Sur la quasi-convexité des arcs trinomiaux

From the equationp ^n?k sinnθ?ρ ⁿ sin(n?k)θ=sinkθ we will show that the function σ=σ(θ) is increasing for the arcsA _m , obtained when one putsn=m, k=m?1 andm=3,4,5,… Next, we will study the arcsB _m obtained whenn=m, k=m?2 andm an odd integer larger than 3. In this case, σ(θ) will be shown to be a decreasing function. Finally, the Farey arcsF(p,q;r,s) are obtained whenn=s, k=q, s andq relatively prime. It will be proved that the function σ(θ) is strictly quasi-convex.     

PARAMETER ESTIMATION FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SMALL STABLE NOISES FROM DISCRETE OBSERVATIONS

We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small α-stable noises, observed at n regularly spaced time points ti=i/n, i=1,···,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator (LSE) when a small dispersion parameter ε→0 and n→∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.     

UNIFORM ESTIMATE ON FINITE TIME RUIN PROBABILITIES WITH RANDOM INTEREST RATE

We consider a discrete time risk model in which the net payout (insurance risk) {Xk,k=1,2,···} are assumed to take real values and belong to the heavy-tailed class L ∩ D and the discount factors (financial risk) {Yk,k=1,2,···} concentrate on [θ,L],where 0 θ 1,L∞,{Xk,k=1,2,···},and {Yk, k=1,2,···} are assumed to be mutually independent. We investigate the asymptotic behavior of the ruin probability within a finite time horizon as the initial capital tends to infinity, and figure out that the convergence holds uniformly for all n ≥ 1, which is different from Tang Q H and Tsitsiashvili G (Adv Appl Prob, 2004, 36: 1278–1299).     

CONVERGENCE OF WEIGHTED AVERAGES OF MARTINGALES IN NONCOMMUTATIVE BANACH FUNCTION SPACES

Let x =(xn)n≥1 be a martingale on a noncommutative probability space (M,T) and (wn)n≥1 a sequence of positive numbers such that Wn =n∑k=1wk → ∞ as n → ∞.We prove that x =(xn)n≥1 converges in E(M) if an...     

On the separation power and the completion of partial latin squares

Let n and m be natural numbers, n ? m. The separation power of order n and degree m is the largest integer k = k(n, m) such that for every (0, 1)-matrix A of order n with constant linesums equal to m and any set of k 1's in A there exist (disjoint) permutation matrices P₁,…, P_m such that A = P₁ + … + P_m and each of the k 1's lies in a different P_i. Almost immediately we have 1 ? k(n, m) ? m ? 1, yet in all cases where the value of k(n, m) is actually known it equals m ? 1 (except under the somewhat trivial circumstances of k(n, m) = 1). This leads to a conjecture about the separation power, namely that k(n, m) = m ? 1 if $\text{m ? [}\text{n}\text{2}\text{] + 1}$. We obtain the bound $\text{k(n, m) ? m ? [}\text{n}\text{2}\text{] + 2}$, so that this conjecture holds for n ? 7. We then move on to latin squares, describing several equivalent formulations of the concept. After establishing a sufficient condition for the completion of a partial latin square in terms of the separation power, we can show that the Evans conjecture follows from this conjecture about the separation power. Finally the lower bound on k(n, m) allows us to show, after some calculations, that the Evans conjecture is true for orders n ? 11.     

关于亚纯代数体函数的奇异方向

设T(r, w)满足:lim_{r →∞}lg T(r, w)/lg r =0,lim_r→∞lg T(r, w)/lg lg r =+ ∞, 则一定存在一条方向arg z=θ₀ ,使对任意给定N>0,任意复数 a (至多有2 v个例外值), 有∑_i1/(lg|z_i(a;?(θ₀,δ))|)^N=∞.设T(r, w)满足:lim_r→∞T(r, w)/lg^Kr =+∞,lim_r→+∞lg T(r, w) /lg lg r =M, 则一定存在一条方向argz=θ₀ ,对任意复数a (至多有2 v个例外值),有∑_i1/lg|z_i(a;?(θ₀,δ))|)^σ=∞(σ = M-2或σ = M-2-ε.即使在亚纯函数,这些奇异方向也未见研究.     

Accurate approximation of time-varying matrices of linear differential systems

We consider the problem of the identification of the time-varying matrix A(t) of a linear m-dimensional differential system y′ = A(t)y. We develop an approximation A_n,k = ∑ⁿ_{j ? 1}c_j{Y(t_k + τ_j) Y^?1(t_k) ? I} to A(t_k) for grid points t_k = a + kh, k = 0,…, N using specified τ_j = θ_jh, 0 < θ_j < 1, j = 1, …, n, and show that for each t_k, the L₁ norm of the error matrix is $\text{O}$(hⁿ). We demonstrate an efficient scheme for the evaluation of A_n,k and treat sample problems.     

Regularity of patterns in the factorization of n!

Consider the multiplicities ep₁(n),ep₂(n),…,epk(n) in which the primes p₁,p₂,…,pk appear in the factorization of n!. We show that these multiplicities are jointly uniformly distributed modulo (m₁,m₂,…,mk) for any fixed integers m₁,m₂,…,mk, thus improving a result of Luca and St?nic? [F. Luca, P. St?nic?, On the prime power factorization of n!, J. Number Theory 102 (2003) 298-305]. To prove the theorem, we obtain a result regarding the joint distribution of several completely q-additive functions, which seems to be of independent interest.     

An asymptotically exact algorithm for one modification of planar three-index assignment problem

An m-layer three-index assignment problem is considered which is a modification of the classical planar three-index assignment problem. This problem is NP-hard for m ? 2. An approximate algorithm, solving this problem for 1 < m < n/2, is suggested. The bounds on its quality are proved in the case when the input data (the elements of an m × n × n matrix) are independent identically distributed random variables whose values lie in the interval [a _n, b _n], where b _n > a _n > 0. The time complexity of the algorithm is O(mn ² + m ^7/2). It is shown that in the case of a uniform distribution (and also a distribution of minorized type) the algorithm is asymptotically exact if m = Θ(n ^{1 ? θ} ) and b _n/a _n = o(n ^θ) for every constant θ, 0 < θ < 1.     

A stochastic Ramsey theorem

We establish a stochastic extension of Ramsey's theorem. Any Markov chain generates a filtration relative to which one may define a notion of stopping times. A stochastic colouring is any k-valued (k<∞) colour function defined on all pairs consisting of a bounded stopping time and a finite partial history of the chain truncated before this stopping time. For any bounded stopping time θ and any infinite history ω of the Markov chain, let ω|θ denote the finite partial history up to and including the time θ(ω). Given k=2, for every ?>0, we prove that there is an increasing sequence θ₁<θ₂<? of bounded stopping times having the property that, with probability greater than 1−?, the history ω is such that the values assigned to all pairs (ω|θi,θj), with i<j, are the same. Just as with the classical Ramsey theorem, we also obtain an analogous finitary stochastic Ramsey theorem. Furthermore, with appropriate finiteness assumptions, the time one must wait for the last stopping time (in the finitary case) is uniformly bounded, independently of the probability transitions. We generalise the results to any finite number k of colours.     

Unextendible product bases and 1-factorization of complete graphs

Let f(k₁,…,k_m) be the minimal value of size of all possible unextendible product bases in the tensor product space . We have trivial lower bounds and upper bound k₁?k_m. Alon and Lovász determined all cases such that f(k₁,…,k_m)=n(k₁,…,k_m). In this paper we determine all cases such that f(k₁,…,k_m)=k₁?k_m by presenting a sharper upper bound. We also determine several cases such that f(k₁,…,k_m)=n(k₁,…,k_m)+1 by using a result on 1-factorization of complete graphs.     

On the modular sumset partition problem

A sequence m₁≥m₂≥?≥m_k of k positive integers isn-realizable if there is a partition X₁,X₂,…,X_k of the integer interval [1,n] such that the sum of the elements in X_i is m_i for each i=1,2,…,k. We consider the modular version of the problem and, by using the polynomial method by Alon (1999) [2], we prove that all sequences in Z/pZ of length k≤(p−1)/2 are realizable for any prime p≥3. The bound on k is best possible. An extension of this result is applied to give two results of p-realizable sequences in the integers. The first one is an extension, for n a prime, of the best known sufficient condition for n-realizability. The second one shows that, for n≥(4k)³, an n-feasible sequence of length k isn-realizable if and only if it does not contain forbidden subsequences of elements smaller than n, a natural obstruction forn-realizability.     

On separating systems whose elements are sets of at most k elements

A system A₁,…,A_m of subsets of X?{1,…,n} is called a separating system if for any two distinct elements of X there is a set A_i (1?i?m) that contains exactly one of the two elements. We investigate separating systems where each set A_i has at most k elements and we are looking for minimal separating systems, that means separating systems with the least number of subsets. We call this least number m(n,k). Katona has proved good bounds on m(n,k) but his proof is very complicated. We give a shorter and easier proof. In doing so we slightly improve the upper bound of Katona.     

Higher-order recurrences for Bernoulli numbers

Euler's well-known nonlinear relation for Bernoulli numbers, which can be written in symbolic notation as n(B₀+B₀)=−nBn−1−(n−1)Bn, is extended to n(Bk₁+?+Bkm) for m?2 and arbitrary fixed integers k₁,…,km?0. In the general case we prove an existence theorem for Euler-type formulas, and for m=3 we obtain explicit expressions. This extends the authors' previous work for m=2.     

Collinear subsets of lattice point sequences—An analog of Szemerédi's theorem

Szemerédi's theorem states that given any positive number B and natural number k, there is a number n(k, B) such that if n ? n(k, B) and 0 < a₁ < … < a_n is a sequence of integers with a_n ? Bn, then some k of the a_i form an arithmetic progression. We prove that given any B and k, there is a number m(k, B) such that if m ? m(k, B) and u₀, u₁, …, u_m is a sequence of plane lattice points with ∑_i=1^m…u_i ? u_i?1… ? Bm, then some k of the u_i are collinear. Our result, while similar to Szemerédi's theorem, does not appear to imply it, nor does Szemerédi's theorem appear to imply our result.     

Third order efficiency of conditional tests for exponential families

Let P_η, η = (θ, γ) ∈ Θ × Γ ? $\text{R}$ × $\text{R}$^k, be a (k + 1)-dimensional exponential family. Let $\text{?}{}_{\mathrm{n}}{}^1$, n ∈ $\text{N}$, be an optimal similar test for the hypothesis {P_(θ,γ)ⁿ: γ ∈ Γ} (θ ∈ Θ fixed) against alternatives P_(θ1,γ1)ⁿ, θ₁ > θ, γ₁ ∈ Γ. It is shown that (?_n¹)_{n∈$\text{N}$} is third order efficient in the class of all test-sequences that are asymptotically similar of level α + o(n^?1) (locally uniformly in the nuisance parameter γ).     

Bounds on some van der Waerden numbers

For positive integers s and k₁,k₂,…,ks, the van der Waerden number w(k₁,k₂,…,ks;s) is the minimum integer n such that for every s-coloring of set {1,2,…,n}, with colors 1,2,…,s, there is a ki-term arithmetic progression of color i for some i. We give an asymptotic lower bound for w(k,m;2) for fixed m. We include a table of values of w(k,3;2) that are very close to this lower bound for m=3. We also give a lower bound for w(k,k,…,k;s) that slightly improves previously-known bounds. Upper bounds for w(k,4;2) and w(4,4,…,4;s) are also provided.     

Über (k,r)-Zahlen

For given integersr andk, 0<r<k, any integern>1 is uniquely representable in the formn=d ^k ·m withm k-free (that means there is nok-th prime powerp ^k dividingm);n is called a (k, r)-integer, ifm isr-free. In the present paper asymptotic formulae are derived for the number of (k, r)-integersn≤x contained in a given arithmetic progression and for the number of representations of a positive integer, as the sum of a (k ₁,r ₁)-integer and a (k ₂,r ₂)-integer.     

Non-cover generalized Mycielski, Kneser, and Schrijver graphs

A graph is said to be a cover graph if it is the underlying graph of the Hasse diagram of a finite partially ordered set. We prove that the generalized Mycielski graphs M_m(C_2t+1) of an odd cycle, Kneser graphs KG(n,k), and Schrijver graphs SG(n,k) are not cover graphs when m?0,t?1, k?1, and n?2k+2. These results have consequences in circular chromatic number.     

Bijective linear maps on semimodules spanned by Boolean matrices of fixed rank

Let M_m,n(B) be the semimodule of all m×n Boolean matrices where B is the Boolean algebra with two elements. Let k be a positive integer such that 2?k?min(m,n). Let B(m,n,k) denote the subsemimodule of M_m,n(B) spanned by the set of all rank k matrices. We show that if T is a bijective linear mapping on B(m,n,k), then there exist permutation matrices P and Q such that T(A)=PAQ for all A∈B(m,n,k) or m=n and T(A)=PA^tQ for all A∈B(m,n,k). This result follows from a more general theorem we prove concerning the structure of linear mappings on B(m,n,k) that preserve both the weight of each matrix and rank one matrices of weight k². Here the weight of a Boolean matrix is the number of its nonzero entries.