A classification of orbits admitting a unique invariant measure

We consider the space of countable structures with fixed underlying set in a given countable language. We show that the number of ergodic probability measures on this space that are $S_{\infty }$-invariant and concentrated on a single isomorphism class must be zero, or one, or continuum. Further, such an isomorphism class admits a unique $S_{\infty }$-invariant probability measure precisely when the structure is highly homogeneous; by a result of Peter J. Cameron, these are the structures that are interdefinable with one of the five reducts of the rational linear order $(\mathbb{Q},<)$.     

Haezendonck–Goovaerts risk measure with a heavy tailed loss

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in (re)insurance and portfolio management. Some nonparametric inferences have been proposed in the literature. When the loss variable does not have enough moments, which depends on the involved Young function, the nonparametric estimator in Ahn and Shyamalkumar (2014) has a nonnormal limit, which challenges interval estimation. Motivated by the fact that many loss variables in insurance and finance could have a heavier tail such as an infinite variance, this paper proposes a new estimator which estimates the tail by extreme value theory and the middle part nonparametrically. It turns out that the proposed new estimator always has a normal limit regardless of the tail heaviness of the loss variable. Hence an interval with asymptotically correct confidence level can be obtained easily either by the normal approximation method via estimating the asymptotic variance or by a bootstrap method. A simulation study and real data analysis confirm the effectiveness of the proposed new inference procedure for estimating the H–G risk measure.     

A Liouville theorem for weighted p−Laplace operator on smooth metric measure spaces

We prove that on a smooth metric measure space with m ?Bakry–Émery curvature bounded from below by ?(m ? 1)K for some constant K ≥0 (i.e., Ric_{f ,m} ≥?(m ? 1)K ), the following degenerate elliptic equation (0.1) has no nonconstant positive solution when p > 1 and constant λ _{f ,p} satisfies Our approach is based on the local Sobolev inequality and the Moser's iterative technique and is different from Cheng‐Yau's method, which was used by Wang‐Zhu in 2012 to derive a same Liouville theorem when 1 < p ≤2, Ric_{f ,m} ≥?(m ? 1)K and the sectional curvature is bounded from below. Copyright © 2016 John Wiley & Sons, Ltd.     

Continuous spin models on annealed generalized random graphs

We study Gibbs distributions of spins taking values in a general compact Polish space, interacting via a pair potential along the edges of a generalized random graph with a given asymptotic weight distribution $P$, obtained by annealing over the random graph distribution.First we prove a variational formula for the corresponding annealed pressure and provide criteria for absence of phase transitions in the general case.We furthermore study classes of models with second order phase transitions which include rotation-invariant models on spheres and models on intervals, and classify their critical exponents. We find critical exponents which are modified relative to the corresponding mean-field values when $P$ becomes too heavy-tailed, in which case they move continuously with the tail-exponent of $P$. For large classes of models they are the same as for the Ising model treated in Dommers et al. (2016). On the other hand, we provide conditions under which the model is in a different universality class, and construct an explicit example of such a model on the interval.     

广义Khasminskii条件下自变量分段连续型带Poisson随机测度随机微分方程Euler方法的依概率收敛性

针对满足广义Khasminskii条件的由维纳过程和泊松随机测度驱动的自变量分段连续型随机微分方程(EPCASDEs),给出了Euler方法,广义Khasminskii条件比经典条件包容了更多的EPC.ASDEs.现有文献对该类方程的研究成果较少.针对EPCASDEs在广义Khasminskii条件下证明了全局解的存在唯一性,并研究了Euler方法的依概率收敛性.给出了数值算例支持主要结论.     

New upper bounds for online strip packing

In this paper, we consider the online strip packing problem, in which a list of online rectangles has to be packed without overlap or rotation into one or more strips of width 1 and infinite height so as to minimize the required height of the packing. By analyzing a two-phase shelf algorithm, we derive a new upper bound 6.4786 on the competitive ratio for online one strip packing. This result improves the best known upper bound of 6.6623. We also extend this algorithm to online multiple strips packing and present some numeric upper bounds on their competitive ratios which are better than the previous bounds.