Normal approximation and fourth moment theorems for monochromatic triangles

Given a graph sequence denote by T₃(G_n) the number of monochromatic triangles in a uniformly random coloring of the vertices of G_n with colors. In this paper we prove a central limit theorem (CLT) for T₃(G_n) with explicit error rates, using a quantitative version of the martingale CLT. We then relate this error term to the well-known fourth-moment phenomenon, which, interestingly, holds only when the number of colors satisfies . We also show that the convergence of the fourth moment is necessary to obtain a Gaussian limit for any , which, together with the above result, implies that the fourth-moment condition characterizes the limiting normal distribution of T₃(G_n), whenever . Finally, to illustrate the promise of our approach, we include an alternative proof of the CLT for the number of monochromatic edges, which provides quantitative rates for the results obtained in [7].     

Maximizing and minimizing the number of generalized colorings of trees

We classify the trees on $n$ vertices with the maximum and the minimum number of certain generalized colorings, including conflict-free, odd, non-monochromatic, star, and star rainbow vertex colorings. We also extend a result of Cutler and Radcliffe on the maximum and minimum number of existence homomorphisms from a tree to a completely looped graph on $q$ vertices.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹     

A linear time algorithm for balance vertices on trees

The concept of balance vertices was first investigated by Reid (1999). For the main result “the balance vertices of a tree consist of a single vertex or two adjacent vertices”, Shan and Kang (2004) and Reid and DePalma (2005) improved the length and technique of the proof. In this paper we further discuss the balance vertices on trees in a generalization context. We do not only provide a simple efficient proof for the relevant result but also develop a linear time algorithm to find the set of balance vertices on the underlying tree.     

非齐次树上m重非齐次马氏链的一类强偏差定理

研究给出了非齐次树上m重非齐次马氏链的一类强偏差定理.     

非齐次树上马氏链的若干强偏差定理

通过构造适当的非负鞅,将Doob鞅收敛定理应用于几乎处处收敛的研究,给出了一类非齐次树上马氏链场加权和滑动平均的若干强偏差定理.     

Caterpillars with maximum degree 3 are antimagic

Let $G=(V,E)$ be a connected graph with $m$ edges. An antimagic labeling of $G$ is a one-to-one mapping from $E$ to $\{1,2,\dots ,m\}$ such that the vertex sum (i.e., sum of the labels assigned to edges incident to a vertex) for distinct vertices are different. A graph $G$ is called antimagic if $G$ has an antimagic labeling. It was conjectured by Hartsfield and Ringel that every tree other than $K_2$ is antimagic. The conjecture remains open though it was verified for trees with some constrains. Caterpillars are an important subclass of trees. This paper shows caterpillars with maximum degree 3 are antimagic, which gives an affirmative answer to an open problem of Lozano et al. (2019).