On an optimal stopping problem of Gusein-Zade

We study the problem of selecting one of the r best of n rankable individuals arriving in random order, in which selection must be made with a stopping rule based only on the relative ranks of the successive arrivals. For each r up to r=25, we give the limiting (as n→∞) optimal risk (probability of not selecting one of the r best) and the limiting optimal proportion of individuals to let go by before being willing to stop. (The complete limiting form of the optimal stopping rule is presented for each r up to r=10, and for r=15, 20 and 25.) We show that, for large n and r, the optical risk is approximately (1−t^*)^r, where t^*≈0.2834 is obtained as the roof of a function which is the solution to a certain differential equation. The optimal stopping rule τ_r,n lets approximately t^*n arrivals go by and then stops ‘almost immediately’, in the sense that τ_r,n/n→t^* in probability as n→∞, r→∞     

On some properties of the series ∑k=0 kx and the Stirling numbers of the second kind

We partially characterize the rational numbers x and integers n 0 for which the sum ∑_k=0^∞ kⁿx^k assumes integers. We prove that if ∑_k=0^∞ kⁿx^k is an integer for x = 1 − a/b with a, b> 0 integers and gcd(a,b) = 1, then a = 1 or 2. Partial results and conjectures are given which indicate for which b and n it is an integer if a = 2. The proof is based on lower bounds on the multiplicities of factors of the Stirling number of the second kind, S(n,k). More specifically, we obtain for all integers k, 2 k n, and a 3, provided a is odd or divisible by 4, where v_a(m) denotes the exponent of the highest power of a which divides m, for m and a> 1 integers.

New identities are also derived for the Stirling numbers, e.g., we show that ∑_k=0²ⁿk! S(2n, k) , for all integers n 1.     

The space localization of unbounded boundary perturbations in nonlinear heat conduction with transfer

We consider the nonlinear parabolic equation u_t = (k(u)u_x)_x + b(u)_x, where u = u(x, t, x ε R¹, t > 0; k(u) ≥ 0, b(u) ≥ 0 are continuous functions as u ≥ 0, b (0) = 0; k, b > 0 as u > 0. At t = 0 nonnegative, continuous and bounded initial value is prescribed. The boundary condition u(0, t) = Ψ(t) is supposed to be unbounded as t → +∞. In this paper, sufficient conditions for space localization of unbounded boundary perturbations are found. For instance, we show that nonlinear equation u_t = (uⁿu_x)_x + (u^β)_x, n ≥ 0, β >; n + 1, exhibits the phenomenon of “inner boundedness,” for arbitrary unbounded boundary perturbations.     

On the bounded domination number of tournaments

In a simple digraph, a star of degree t is a union of t edges with a common tail. The k-domination number γ_k(G) of digraph G is the minimum number of stars of degree at most k needed to cover the vertex set. We prove that γ_k(T)=n/(k+1) when T is a tournament with n14k lg k vertices. This improves a result of Chen, Lu and West. We also give a short direct proof of the result of E. Szekeres and G. Szekeres that every n-vertex tournament is dominated by at most lg n−lglg n+2 vertices.     

Embeddings of the base and bundle isomorphisms

Let π_i :E_i→M, i=1,2, be oriented, smooth vector bundles of rank k over a closed, oriented n-manifold with zero sections s_i :M→E_i. Suppose that U is an open neighborhood of s₁(M) in E₁ and F :U→E₂ a smooth embedding so that π₂Fs₁ :M→M is homotopic to a diffeomorphism f. We show that if k>[(n+1)/2]+1 then E₁ and the induced bundle f^*E₂ are isomorphic as oriented bundles provided that f have degree +1; the same conclusion holds if f has degree −1 except in the case where k is even and one of the bundles does not have a nowhere-zero cross-section. For n≡0(4) and [(n+1)/2]+1<kn we give examples of nonisomorphic oriented bundles E₁ and E₂ of rank k over a homotopy n-sphere with total spaces diffeomorphic with orientation preserved, but such that E₁ and f^*E₂ are not isomorphic oriented bundles. We obtain similar results and counterexamples in the more difficult limiting case where k=[(n+1)/2]+1 and M is a homotopy n-sphere.     

k-Lucas numbers and associated bipartite graphs

For a positive integer k2, the k-Fibonacci sequence {g_n^(k)} is defined as: g₁^(k)==g_k−2^(k)=0, g_k−1^(k)=g_k^(k)=1 and for n>k2, g_n^(k)=g_n−1^(k)+g_n−2^(k)++g_n−k^(k). Moreover, the k-Lucas sequence {l_n^(k)} is defined as l_n^(k)=g_n−1^(k)+g_n+k−1^(k) for n1. In this paper, we consider the relationship between g_n^(k) and l_n^(k) and 1-factors of a bipartite graph.     

Asymptotic bounds for some bipartite graph: complete graph Ramsey numbers

The Ramsey number r(H,K_n) is the smallest integer N so that each graph on N vertices that fails to contain H as a subgraph has independence number at least n. It is shown that r(K_2,m,K_n)(m−1+o(1))(n/log n)² and r(C_2m,K_n)c(n/log n)^m/(m−1) for m fixed and n→∞. Also r(K_2,n,K_n)=Θ(n³/log² n) and .     

First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

Subsets of an interval whose product is a power

We form squares from the product of integers in a short interval [n, n + t_n], where we include n in the product. If p is prime, p|n, and (₂^p) > n, we prove that p is the minimum t_n. If no such prime exists, we prove t_n √5n when n> 32. If n = p(2p − 1) and both p and 2p − 1 are primes, then t_n = 3p> 3 √n/2. For n(n + u) a square > n², we conjecture that a and b exist where n < a < b < n + u and nab is a square (except n = 8 and N = 392). Let g₂(n) be minimal such that a square can be formed as the product of distinct integers from [n, g₂(n)] so that no pair of consecutive integers is omitted. We prove that g₂(n) 3n − 3, and list or conjecture the values of g₂(n) for all n. We describe the generalization to kth powers and conjecture the values for large n.     

The game of n-times nim

The following game is considered. The first player can take any number of stones, but not all the stones, from a single pile of stones. After that, each player can take at most n-times as many as the previous one. The player first unable to move loses and his opponent wins. Let f₁,f₂,… be an initial sequence of stones in increasing order, such that the second player has a winning strategy when play begins from a pile of size f_i. It is proved that there exist constants c=c(n) and k₀=k₀(n) such that f_k+1=f_k+f_k−c for all k>k₀, and lim_n→∞ c(n)/(nlogn)=1.     

All trees are 1-embeddable and all except stars are 2-embeddable

A graph G with n vertices is said to be embeddable (in its complement) if there is an automorphism φ of K_n such that E(G) ∩ E(φ(G))=. It is known that all trees T with n (≥2) vertices and T K_1,n−1 are embeddable. We say that G is 1-embeddable if, for every edge e, there is an automorphism φ of K_n such that E(G) ∩ E(φ(G))={e};and that it is 2-embeddable if,for every pair e₁, e₂ of edges, there is an automorphism φ of K_n such that E(G) ∩ E(φ(G))={e₁, e₂}. We prove here that all trees with n (3) vertices are 1-embeddable; and that all trees T with n (4) vertices and T K_1,n−1 are 2-embeddable. In a certain sense, this result is sharp.     

Holes in random graphs

It is shown that for every >0 with the probability tending to 1 as n→∞ a random graph G(n,p) contains induced cycles of all lengths k, 3 ≤ k ≤ (1 − )n log c/c, provided c(n) = (n − 1)p(n)→∞.     

Strong approximation for cross-covariances of linear variables with long-range dependence

Suppose {_k, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {c_j}^∞_j=0, {d_j}^∞_j=0 are sequences of real numbers such that Σ_jc²_j < ∞, Σ_jd²_j < ∞. Then, under appropriate moment conditions on {_k, −∞ < k < ∞}, y_k Σ^∞_j=0c_jk-j, z_k Σ^∞_j=0d_jk-j exist almost surely and in ⁴ and the question of Gaussian approximation to S_[t]Σ^[t]_k=1 (y_k z_k − E{y_k z_k}) becomes of interest. Prior to this work several related central limit theorems and a weak invariance principle were proven under stationary assumptions. In this note, we demonstrate that an almost sure invariance principle for S_[t], with error bound sharp enough to imply a weak invariance principle, a functional law of the iterated logarithm, and even upper and lower class results, also exists. Moreover, we remove virtually all constraints on _k for “time” k ≤ 0, weaken the stationarity assumptions on {_k, −∞ < k < ∞}, and improve the summability conditions on {c_j}^∞_j=0, {d_j}^∞_j=0 as compared to the existing weak invariance principle. Applications relevant to this work include normal approximation and almost sure fluctuation results in sample covariances (let d_j = c_j-m for j ≥ m and otherwise 0), quadratic forms, Whittle's and Hosoya's estimates, adaptive filtering and stochastic approximation.     

Coupling and harmonic functions in the case of continuous time Markov processes

Consider two transient Markov processes (X^v_t)_tεR·, (X^μ_t)_tεR· with the same transition semigroup and initial distributions v and μ. The probability spaces supporting the processes each are also assumed to support an exponentially distributed random variable independent of the process.

We show that there exist (randomized) stopping times S for (X^v_t), T for (X^μ_t) with common final distribution, L(X^v_S|S < ∞) = L(X^μ_T|T < ∞), and the property that for t < S, resp. t < T, the processes move in disjoint portions of the state space. For such a coupling (S, T) it is shown

where denotes the bounded harmonic functions of the Markov transition semigroup. Extensions, consequences and applications of this result are discussed.     

On sequences cat(f)

We prove that, for every decreasing sequence {a_k} of natural numbers, there exists a map f :X→X with catf^k=a_k.     

Full quadrature sums for pth powers of polynomials with Freud weights

In this paper, we provide a solution of the quadrature sum problem of R. Askey for a class of Freud weights. Let r> 0, b (− ∞, 2]. We establish a full quadrature sum estimate

1 p < ∞, for every polynomial P of degree at most n + rn^1/3, where W² is a Freud weight such as exp(−¦x¦), > 1, λ_jn are the Christoffel numbers, x_jn are the zeros of the orthonormal polynomials for the weight W², and C is independent of n and P. We also prove a generalisation, and that such an estimate is not possible for polynomials P of degree M = m(n) if m(n) = n + ξ_nn^1/3, where ξ_n → ∞ as n → ∞. Previous estimates could sum only over those x_jn with ¦x_jn¦ σx_1n, some fixed 0 < σ < 1.     

Weak convergence to the multiple Stratonovich integral

We have considered the problem of the weak convergence, as tends to zero, of the multiple integral processes

in the space , where fL²([0,T]ⁿ) is a given function, and {η(t)}_>0 is a family of stochastic processes with absolutely continuous paths that converges weakly to the Brownian motion. In view of the known results when n2 and f(t₁,…,t_n)=1_{t1<t2<<tn}, we cannot expect that these multiple integrals converge to the multiple Itô–Wiener integral of f, because the quadratic variations of the η are null. We have obtained the existence of the limit for any {η}, when f is given by a multimeasure, and under some conditions on {η} when f is a continuous function and when f(t₁,…,t_n)=f₁(t₁)f_n(t_n)1_{t1<t2<<tn}, with f_iL²([0,T]) for any i=1,…,n. In all these cases the limit process is the multiple Stratonovich integral of the function f.     

An extension theorem for t-designs

In 1994, van Trung (Discrete Math. 128 (1994) 337–348) [9] proved that if, for some positive integers d and h, there exists an S_λ(t,k,v) such that

then there exists an S_λ(v−t+1)(t,k,v+1) having v+1 pairwise disjoint subdesigns S_λ(t,k,v). Moreover, if B_i and B_j are any two blocks belonging to two distinct such subdesigns, then d|B_i∩B_j|<k−h. In 1999, Baudelet and Sebille (J. Combin. Des. 7 (1999) 107–112) proved that if, for some positive integers, there exists an S_λ(t,k,v) such that

where m=min{s,v−k} and n=min{i,t}, then there exists an

having pairwise disjoint subdesigns S_λ(t,k,v). The purpose of this paper is to generalize these two constructions in order to produce a new recursive construction of t-designs and a new extension theorem of t-designs.     

Error bounds on the power method for determining the largest eigenvalue of a symmetric, positive definite matrix

Let A be a positive definite, symmetric matrix. We wish to determine the largest eigenvalue, λ₁. We consider the power method, i.e. that of choosing a vector v₀ and setting v_k = A^kv₀; then the Rayleigh quotients R_k = (Av_k, v_k)/(v_k, v_k) usually converge to λ₁ as k → ∞ (here (u, v) denotes their inner product). In this paper we give two methods for determining how close R_k is to λ₁. They are both based on a bound on λ₁ − R_k involving the difference of two consecutive Rayleigh quotients and a quantity ω_k. While we do not know how to directly calculate ω_k, we can given an algorithm for giving a good upper bound on it, at least with high probability. This leads to an upper bound for λ₁ − R_k which is proportional to (λ₂/λ₁)^2k, which holds with a prescribed probability (the prescribed probability being an arbitrary δ > 0, with the upper bound depending on δ).     

ContributionsSign-balanced covering matrices

A q × n array with entries from 0, 1,…,q − 1 is said to form a difference matrix if the vector difference (modulo q) of each pair of columns consists of a permutation of [0, 1,… q − 1]; this definition is inverted from the more standard one to be found, e.g., in Colbourn and de Launey (1996). The following idea generalizes this notion: Given an appropriate δ (-[−1, 1]^t, a λq × n array will be said to form a (t, q, λ, Δ) sign-balanced matrix if for each choice C₁, C₂,…, C_t of t columns and for each choice = (₁,…,_t) Δ of signs, the linear combination ∑_j=1^t _jC_j contains (mod q) each entry of [0, 1,…, q − 1] exactly λ times. We consider the following extremal problem in this paper: How large does the number k = k(n, t, q, λ, δ) of rows have to be so that for each choice of t columns and for each choice (₁, …, _t) of signs in δ, the linear combination ∑_j=1^t _jC_j contains each entry of [0, 1,…, q t- 1] at least λ times? We use probabilistic methods, in particular the Lovász local lemma and the Stein-Chen method of Poisson approximation to obtain general (logarithmic) upper bounds on the numbers k(n, t, q, λ, δ), and to provide Poisson approximations for the probability distribution of the number W of deficient sets of t columns, given a random array. It is proved, in addition, that arithmetic modulo q yields the smallest array - in a sense to be described.