A shuffle that mixes sets of any fixed size much faster than it mixes the whole deck

Consider an n by n array of cards shufled in the following manner. An element x of the array is chosen uniformly at random. Then with probability 1/2 the rectangle of cards above and to the left of x is rotated 180deg;, and with probability 1/2 the rectangle of cards below and to the right of x is rotated 180°. It is shown by an eigenvalue method that the time required to approach- the uniform distribution is between n²/2 and cn² in n for some constant c. On the other hand, for any k it is shown that the time needed to uniformly distribute a set of cards of size k is at most c(k)n, where c(k) is a constant times k³ In(k)². This is established via coupling; no attempt is made to get a good constant. © 1994 John Wiley & Sons, Inc.     

Probabilistic and combinatorial aspects of the card‐cyclic to random insertion shuffle

Consider a permutation σ ∈ S_n as a deck of cards numbered from 1 to n and laid out in a row, where σ_j denotes the number of the card that is in the j‐th position from the left. We study some probabilistic and combinatorial aspects of the shuffle on S_n defined by removing and then randomly reinserting each of the n cards once, with the removal and reinsertion being performed according to the original left to right order of the cards. The novelty here in this nonstandard shuffle is that every card is removed and reinserted exactly once. The bias that remains turns out to be quite strong and possesses some surprising features. © 2013 Wiley Periodicals, Inc. Random Struct. Alg., 46, 362–390, 2015     

An exotic shuffle relation for multiple zeta values

In this short note we will provide a new proof of the following exotic shuffle relation of multiple zeta values: This was proved by Zagier when n = 0, by Broadhurst when m = 0, and by Borwein, Bradley, and Broadhurst when m = 1. In general this was proved by Bowman and Bradley. Our new idea is to use the method of Borwein et al. to reduce the above general relation to some families of combinatorial identities which can be verified by Zeilberger’s algorithm [9, 10] that is part of the WZ method. Received: 27 November 2007 Revised: 28 June 2008     

A parameter‐uniform scheme for the parabolic singularly perturbed problem with a delay in time

In this paper, a parameter‐uniform numerical scheme for the solution of singularly perturbed parabolic convection–diffusion problems with a delay in time defined on a rectangular domain is suggested. The presence of the small diffusion parameter ? leads to a parabolic right boundary layer. A collocation method consisting of cubic B ‐spline basis functions on an appropriate piecewise‐uniform mesh is used to discretize the system of ordinary differential equations obtained by using Rothe's method on an equidistant mesh in the temporal direction. The parameter‐uniform convergence of the method is shown by establishing the theoretical error bounds. The numerical results of the test problems validate the theoretical error bounds.     

A Note on the Uniform Laws for Dependent Processes Via Coupling

In this note we investigate the coupling of a class of dependent sequences with an independent one having the same marginal distributions. This method is then used to prove that a uniform law of averages for this class holds if a similar law holds for the associated independent sequence.     

关于叶果洛夫定理证明的一个注记

给出了一种函数列收敛的等价刻画,并利用此等价刻画来给出实变函数中叶果洛夫定理的另一种证明方法.     

Expected number of steps of a random optimization method

Some explanatory remarks are presented, relevant to the objections by Pang (Ref. 1) to Dorea's paper (Ref. 2).     

The time discretization in classes of integro‐differential equations with completely monotonic kernels: Weighted asymptotic convergence

We consider the time discretization for the solution of the equation with . Here, the operators L_j are densely defined positive self‐adjoint linear operator on a Hilbert space H and have spectral decompositions with respect to a common resolution of the identity in H . The kernel functions , are assumed to be completely monotonic on (0,∞) and locally integrable, but not constant. The considered time discretization method comes from [Da Xu, Science China Mathematics 56 (2013), 395–424], where the backward Euler method is combined with order one convolution quadrature for approximating the integral term. In this article, the convergence properties of the time discretization are given in the weighted and norm, where ρ is a given weighted function. Numerical experiments show the theoretical results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 896–935, 2016     

A study of distributed-order time fractional diffusion models with continuous distribution weight functions

The distributed-order time fractional diffusion model with Dirichlet nonhomogeneous boundary conditions on a finite domain is considered. Four choices of continuous distribution weight functions with mean μ and standard deviation σ are investigated to study their impact on both the short-time and long-time solution behavior. An implicit numerical method implemented on a graded mesh is proposed to solve the model and the stability and convergence analysis are presented. Semi-analytic solutions are also derived for these distributions to assess the accuracy of the scheme. Numerical results highlight that the four continuous distribution weight functions produce a short-time solution behavior that is consistent with those solutions from the classical time fractional partial differential equation with fractional order γ* = μ. There are however long-time differences in the solution behavior that become more distinguishable as σ increases. In particular, we find a smaller value of σ produces more diffuse profiles and the diffusion rate slows as σ increases. Furthermore, the asymptotic behavior of the solution may be influenced by the time-fractional orders ranging between the smallest nonzero weight order and mean μ for the continuous uniform and raised cosine distribution weight functions, respectively. Similar findings are also observed for the truncated normal and beta distributions.     

Limit laws for normed and weighted Boolean convolutions

We prove a central limit theorem and a weak law of large numbers for normed Boolean convolutions with weighted components. Our technical assumptions on normalizations and weights cover many interesting outcomes, and both limit laws hold under minimal moment conditions.     

基于α-混合序列的学习机器一致收敛速率的界

Vapnik,Cucker和Smale已经证明了,当样本的数目趋于无限时,基于独立同分布序列学习机器的经验风险会一致收敛到它的期望风险.本文把这些基于独立同分布序列的结果推广到了α-混合序列,应用Markov不等式得到了基于α-混合序列的学习机器一致收敛速率的界.     

对建立函数一致连续概念的认识

通过两个例子,给出了一致连续概念中公共δ的直观而且实际的取法.对初学者建立一致连续的概念将有所帮助.     

基于$\alpha$\,-混合序列的学习机器一致收敛速率的界

Vapnik, Cucker和Smale已经证明了, 当样本的数目趋于无限时, 基于独立同分布序列学习机器的经验 风险会一致收敛到它的期望风险\bd 本文把这些基于独立同分布序列的结果推广到了$\alpha$\,-混合序列, 应用Markov不等式得到了基于$\alpha$\,-混合序列的学习机器一致收敛速率的界     

On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion

We investigate the uniform convergence of the density of the empirical measure of an ergodic diffusion. It is known that under certain conditions on the drift and diffusion coefficients of the diffusion, the empirical density f _t converges in probability to the invariant density f, uniformly on the entire real line. We show that under the same conditions, uniform convergence of f _t to f on compact intervals takes place almost surely. Moreover, we prove that under much milder conditions (the usual linear growth condition on the drift and diffusion coefficients and a finite second moment of the invariant measure suffice), we have the uniform convergence of f _t to f on compacta in probability. This revised version was published online in June 2006 with corrections to the Cover Date.     

独立指数分布卷积的矩的计算

推导了∑from i=1 to s(λir)/(π j=1 j≠i to s (λi-λj))求和公式,从而解决了独立指数分布卷积的矩的计算.     

Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

ABSTRACT

In this paper, for centred homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investigated. It is shown that maxima and minima are asymptotic dependent for strongly dependent homogeneous Gaussian random field with the choice of sparse grid, Pickands' grid or dense grid, while for the weakly dependent Gaussian random field maxima and minima are asymptotically independent.     

带时滞的比率型的食物链系统的持久性和稳定性

A delayed three-species ratio-dependent predator-prey food-chain model without dominating instantaneous negative feedback is investigated. It is shown that the system is permanent under some appropriate conditions, and sufficient conditions are obtained for the local asymptotic stability of a positive equilibrium of the system.     

A note on bilinear time series models

Conditions for the existence of a stationary solution for certain forms of bilinear difference equations are derived.     

Exercisability Randomization of the American Option

Abstract

The valuation of American options is an optimal stopping time problem which typically leads to a free boundary problem. We introduce here the randomization of the exercisability of the option. This method considerably simplifies the problematic by transforming the free boundary problem into an evolution equation. This evolution equation can be transformed in a way that decomposes the value of the randomized option into a European option and the present value of continuously paid benefits. This yields a new binomial approximation for American options. We prove that the method is accurate and numerical results illustrate that it is computationally efficient.