_−∞^∞ determines a strong moment functional satisfying L[xⁿ] = μ_n. If is positive-definite on a bounded interval (a,b) R{0}, then has an integral representation , n=0, ±1, ±2,…, and quadrature rules {w_ni,x_ni} exist such that μ_k = ∑_i=i^n_ns_ni^kw_ni. This paper is concerned with establishing certain extremal properties of the weights w_ni and using these properties to obtain maximal mass results satisfied by distributions ψ(x) representing when only a finite bisequence of moments {μ_k}_k=−nⁿ⁻¹ is given.     

On the Equation n_1n_2= n_3n_4 Restricted to Factor Closed Sets

We study the number of solutions N(B,F) of the diophantine equation n_1n_2 = n_3 n_4,where 1 ≤ n_1 ≤ B,1 ≤ n_3 ≤ B,n_2,n_4 ∈ F and F[1,B] is a factor closed set.We study more particularly the case when F={m = p_1~(ε1)···p_k~(εk),ε_j∈{0,1},1 ≤ j ≤ k},p_1,...,p_k being distinct prime numbers.