A note on distance-regular graphs with a small number of vertices compared to the valency

In this note we study distance-regular graphs with a small number of vertices compared to the valency. We show that for a given α>2$\alpha >2$, there are finitely many distance-regular graphs Γ$\Gamma$ with valency k$k$, diameter D≥3$D\ge 3$ and v$v$ vertices satisfying v≤αk$v\le \alpha k$ unless (D=3$D=3$ and Γ$\Gamma$ is imprimitive) or (D=4$D=4$ and Γ$\Gamma$ is antipodal and bipartite). We also show, as a consequence of this result, that there are finitely many distance-regular graphs with valency k≥3$k\ge 3$, diameter D≥3$D\ge 3$ and _c2≥εk$c_2\ge \epsilon k$ for a given 0<ε<1$0<\epsilon <1$ unless (D=3$D=3$ and Γ$\Gamma$ is imprimitive) or (D=4$D=4$ and Γ$\Gamma$ is antipodal and bipartite).     

On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence

In many applications it has been observed that hybrid-Monte Carlo sequences perform better than Monte Carlo and quasi-Monte Carlo sequences, especially in difficult problems. For a mixed s$s$-dimensional sequence m$m$, whose elements are vectors obtained by concatenating d$d$-dimensional vectors from a low-discrepancy sequence q$q$ with (s−d)$(s-d)$-dimensional random vectors, probabilistic upper bounds for its star discrepancy have been provided. In a paper of G. Ökten, B. Tuffin and V. Burago [G. Ökten, B. Tuffin, V. Burago, J. Complexity 22 (2006), 435–458] it was shown that for arbitrary ε>0$\epsilon >0$ the difference of the star discrepancies of the first N$N$ points of m$m$ and q$q$ is bounded by ε$\epsilon$ with probability at least 1−2exp(−ε²N/2)$1-2exp(-{\epsilon }^{2}N/2)$ for N$N$ sufficiently large. The authors did not study how large N$N$ actually has to be and if and how this actually depends on the parameters s$s$ and ε$\epsilon$. In this note we derive a lower bound for N$N$, which significantly depends on s$s$ and ε$\epsilon$. Furthermore, we provide a probabilistic bound for the difference of the star discrepancies of the first N$N$ points of m$m$ and q$q$, which holds without any restrictions on N$N$. In this sense it improves on the bound of Ökten, Tuffin and Burago and is more helpful in practice, especially for small sample sizes N$N$. We compare this bound to other known bounds.     

Modules satisfying the weak Nakayama property

Let R$R$ be a commutative ring with identity. We will say that an R$R$-module M$M$ satisfies the weak Nakayama property, if IM=M$IM=M$, where I$I$ is an ideal of R$R$, implies that for any x∈M$x\in M$ there exists a∈I$a\in I$ such that (a−1)x=0$(a-1)x=0$. In this paper, we will study modules satisfying the weak Nakayama property. It is proved that if R$R$ is a local ring, then R$R$ is a Max ring if and only if J(R)$J\left(R\right)$, the Jacobson radical of R$R$, is T$T$-nilpotent if and only if every R$R$-module satisfies the weak Nakayama property.     

On topological entropy of commuting tree maps

Let T$T$ be a tree with s$s$ ends and f,g$f,g$ be continuous maps from T$T$ to T$T$ with f°g=g°f$f°g=g°f$. In this note we show that if there exists a positive integer m≥2$m\ge 2$ such that gcd(m,l)=1$gcd(m,l)=1$ for any 2≤l≤s$2\le l\le s$ and f,g$f,g$ share a periodic point which is a km$km$-periodic point of f$f$ for some positive integer k$k$, then the topological entropy of f°g$f°g$ is positive.     

Newton’s method and high-order algorithms for the nth root computation

Two modifications of Newton’s method to accelerate the convergence of the n$n$th root computation of a strictly positive real number are revisited. Both modifications lead to methods with prefixed order of convergence p∈N,p≥2$p\in \mathbb{N},p\ge 2$. We consider affine combinations of the two modified p$p$th-order methods which lead to a family of methods of order p$p$ with arbitrarily small asymptotic constants. Moreover the methods are of order p+1$p+1$ for some specific values of a parameter. Then we consider affine combinations of the three methods of order p+1$p+1$ to get methods of order p+1$p+1$ again with arbitrarily small asymptotic constants. The methods can be of order p+2$p+2$ with arbitrarily small asymptotic constants, and also of order p+3$p+3$ for some specific values of the parameters of the affine combination. It is shown that infinitely many p$p$th-order methods exist for the n$n$th root computation of a strictly positive real number for any p≥3$p\ge 3$.     

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

This paper considers the short- and long-memory linear processes with GARCH (1,1) noises. The functional limit distributions of the partial sum and the sample autocovariances are derived when the tail index α$\alpha$ is in (0,2)$(0,2)$, equal to 2, and in (2,∞)$(2,\infty )$, respectively. The partial sum weakly converges to a functional of α$\alpha$-stable process when α<2$\alpha <2$ and converges to a functional of Brownian motion when α≥2$\alpha \ge 2$. When the process is of short-memory and α<4$\alpha <4$, the autocovariances converge to functionals of α/2$\alpha /2$-stable processes; and if α≥4$\alpha \ge 4$, they converge to functionals of Brownian motions. In contrast, when the process is of long-memory, depending on α$\alpha$ and β$\beta$ (the parameter that characterizes the long-memory), the autocovariances converge to either (i) functionals of α/2$\alpha /2$-stable processes; (ii) Rosenblatt processes (indexed by β$\beta$, 1/2<β<3/4$1/2<\beta <3/4$); or (iii) functionals of Brownian motions. The rates of convergence in these limits depend on both the tail index α$\alpha$ and whether or not the linear process is short- or long-memory. Our weak convergence is established on the space of càdlàg functions on [0,1]$[0,1]$ with either (i) the _J1$J_1$ or the _M1$M_1$ topology (Skorokhod, 1956); or (ii) the weaker form S$S$ topology (Jakubowski, 1997). Some statistical applications are also discussed.     

Monotonicity of the reflected Bessel transition density on the diagonal

For α∈R$\alpha \in \mathbb{R}$, let p^R(t,x,x)$p^R(t,x,x)$ denote the diagonal of the transition density of the α$\alpha$-Bessel process in (0,1]$(0,1]$, killed at 0 and reflected at 1. As a function of x$x$, if either α≥3$\alpha \ge 3$ or α=1$\alpha =1$, then for t>0$t>0$, the diagonal is nondecreasing. This monotonicity property fails if 1≠α<3$1\ne \alpha <3$.     

On the exterior algebra method applied to restricted set addition

In 1994 Dias da Silva and Hamidoune solved a long-standing open problem of Erd?s and Heilbronn using the structure of cyclic spaces for derivatives on Grassmannians and the representation theory of symmetric groups. They proved that for any subset A$A$ of the p$p$-element group Z/pZ$\mathbb{Z}/p\mathbb{Z}$ (where p$p$ is a prime), at least min{p,m|A|−m²+1}$min\{p,m\left|A\right|-m^2+1\}$ different elements of the group can be written as the sum of m$m$ different elements of A$A$. In this note we present an easily accessible simplified version of their proof for the case m=2$m=2$, and explain how the method can be applied to obtain the corresponding inverse theorem.     

Marginal-sum equations and related fixed-point problems

A marginal-sum equation of order p≥2$p\ge 2$ is a system of nonlinear equations which in turn are linear equations for polynomials of degree p$p$ in p$p$ variables. Marginal-sum equations typically arise in the construction of a multiplicative tariff in actuarial mathematics.     

Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient

We consider a multidimensional diffusion X$X$ with drift coefficient b(α,_Xt)$b(\alpha ,X_t)$ and diffusion coefficient ?σ(β,_Xt)$?\sigma (\beta ,X_t)$. The diffusion sample path is discretely observed at times _tk=kΔ$t_k=k\Delta$ for k=1…n$k=1\dots n$ on a fixed interval [0,T]$[0,T]$. We study minimum contrast estimators derived from the Gaussian process approximating X$X$ for small ?$?$. We obtain consistent and asymptotically normal estimators of α$\alpha$ for fixed Δ$\Delta$ and ?→0$?\to 0$ and of (α,β)$(\alpha ,\beta )$ for Δ→0$\Delta \to 0$ and ?→0$?\to 0$ without any condition linking ?$?$ and Δ$\Delta$. We compare the estimators obtained with various methods and for various magnitudes of Δ$\Delta$ and ?$?$ based on simulation studies. Finally, we investigate the interest of using such methods in an epidemiological framework.     

Matchings in graphs of odd regularity and girth

We establish lower bounds on the matching number of graphs of given odd regularity d$d$ and odd girth g$g$, which are sharp for many values of d$d$ and g$g$. For d=g=5$d=g=5$, we characterize all extremal graphs.     

On testing Hamiltonicity of graphs

Let us fix a function f(n)=o(nlnn)$f\left(n\right)=o(nlnn)$ and real numbers 0≤α<β≤1$0\le \alpha <\beta \le 1$. We present a polynomial time algorithm which, given a directed graph G$G$ with n$n$ vertices, decides either that one can add at most βn$\beta n$ new edges to G$G$ so that G$G$ acquires a Hamiltonian circuit or that one cannot add αn$\alpha n$ or fewer new edges to G$G$ so that G$G$ acquires at least e^−f(n)n!$e^{-f\left(n\right)}n!$ Hamiltonian circuits, or both.     

Approximate martingale estimating functions for stochastic differential equations with small noises

An approximate martingale estimating function with an eigenfunction is proposed for an estimation problem about an unknown drift parameter for a one-dimensional diffusion process with small perturbed parameter ε$\epsilon$ from discrete time observations at n$n$ regularly spaced time points k/n$k/n$, k=0,1,…,n$k=0,1,\dots ,n$. We show asymptotic efficiency of an M$M$-estimator derived from the approximate martingale estimating function as ε→0$\epsilon \to 0$ and n→∞$n\to \infty$ simultaneously.     

Partial rigidity of degenerate CR embeddings into spheres

In this paper, we study degenerate CR embeddings f$f$ of a strictly pseudoconvex hypersurface M⊂Cⁿ⁺¹$M\subset {\mathbb{C}}^{n+1}$ into a sphere S$\mathbb{S}$ in a higher dimensional complex space C^N+1${\mathbb{C}}^{N+1}$. The degeneracy of the mapping f$f$ will be characterized in terms of the ranks of the CR second fundamental form and its covariant derivatives. In 2004, the author, together with X. Huang and D. Zaitsev, established a rigidity result for CR embeddings f$f$ into spheres in low codimensions. A key step in the proof of this result was to show that degenerate mappings are necessarily contained in a complex plane section of the target sphere (partial rigidity). In the 2004 paper, it was shown that if the total rank d$d$ of the second fundamental form and all of its covariant derivatives is <n$<n$ (here, n$n$ is the CR dimension of M$M$), then f(M)$f\left(M\right)$ is contained in a complex plane of dimension n+d+1$n+d+1$. The converse of this statement is also true, as is easy to see. When the total rank d$d$ exceeds n$n$, it is no longer true, in general, that f(M)$f\left(M\right)$ is contained in a complex plane of dimension n+d+1$n+d+1$, as can be seen by examples. In this paper, we carry out a systematic study of degenerate CR mappings into spheres. We show that when the ranks of the second fundamental form and its covariant derivatives exceed the CR dimension n$n$, then partial rigidity may still persist, but there is a “defect” k$k$ that arises from the ranks exceeding n$n$ such that f(M)$f\left(M\right)$ is only contained in a complex plane of dimension n+d+k+1$n+d+k+1$. Moreover, this defect occurs in general, as is illustrated by examples.     

On the second neighborhood conjecture of Seymour for regular digraphs with almost optimal connectivity

The second neighborhood conjecture of Seymour says that every antisymmetric digraph has a vertex whose second neighborhood is not smaller than the first one. The Caccetta–Häggkvist conjecture says that every digraph with n$n$ vertices and minimum out-degree r$r$ contains a cycle of length at most ⌈n/r⌉$\lceil n/r\rceil$. We give a proof of the former conjecture for digraphs with out-degree r$r$ and connectivity r−1$r-1$, and of the second one for digraphs with connectivity r−1$r-1$ and r≥n/3$r\ge n/3$. The main tool is the isoperimetric method of Hamidoune.     

Sister Beiter and Kloosterman: A tale of cyclotomic coefficients and modular inverses

For a fixed prime p$p$, the maximum coefficient (in absolute value) M(p)$M\left(p\right)$ of the cyclotomic polynomial _Φpqr(x)${\Phi }_{pqr}\left(x\right)$, where r$r$ and q$q$ are free primes satisfying r>q>p$r>q>p$ exists. Sister Beiter conjectured in 1968 that M(p)≤(p+1)/2$M\left(p\right)\le (p+1)/2$. In 2009 Gallot and Moree showed that M(p)≥2p(1−?)/3$M\left(p\right)\ge 2p(1-?)/3$ for every p$p$ sufficiently large. In this article Kloosterman sums (‘cloister man sums’) and other tools from the distribution of modular inverses are applied to quantify the abundancy of counter-examples to Sister Beiter’s conjecture and sharpen the above lower bound for M(p)$M\left(p\right)$.