Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting

Abstract

Let X ₁, X ₂… and B ₁, B ₂… be mutually independent [0, 1]-valued random variables, with EB _j  = β > 0 for all j. Let Y _j  = B ₁ … sB _j?1 X _j for j ≥ 1. A complete comparison is made between the optimal stopping value V(Y ₁,…,Y _n ):=sup{EY _τ:τ is a stopping rule for Y ₁,…,Y _n } and E(max _1≤j≤n Y _j ). It is shown that the set of ordered pairs {(x, y):x = V(Y ₁,…,Y _n ), y = E(max _1≤j≤n Y _j ) for some sequence Y ₁,…,Y _n obtained as described} is precisely the set {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ Ψ _{n, β}(x)}, where Ψ _{n, β}(x) = [(1 ? β)n + 2β]x ? β^?(n?2) x ² if x ≤ β ^n?1, and Ψ _{n, β}(x) = min _j≥1{(1 ? β)jx + β ^j } otherwise. Sharp difference and ratio prophet inequalities are derived from this result, and an analogous comparison for infinite sequences is obtained.     

Crossed products and blocks with normal defect groups

Abstract

Let D be an integral domain. A multiplicative set S of D is an almost splitting set if for each 0 ≠ d ∈ D, there exists an n = n(d) with d ⁿ  = st where s ∈ S and t is v-coprime to each element of S. An integral domain D is an almost GCD (AGCD) domain if for every x, y ∈ D, there exists a positive integer n = n(x, y) such that x ⁿ D ∩ y ⁿ D is a principal ideal. We prove that the polynomial ring D[X] is an AGCD domain if and only if D is an AGCD domain and D[X] ? D′[X] is a root extension, where D′ is the integral closure of D. We also show that D + XD _S [X] is an AGCD domain if and only if D and D _S [X] are AGCD domains and S is an almost splitting set.     

Prophet Regions for Discounted,Uniformly Bounded Random Variables

Abstract

Let X ₁, X ₂,… be any sequence of [0,1]-valued random variables. A complete comparison is made between the expected maximum E(max _j≤n Y _j ) and the stop rule supremum sup _t E Y _t for two types of discounted sequences: (i) Y _j  = b _j X _j , where {b _j } is a nonincreasing sequence of positive numbers with b ₁ = 1; and (ii) Y _j  = B ₁… B _j?1 X _j , where B ₁, B ₂,… are independent [0,1]-valued random variables that are independent of the X _j , having a common mean β. For instance, it is shown that the set of points {(x, y): x = sup _t E Y _{{(x, y): x=sup t E Y} and y = E(max _j≤n Y _j ), for some sequence X ₁,…,X _n and Y _j  = b _j X _j }, is precisely the convex closure of the union of the sets {(b _j x, b _j y): (x, y) ∈ C _j }, j = 1,…,n, where C _j  = {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ x[1 + (j ? 1)(1 ? x ^1/(j?1))]} is the prophet region for undiscounted random variables given by Hill and Kertz [8 Hill , T.P. , and R.P. Kertz . 1983 . Stop rule inequalities for uniformly bounded sequences of random variables . Trans. Amer. Math. Soc. 278 : 197 – 207 . [CSA]  [Google Scholar]]. As a special case, it is shown that the maximum possible difference E(max _j≤n β ^j?1 X _j ) ? sup _t E(β ^t?1 X _t ) is attained by independent random variables when β ≤ 27/32, but by a martingale-like sequence when β > 27/32. Prophet regions for infinite sequences are given also.     

Finite Groups all of Whose Second Maximal Subgroups are QTI-Subgroups

A subgroup H of a finite group G is called a QTI-subgroup if C _G (x) ≤ N _G (H) for any 1 ≠ x ∈ H. In this article, the finite groups all of whose second maximal subgroup are QTI-subgroups are classified.     

The Maximal Chains of the Extended Bruhat Orders on the  × -Orbits of an Infinite Renner Monoid

Let (, S) be a Coxeter system. For ?, δ ? {+, ?} we introduce and investigate combinatorially certain partial orders ≤ _?δ, called extended Bruhat orders, on a  × -set (N, C), which depends on , a subset N ? S, and a component C ? N. We determine the length of the maximal chains between two elements x, y ? (N, C), x ≤ _?δ y.

These posets generalize  equipped with its Bruhat order. They include the  × -orbits of the Renner monoids of reductive algebraic monoids and of some infinite-dimensional generalizations which are equipped with the partial orders obtained by the closure relations of the Bruhat and Birkhoff cells. They also include the  × -orbits of certain posets obtained by generalizing the closure relation of the Bruhat cells of the wonderful compactification.     

The Semilattice of Annihilator Classes in a Reduced Commutative Ring

Let R be a reduced commutative ring with 1 ≠ 0. Let R _E be the set of equivalence classes for the equivalence relation on R given by x ～ y if and only if ann _R (x) = ann _R (y). Then R _E is a (meet) semilattice with respect to the order [x] ≤ [y] if and only if ann _R (y) ? ann _R (x). In this paper, we investigate when R _E is a lattice and relate this to when R is weakly complemented or satisfies the annihilator condition. We also consider when R is a (meet) semilattice with respect to the Abian order defined by x ≤ y if and only if xy = x ².     

Nonemptiness of Approximate Subdifferentials of Midpoint δ-Convex Functions

ABSTRACT

For some given positive δ, a function f:D ? X → ? is called midpoint δ-convex if it satisfies the Jensen inequality f[(x ₀ + x ₁)/2] ≤ [f(x ₀) + f(x ₁)]/2 for all x ₀, x ₁ ∈ D satisfying ‖x ₁ ? x ₀‖ ≥ δ (Hu, Klee, and Larman, SIAM J. Control Optimiz. Vol. 27, 1989). In this paper, we show that, under some assumptions, the approximate subdifferentials of midpoint δ-convex functions are nonempty.     

On the existence of certain measures appearing in distance geometry

Abstract. We prove the following result: Let X be a compact connected Hausdorff space and f be a continuous function on X x X. There exists some regular Borel probability measure m\mu on X such that the value of¶¶ ò\limit _X f(x,y)dm(y)\int\limit _X f(x,y)d\mu (y) is independent of the choice of x in X if and only if the following assertion holds: For each positive integer n and for all (not necessarily distinct) x₁,x₂,...,x_n,y₁,y₂,...,y_n in X, there exists an x in X such that¶¶ ?_i=1ⁿ f(x_i,x)=?_i=1ⁿ f(y_i,x).\sum\limits _{i=1}^n f(x_i,x)=\sum\limits _{i=1}^n f(y_i,x).     

The Ideal Structure of Semigroups of Linear Transformations with Upper Bounds on Their Nullity or Defect

Suppose V is a vector space with dim V = p ≥ q ≥ ?₀, and let T(V) denote the semigroup (under composition) of all linear transformations of V. For α ∈ T (V), let ker α and ran α denote the “kernel” and the “range” of α, and write n(α) = dim ker α and d(α) = codim ran α. In this article, we study the semigroups AM(p, q) = {α ∈ T(V):n(α) < q} and AE(p, q) = {α ∈ T(V):d(α) < q}. First, we determine whether they belong to the class of all semigroups whose sets of bi-ideals and quasi-ideals coincide. Then, for each semigroup, we describe its maximal regular subsemigroup, and we characterise its Green's relations and (two-sided) ideals. As a precursor to further work in this area,, we also determine all the maximal right simple subsemigroups of AM(p, q).     

Limit Theorems for Randomly Selected Ratios of Order Statistics from a Pareto Distribution

Abstract

Consider independent and identically distributed random variables {X _nk , 1 ≤ k ≤ m, n ≥ 1} from the Pareto distribution. We randomly select a pair of order statistics from each row, X _n(i) and X _n(j), where 1 ≤ i < j ≤ m. Then we test to see whether or not Strong and Weak Laws of Large Numbers with nonzero limits for weighted sums of the random variables X _n(j)/X _n(i) exist where we place a prior distribution on the selection of each of these possible pairs of order statistics.     

Jordan τ-derivations of Prime Rings

Let R be a prime ring which is not commutative, with maximal symmetric ring of quotients Q _ms (R), and let τ be an anti-automorphism of R. An additive map δ: R → Q _ms (R) is called a Jordan τ-derivation if δ(x ²) = δ(x)x ^τ + xδ(x) for all x ∈ R. A Jordan τ-derivation of R is called X-inner if it is of the form x → ax ^τ ? xa for x ∈ R, where a ∈ Q _ms (R). It is proved that any Jordan τ-derivation of R is X-inner if either R is not a GPI-ring or R is a PI-ring except when charR = 2 and dim  _C RC = 4, where C is the extended centroid of R.     

Standard Bases of a Vector Space Over a Linearly Ordered Incline

Inclines are additively idempotent semirings, in which the partial order ≤ : x ≤ y if and only if x + y = y is defined and products are less than or equal to either factor. Boolean algebra, max-min fuzzy algebra, and distributive lattices are examples of inclines. In this article, standard bases of a finitely generated vector space over a linearly ordered commutative incline are studied. We obtain that if a standard basis exists, then it is unique. In particular, if the incline is solvable or multiplicatively-declined or multiplicatively-idempotent (i.e., a chain semiring), further results are obtained, respectively. For a chain semiring a checkable condition for distinguishing if a basis is standard is given. Based on the condition an algorithm for computing the standard basis is described.     

Rings of Formal Power Series in an Infinite Set of Indeterminates

Let α be an infinite cardinal number, Λ be an index set of cardinality > α, and {X _λ}_λ∈Λ be a set of indeterminates over an integral domain D. It is well known that there are three ways of defining the ring of formal power series in {X _λ}_λ∈Λ over D, say, D[[{X _λ}]] _i for i = 1, 2, 3. In this paper, we let D[[{X _λ}]]_α = ∪ {D[[{X _λ}_λ∈Γ]]₃ | Γ ? Λ and |Γ| ≤ α}, and we then show that D[[{X _λ}]]_α is an integral domain such that D[[{X _λ}]]₂ ? D[[{X _λ}]]_α ? D[[{X _λ}]]₃. We also prove that (1) D is a Krull domain if and only if D[[{X _λ}]]_α is a Krull domain and (2) D[[{X _λ}]]_α is a unique factorization domain (UFD) (resp., π-domain) if and only if D[[X ₁,…, X _n ]] is a UFD (resp., π-domain) for every integer n ≥ 1.     

Remotal Sets in Orlicz Spaces

Let X be a Banach space, (I, μ) be a finite measure space. By L ^Φ(I, X), let us denote the space of all X-valued Bochner Orlicz integrable functions on the unit interval I equipped with the Luxemburg norm. A closed bounded subset G of X is called remotal if for any x ∈ X, there exists g ∈ G such that ‖x ? g‖ = ρ(x, G) = sup {‖x ? y‖: y ∈ G}. In this article, we show that for a separable remotal set G ? X, the set of Bochner integrable functions, L ^Φ(I, G) is remotal in L ^Φ(I, X). Some other results are presented.     

On Generators and Representations of the Sporadic Simple Groups

In this paper we determine the irreducible projective representations of sporadic simple groups over an arbitrary algebraically closed field F, whose image contains an almost cyclic matrix of prime-power order. A matrix M is called cyclic if its characteristic and minimum polynomials coincide, and we call M almost cyclic if, for a suitable α ∈F, M is similar to diag(α·Id _h , M ₁), where M ₁ is cyclic and 0 ≤ h ≤ n. The paper also contains results on the generation of sporadic simple groups by minimal sets of conjugate elements.     

On the Dot Product Graph of a Commutative Ring

Let A be a commutative ring with nonzero identity, 1 ≤ n < ∞ be an integer, and R = A × A × … ×A (n times). The total dot product graph of R is the (undirected) graph TD(R) with vertices R* = R?{(0, 0,…, 0)}, and two distinct vertices x and y are adjacent if and only if x·y = 0 ∈ A (where x·y denote the normal dot product of x and y). Let Z(R) denote the set of all zero-divisors of R. Then the zero-divisor dot product graph of R is the induced subgraph ZD(R) of TD(R) with vertices Z(R)* = Z(R)?{(0, 0,…, 0)}. It follows that each edge (path) of the classical zero-divisor graph Γ(R) is an edge (path) of ZD(R). We observe that if n = 1, then TD(R) is a disconnected graph and ZD(R) is identical to the well-known zero-divisor graph of R in the sense of Beck–Anderson–Livingston, and hence it is connected. In this paper, we study both graphs TD(R) and ZD(R). For a commutative ring A and n ≥ 3, we show that TD(R) (ZD(R)) is connected with diameter two (at most three) and with girth three. Among other things, for n ≥ 2, we show that ZD(R) is identical to the zero-divisor graph of R if and only if either n = 2 and A is an integral domain or R is ring-isomorphic to ?₂ × ?₂ × ?₂.     

Rings of Continuous Functions on Spaces of Finite Rank and the SV Property

Let X be a compact topological space and let C(X) denote the f-ring of all continuous real-valued functions defined on X. A point x in X is said to have rank n if, in C(X), there are n minimal prime ?-ideals contained in the maximal ?-ideal M _x  = {f ? C(X):f(x) = 0}. The space X has finite rank if there is an n ? N such that every point x ? X has rank at most n. We call X an SV space (for survaluation space) if C(X)/P is a valuation domain for each minimal prime ideal P of C(X). Every compact SV space has finite rank. For a bounded continuous function h defined on a cozeroset U of X, we say there is an h-rift at the point z if h cannot be extended continuously to U ∪ {z}. We use sets of points with h-rift to investigate spaces of finite rank and SV spaces. We show that the set of points with h-rift is a subset of the set of points of rank greater than 1 and that whether or not a compact space of finite rank is SV depends on a characteristic of the closure of the set of points with h-rift for each such h. If X has finite rank and the set of points with h-rift is an F-space for each h, then X is an SV space. Moreover, if every x ? X has rank at most 2, then X is an SV space if and only if for each h, the set of points with h-rift is an F-space.     

Some Maximal Function Fields and Additive Polynomials

We derive explicit equations for the maximal function fields F over 𝔽 _{q ²ⁿ} given by F = 𝔽 _{q ²ⁿ} (X, Y) with the relation A(Y) = f(X), where A(Y) and f(X) are polynomials with coefficients in the finite field 𝔽 _{q ²ⁿ} , and where A(Y) is q-additive and deg(f) = q ⁿ  + 1. We prove in particular that such maximal function fields F are Galois subfields of the Hermitian function field H over 𝔽 _{q ²ⁿ} (i.e., the extension H/F is Galois).     

Neighbor Sum Distinguishing Index

We consider proper edge colorings of a graph G using colors of the set {1, . . . , k}. Such a coloring is called neighbor sum distinguishing if for any pair of adjacent vertices x and y the sum of colors taken on the edges incident to x is different from the sum of colors taken on the edges incident to y. The smallest value of k in such a coloring of G is denoted by ndi_Σ(G). In the paper we conjecture that for any connected graph G ≠ C ₅ of order n ≥ 3 we have ndi_Σ(G) ≤ Δ(G) + 2. We prove this conjecture for several classes of graphs. We also show that ndi_Σ(G) ≤ 7Δ(G)/2 for any graph G with Δ(G) ≥ 2 and ndi_Σ(G) ≤ 8 if G is cubic.