Limiting size index distributions for ball-bin models with Zipf-type frequencies

We consider a random ball-bin model where balls are thrown randomly and sequentially into a set of bins. The frequency of choices of bins follows the Zipf-type (power-law) distribution; that is, the probability with which a ball enters the ith most popular bin is asymptotically proportional to 1/i ^α , α > 0. In this model, we derive the limiting size index distributions to which the empirical distributions of size indices converge almost surely, where the size index of degree k at time t represents the number of bins containing exactly k balls at t. While earlier studies have only treated the case where the power α of the Zipf-type distribution is greater than unity, we here consider the case of α ≤ 1 as well as α > 1. We first investigate the limiting size index distributions for the independent throw models and then extend the derived results to a case where bins are chosen dependently. Simulation experiments demonstrate not only that our analysis is valid but also that the derived limiting distributions well approximate the empirical size index distributions in a relatively short period.     

Quintuplets of orthoprojectors associated by a linear relation

We consider the equation α₁ P ₁ + α₂ P ₂ + … α _n P _n = I over orthoprojectors P ₁, … ,P _n in a Hilbert space. We show that the set of real parameters (α₁, … α _n ) for which there exists a solution of this equation in orthoprojectors contains an open set from ℝ⁵.     

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).     

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.      

Efficient algorithms for heavy-tail analysis under interval uncertainty

Most applications of statistics to science and engineering are based on the assumption that the corresponding random variables are normally distributed, i.e., distributed according to Gaussian law in which the probability density function ρ(x) exponentially decreases with x: ρ(x)∼exp (−k⋅x ²). Normal distributions indeed frequently occur in practice. However, there are also many practical situations, including situations from mathematical finance, in which we encounter heavy-tailed distributions, i.e., distributions in which ρ(x) decreases as ρ(x)∼x ^−α . To properly take this uncertainty into account when making decisions, it is necessary to estimate the parameters of such distributions based on the sample data x ₁,…,x _n —and thus, to predict the size and the probabilities of large deviations. The most well-known statistical estimates for such distributions are the Hill estimator H for α and the Weismann estimator W for the corresponding quantiles.     

基于双论域模糊粗糙集的应急决策模型与方法

以突发危机事件应急决策为应用背景,讨论了双论域上模糊粗糙集的基本理论,建立了基于模糊相容关系的双论域模糊粗糙集模型. 在此基础上,把突发危机事件应急决策转化为一个具有模糊决策对象的双论域决策近似空间上的粗糙近似问题,构建了基于双论域模糊粗糙集的应急决策模型.首先在双论域近似空间中计算模糊决策对象的上(下)近似,进而结合经典非确定型决策的思想给出了突发危机事件应急决策的规则.同时,给出了模型的算法.该模型给出了一种在不完全信息环境下应急决策的方法,给出了在充分考虑决策者个人偏好信息基础上的决策置信度以及最优决策规则.该方法能够比较充分地符合应急决策信息不充分、资源有限以及时间紧迫的基本特征, 进而对突发危机事件应急决策提供科学的理论基础和现实的决策方法.最后,通过应用算例说明了模型的应用过程,结果验证了本文给出模型的有效性。     

Commutator equations in free groups

Letf ₁, …,f _n be free generators of a free groupF. We consider the equation [z ₁, …,z _n]_ω. where ω and ω′ indicate the disposition of brackets in the higher commutators [z ₁, …,z _n]_ω and [f ₁, …,f _n]_ω. We give a necessary and sufficient condition on ω and ω′ for the existence of solutions of this equation. It is also shown that for any solutionz ₁=r₁, …,z _z=r _n we have <r ₁, …,r _n>=〈f ₁, …f _n〉.     

Robust solutions to uncertain linear complementarity problems

In this paper,we adopt the robust optimization method to consider linear complementarity problems in which the data is not specified exactly or is uncertain,and it is only known to belong to a prescribed uncertainty set.We propose the notion of the p- robust counterpart and the p-robust solution of uncertain linear complementarity problems.We discuss uncertain linear complementarity problems with three different uncertainty sets,respectively,including an unknown-but-bounded uncertainty set,an ellipsoidal uncertainty set and an intersection-of-ellipsoids uncertainty set,and present some sufficient and necessary(or sufficient) conditions which p- robust solutions satisfy.Some special cases are investigated in this paper.     

Random weighting,asymptotic counting,and inverse isoperimetry

For a family X of k-subsets of the set {1, …, n}, let |X| be the cardinality of X and let Γ(X, μ) be the expected maximum weight of a subset from X when the weights of 1, …, n are chosen independently at random from a symmetric probability distribution μ on ℝ. We consider the inverse isoperimetric problem of finding μ for which Γ(X, μ) gives the best estimate of ln |X|. We prove that the optimal choice of μ is the logistic distribution, in which case Γ(X, μ) provides an asymptotically tight estimate of ln |X| as k ⁻¹ ln |X} grows. Since in many important cases Γ(X, μ) can be easily computed, we obtain computationally efficient approximation algorithms for a variety of counting problems. Given μ, we describe families X of a given cardinality with the minimum value of Γ(X, μ), thus extending and sharpening various isoperimetric inequalities in the Boolean cube. The research of the first author was partially supported by NSF Grants DMS 9734138 and DMS 0400617. The research of the second author was partially supported by ISF Grant 039-7165 and by GIF grant I-2052.     

Minimax risk over quadratically convex sets

We consider the problem of estimating a vector θ = (θ₁, θ₂,…) ∈ Θ ⊂ l ₂ from observations y _i = θ _i + σ _i x _i , i = 1, 2,…, where the random values x _i are N(0, 1), independent, and identically distributed, the parametric set Θ is compact, orthosymmetric, convex, and quadratically convex. We show that in that case, the minimax risk is not very different from sup?_L( P) \sup {\Re_L}\left( \Pi \right) , where ?_L( P) {\Re_L}\left( \Pi \right) is the minimax linear risk in the same problem with parametric set Π, and sup is taken over all the hyperrectangles Π ⊂ Θ. Donoho, Liu, and McGibbon (1990) have obtained this result for the case of equal σ _i , i = 1, 2,…. Bibliography: 4 titles.     

The zeta function of a simplicial complex

Given a simplicial complex δ on vertices {1, …,n} and a fieldF we consider the subvariety of projective (n−1)-space overF consisting of points whose homogeneous coordinates have support in δ. We give a simple rational expression for the zeta function of this singular projective variety overF _q and show a close connection with the Betti numbers of the corresponding variety over ℂ. This connection is particularly simple in the case when Δ is Cohen-Macaulay.     

Infinite paths in a Lorentz lattice gas model

We consider infinite paths in an illumination problem on the lattice ℤ², where at each vertex, there is either a two-sided mirror (with probability p≥ 0) or no mirror (with probability 1 −p). The mirrors are independently oriented NE-SW or NW-SE with equal probability. We consider beams of light which are shone from the origin and deflected by the mirrors. The beam of light is either periodic or unbounded. The novel feature of this analysis is that we concentrate on the measure on the space of paths. In particular, under the assumption that the set of unbounded paths has positive measure, we are able to establish a useful ergodic property of the measure. We use this to prove results about the number and geometry of infinite light beams. Extensions to higher dimensions are considered. Received: 14 November 1996 / Revised version: 1 September 1998     

Super-Brownian motion with reflecting historical paths

We consider super-Brownian motion whose historical paths reflect from each other, unlike those of the usual historical super-Brownian motion. We prove tightness for the family of distributions corresponding to a sequence of discrete approximations but we leave the problem of uniqueness of the limit open. We prove a few results about path behavior for processes under any limit distribution. In particular, we show that for any γ > 0, a “typical” increment of a reflecting historical path over a small time interval Δt is not greater than (Δt)^3/4−γ. Received: 16 March 2000 / Revised version: 26 February 2001 / Published online: 9 October 2001     

Equivalence of commutation relations

We consider C*-algebras of commutation relations over the fields ℚ _p, p = 2, 3, 5, …, ∞. We describe all the irreducible separable representations of these algebras. We prove that the algebras are not isomorphic at different p. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 157, No. 3, pp. 406–412, December, 2008.     

A property of the renewal counting process with application to the finite-time ruin probability

We consider the renewal counting process , where θ ₁ , θ ₂ ,… are nonnegative independent identically distributed nondegenerate random variables with finite mean. The asymptotics for the tail of the exponential moment are derived. The obtained results are applied to the finite-time ruin probability in a renewal risk model.     

Continued radicals

If a ₁,a ₂,…,a _n are nonnegative real numbers and , then f ₁○f ₂○⋅⋅⋅○f _n (0) is a nested radical with terms a ₁,…,a _n . If it exists, the limit as n→∞ of such an expression is a continued radical. We consider the set of real numbers S(M) representable as a continued radical whose terms a ₁,a ₂,… are all from a finite set M. We give conditions on the set M for S(M) to be (a) an interval, and (b) homeomorphic to the Cantor set.