The expected discounted penalty function under a risk model with stochastic income

Quantities of interest in ruin theory are investigated under the general framework of the expected discounted penalty function, assuming a risk model where both premiums and claims follow compound Poisson processes. Both a defective renewal equation and an integral equation satisfied by the expected discounted penalty function are established. Some implications that these equations have on particular quantities such as the discounted deficit and the probability of ultimate ruin are illustrated. Finally, the case when premiums have Erlang(n,β) distribution and the distribution of the claims is arbitrary is investigated in more depth. Throughout the paper specific examples where claims and premiums have particular distributions are provided.     

Further improved recursions for a class of compound Poisson distributions

In the present paper we develop more efficient recursive formulae for the evaluation of the t-order cumulative function Γ^th(x) and the t-order tail probability Λ^th(x) of the class of compound Poisson distributions in the case where the derivative of the probability generating function of the claim amounts can be written as a ratio of two polynomials. These efficient recursions can be applied for the exact evaluation of the probability function (given by De Pril [De Pril, N., 1986a. Improved recursions for some compound Poisson distributions. Insurance Math. Econom. 5, 129-132]), distribution function, tail probability, stop-loss premiums and t-order moments of stop-loss transforms of compound Poisson distributions. Also, efficient recursive algorithms are given for the evaluation of higher-order moments and r-order factorial moments about any point for this class of compound Poisson distributions. Finally, several examples of discrete claim size distributions belonging to this class are also given.     

Optimization and sensitivity analysis of controlling arrivals in the queueing system with single working vacation

This paper analyzes the F-policy M/M/1/K queueing system with working vacation and an exponential startup time. The F-policy deals with the issue of controlling arrivals to a queueing system, and the server requires a startup time before allowing customers to enter the system. For the queueing systems with working vacation, the server can still provide service to customers rather than completely stop the service during a vacation period. The matrix-analytic method is applied to develop the steady-state probabilities, and then obtain several system characteristics. We construct the expected cost function and formulate an optimization problem to find the minimum cost. The direct search method and Quasi-Newton method are implemented to determine the optimal system capacity K, the optimal threshold F and the optimal service rates (μ_B,μ_V) at the minimum cost. A sensitivity analysis is conducted to investigate the effect of changes in the system parameters on the expected cost function. Finally, numerical examples are provided for illustration purpose.     

Graph classes and the complexity of the graph orientation minimizing the maximum weighted outdegree

Given an undirected graph with edge weights, we are asked to find an orientation, that is, an assignment of a direction to each edge, so as to minimize the weighted maximum outdegree in the resulted directed graph. The problem is called MMO, and is a restricted variant of the well-known minimum makespan problem. As in previous studies, it is shown that MMO is in P for trees, weak NP-hard for planar bipartite graphs, and strong NP-hard for general graphs. There are still gaps between those graph classes. The objective of this paper is to show tighter thresholds of complexity: We show that MMO is (i) in P for cactus graphs, (ii) weakly NP-hard for outerplanar graphs, and also (iii) strongly NP-hard for graphs which are both planar and bipartite. This implies the NP-hardness for P₄-bipartite, diamond-free or house-free graphs, each of which is a superclass of cactus. We also show (iv) the NP-hardness for series-parallel graphs and multi-outerplanar graphs, and (v) present a pseudo-polynomial time algorithm for graphs with bounded treewidth.     

Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces

We extend the notion of L₂-B-discrepancy introduced in [E. Novak, H. Wo?niakowski, L₂ discrepancy and multivariate integration, in: W.W.L. Chen, W.T. Gowers, H. Halberstam, W.M. Schmidt, and R.C. Vaughan (Eds.), Analytic Number Theory. Essays in Honour of Klaus Roth, Cambridge University Press, Cambridge, 2009, pp. 359-388] to what we shall call weighted geometric L₂-discrepancy. This extension enables us to consider weights in order to moderate the importance of different groups of variables, as well as to consider volume measures different from the Lebesgue measure and classes of test sets different from measurable subsets of Euclidean spaces.We relate the weighted geometric L₂-discrepancy to numerical integration defined over weighted reproducing kernel Hilbert spaces and settle in this way an open problem posed by Novak and Wo?niakowski.Furthermore, we prove an upper bound for the numerical integration error for cubature formulas that use admissible sample points. The set of admissible sample points may actually be a subset of the integration domain of measure zero. We illustrate that particularly in infinite-dimensional numerical integration it is crucial to distinguish between the whole integration domain and the set of those sample points that actually can be used by the algorithms.     

Some complexity problems on single input double output controllers

We investigate the time complexity of constructing single input double output state feedback controller structures, given the directed structure graph G of a system. Such a controller structure defines a restricted type of P₃-partition of the graph G. A necessary condition (∗) is described and some classes of graphs are identified where the search problem of finding a feasible P₃-partition is polynomially solvable and, in addition, (∗) is not only necessary but also sufficient for the existence of a P₃-partition. It is also proved that the decision problem on two particular graph classes — defined in terms of forbidden subgraphs — remains NP-complete, but is polynomially solvable on the intersection of those two classes. The polynomial-time solvability of some further related problems is shown, too.     

Observer synthesis method for Lipschitz nonlinear discrete-time systems with time-delay: An LMI approach

In this paper, we address the problem of observer design for a class of Lipschitz nonlinear discrete-time systems with time-delay. The main contribution lies in the use of a new structure of the proposed observer with a novel Lyapunov-Krasovskii functional. Thanks to these designs, new nonrestrictive synthesis conditions, expressed in terms of linear matrix inequalities (LMIs), are obtained. Indeed, the obtained LMIs contain more degree of freedom than those established by the approaches available in the literature which consider a simple Luenberger observer with a simple Lyapunov function for the stability analysis. An extension of the presented result to H_∞ performance analysis is given in order to take into account the noise (if it exists) affecting the considered system.     

Identities for the Widder transform and transforms with Bessel function kernels

In the present paper, we consider the classical Widder transform, the H_ν-transform, the K_ν-transform, and the Y_ν-transform. Some identities involving these transforms and many others are given. By making use of these identities, a number of new Parseval-Goldstein type identities are obtained for these and other well-known integral transforms.     

Constructions of generalized Sidon sets

We give explicit constructions of sets S with the property that for each integer k, there are at most g solutions to k=s₁+s₂,s_i∈S; such sets are called Sidon sets if g=2 and generalized Sidon sets if g?3. We extend to generalized Sidon sets the Sidon-set constructions of Singer, Bose, and Ruzsa. We also further optimize Kolountzakis’ idea of interleaving several copies of a Sidon set, extending the improvements of Cilleruelo, Ruzsa and Trujillo, Jia, and Habsieger and Plagne. The resulting constructions yield the largest known generalized Sidon sets in virtually all cases.     

Labeling graphs with two distance constraints

Given a graph G and integers p,q,d₁ and d₂, with p>q, d₂>d₁?1, an L(d₁,d₂;p,q)-labeling of G is a function f:V(G)→{0,1,2,…,n} such that |f(u)−f(v)|?p if d_G(u,v)?d₁ and |f(u)−f(v)|?q if d_G(u,v)?d₂. A k-L(d₁,d₂;p,q)-labeling is an L(d₁,d₂;p,q)-labeling f such that max_v∈V(G)f(v)?k. The L(d₁,d₂;p,q)-labeling number ofG, denoted by , is the smallest number k such that G has a k-L(d₁,d₂;p,q)-labeling. In this paper, we give upper bounds and lower bounds of the L(d₁,d₂;p,q)-labeling number for general graphs and some special graphs. We also discuss the L(d₁,d₂;p,q)-labeling number of G, when G is a path, a power of a path, or Cartesian product of two paths.     

More on “Connected (n, m)-graphs with minimum and maximum zeroth-order general Randi? index”

Let G be a graph and d(u) denote the degree of a vertex u in G. The zeroth-order general Randi? index ⁰R_α(G) of the graph G is defined as ∑_u∈V(G)d(u)^α, where the summation goes over all vertices of G and α is an arbitrary real number. In this paper we correct the proof of the main Theorem 3.5 of the paper by Hu et al. [Y. Hu, X. Li, Y. Shi, T. Xu, Connected (n,m)-graphs with minimum and maximum zeroth-order general Randi? index, Discrete Appl. Math. 155 (8) (2007) 1044-1054] and give a more general Theorem. We finally characterize ¹ for α<0 the connected G(n,m)-graphs with maximum value ⁰R_α(G(n,m)), where G(n,m) is a simple connected graph with n vertices and m edges.     

Absolutely convergent Fourier series and function classes. II

We study the smoothness property of a function f with absolutely convergent Fourier series, and give best possible sufficient conditions in terms of its Fourier coefficients to ensure that f belongs to one of the Zygmund classes Λ_∗(α) and λ_∗(α) for some 0<α?2. This paper is a natural supplement to our earlier one [F. Móricz, Absolutely convergent Fourier series and function classes, J. Math. Anal. Appl. 324 (2) (2006) 1168-1177] under the same title, and we keep its notations.     

Well-posedness and stability of the repairable system with N failure modes and one standby unit

The well-posedness and stability of the repairable system with N failure modes and one standby unit were discussed by applying the c₀ semigroups theory of function analysis. Firstly, the integro-differential equations described the system were transformed into some abstract Cauchy problem of Banach space. Secondly, the system operator generates positive contractive c₀ semigroups T(t) and so the well-posedness of the system was obtained. Finally, the spectral distribution of the system operator was analyzed. It was proven that 0 is strictly dominant eigenvalue of the system operator and the dynamic solution of the system converges to the steady-state solution. The steady-state solution was shown to be the eigenvector of the system operator corresponding to the eigenvalue 0. At the same time the dynamic solution exponentially converges to the steady-state solution.     

On certain spaces of vector measures of bounded variation

If (Σ,X) is a measurable space and X a Banach space we investigate the X-inheritance of copies of ?_∞ in certain subspaces Δ(Σ,X) of bvca(Σ,X), the Banach space of all X-valued countable additive measures of bounded variation equipped with the variation norm. Among the consequences of our main theorem we get a theorem of J. Mendoza on the X-inheritance of copies of ?_∞ in the Bochner space L₁(μ,X) and other of the author on the X-inheritance of copies of ?_∞ in bvca(Σ,X).     

Endomorphisms of the shift dynamical system, discrete derivatives, and applications

All continuous endomorphisms f_∞ of the shift dynamical system S on the 2-adic integers Z₂ are induced by some , where n is a positive integer, B_n is the set of n-blocks over {0, 1}, and f_∞(x)=y₀y₁y₂… where for all i∈N, y_i=f(x_ix_i+1…x_i+n−1). Define D:Z₂→Z₂ to be the endomorphism of S induced by the map {(00,0),(01,1),(10,1),(11,0)} and V:Z₂→Z₂ by V(x)=−1−x. We prove that D, V°D, S, and V°S are conjugate to S and are the only continuous endomorphisms of S whose parity vector function is solenoidal. We investigate the properties of D as a dynamical system, and use D to construct a conjugacy from the 3x+1 function T:Z₂→Z₂ to a parity-neutral dynamical system. We also construct a conjugacy R from D to T. We apply these results to establish that, in order to prove the 3x+1 conjecture, it suffices to show that for any m∈Z⁺, there exists some n∈N such that R⁻¹(m) has binary representation of the form or .     

Workshop lecture on products of Fréchet spaces

The general question, “When is the product of Fréchet spaces Fréchet?” really depends on the questions of when a product of α₄ Fréchet spaces (also known as strongly Fréchet or countably bisequential spaces) is α₄, and when it is Fréchet. Two subclasses of the class of strongly Fréchet spaces shed much light on these questions. These are the class of α₃ Fréchet spaces and its subclass of ℵ₀-bisequential spaces. The latter is closed under countable products, the former not even under finite products. A number of fundamental results and open problems are recalled, some further highlighting the difference between being α₃ and Fréchet and being ℵ₀-bisequential.     

Linear-time certifying algorithms for near-graphical sequences

A sequence 〈d₁,d₂,…,d_n〉 of non-negative integers is graphical if it is the degree sequence of some graph, that is, there exists a graph G on n vertices whose ith vertex has degree d_i, for 1≤i≤n. The notion of a graphical sequence has a natural reformulation and generalization in terms of factors of complete graphs.If H=(V,E) is a graph and g and f are integer-valued functions on the vertex set V, then a (g,f)-factor of H is a subgraph G=(V,F) of H whose degree at each vertex v∈V lies in the interval [g(v),f(v)]. Thus, a (0,1)-factor is just a matching of H and a (1, 1)-factor is a perfect matching of H. If H is complete then a (g,f)-factor realizes a degree sequence that is consistent with the sequence of intervals 〈[g(v₁),f(v₁)],[g(v₂),f(v₂)],…,[g(v_n),f(v_n)]〉.Graphical sequences have been extensively studied and admit several elegant characterizations. We are interested in extending these characterizations to non-graphical sequences by introducing a natural measure of “near-graphical”. We do this in the context of minimally deficient (g,f)-factors of complete graphs. Our main result is a simple linear-time greedy algorithm for constructing minimally deficient (g,f)-factors in complete graphs that generalizes the method of Hakimi and Havel (for constructing (f,f)-factors in complete graphs, when possible). It has the added advantage of producing a certificate of minimum deficiency (through a generalization of the Erdös-Gallai characterization of (f,f)-factors in complete graphs) at no additional cost.     

Colouring games on outerplanar graphs and trees

Let f be a graph function which assigns to each graph H a non-negative integer f(H)≤|V(H)|. The f-game chromatic number of a graph G is defined through a two-person game. Let X be a set of colours. Two players, Alice and Bob, take turns colouring the vertices of G with colours from X. A partial colouring c of G is legal (with respect to graph function f) if for any subgraph H of G, the sum of the number of colours used in H and the number of uncoloured vertices of H is at least f(H). Both Alice and Bob must colour legally (i.e., the partial colouring produced needs to be legal). The game ends if either all the vertices are coloured or there are uncoloured vertices with no legal colour. In the former case, Alice wins the game. In the latter case, Bob wins the game. The f-game chromatic number of G, χ_g(f,G), is the least number of colours that the colour set X needs to contain so that Alice has a winning strategy. Let be the graph function defined as , for any n≥3 and otherwise. Then is called the acyclic game chromatic number of G. In this paper, we prove that any outerplanar graph G has acyclic game chromatic number at most 7. For any integer k, let ?_k be the graph function defined as ?_k(K₂)=2 and ?_k(P_k)=3 (P_k is the path on k vertices) and ?_k(H)=0 otherwise. This paper proves that if k≥8 then for any tree T, χ_g(?_k,T)≤9. On the other hand, if k≤6, then for any integer n, there is a tree T such that χ_g(?_k,T)≥n.     

Quantum Brownian motion and generalizations of Hermite polynomials

We introduce new families of orthogonal polynomials H_D,n, motivated by the non-equilibrium evolution of a quantum Brownian particle (qBp). The H_D,n’s generalize non-trivially the standard Hermite polynomials, employed for classical Brownian motion. We treat several models (labelled by D) for a non-equilibrium qBp, by means of the Wigner function W, in the presence of a “heat bath” at thermal equilibrium, with and without ab initio friction. For long times (for a suitable class of initial conditions), the non-equilibrium Wigner function W should approach, in some sense, the (time-independent) equilibrium Wigner function W_eq,D, which describes the thermal equilibrium of the qBp with the “heat bath” and plays a central role. W_eq,D is chosen to be the weight function which orthogonalizes the H_D,n’s. New results on W_eq,D and on the H_D,n’s are reported. We justify the key role of the H_D,n’s as follows. Using the H_D,n’s, moments W_eq,D,n and W_n are introduced for W_eq,D and W, respectively. At equilibrium, all moments W_eq,D,n except the lowest one (W_eq,D,0) vanish identically. Off-equilibrium, one expects that, for long times (for suitable initial conditions): (i) all non-equilibrium moments W_n (except the lowest moment W₀), will approach zero, while (ii) the lowest non-equilibrium moment W₀ will tend to W_eq,D,0(≠0). To complete the justification, we outline how the approximate long-time non-equilibrium theories determined by W₀ for the different models (D) yield Smoluchowski equations and irreversible evolutions of the qBp towards thermal equilibrium.     

On time-relaxed broadcasting networks

Given a communication network (modelled as a graph), a message is transmitted to at one vertex transmits to all other vertices in such a way that each message transmission takes one time unit and each vertex participates in at most one transmission to its neighbor per time step. We call this process broadcasting. For t≥0, let B_t(n) be the number of edges in the sparsest possible graph on n vertices in which broadcasting can be accomplished in ⌈log₂n⌉+t steps regardless of the originator. Shastri [A. Shastri, Time-relaxed broadcasting in communication networks, Discrete Applied mathematics 83 (1998) 263-278] conjectured that B₁(22)=24 and B₂(n)=n+1 for 25≤n≤29. In this paper, we show that B₁(22)=24, B₂(n)=n for 25≤n≤28 and 37≤n≤44, B₂(n)≤n+1 for 45≤n≤49, B₂(n)≤n+4 for 50≤n≤56, and B₃(n)=n for 55≤n≤64.