Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Let {X _k , 1 k n} be n independent and real-valued random variables with common subexponential distribution function, and let {k, 1 k n} be other n random variables independent of {X _k , 1 k n} and satisfying a _k b for some 0 < a b < for all 1 k n. This paper proves that the asymptotic relations P (max_{1 m n k=1} ^m _k X _k > x) P (sum _k=1 ⁿ _k X _k > x) sum _k=1 ⁿ P ( _k X _k > x) hold as x . In doing so, no any assumption is made on the dependence structure of the sequence { _k , 1 k n}. An application to ruin theory is proposed.     

Locally most powerful rank tests for testing randomness and symmetry

Let X _i, 1 i N, be N independent random variables (i.r.v.) with distribution functions (d.f.) F _i(x,), 1 i N, respectively, where is a real parameter. Assume furthermore that F _i(·,0) = F(·) for 1 i N. Let R = (R ₁,R _N) and R ⁺,...,R _N ⁺ be the rank vectors of X = (X ₁,X _N) and |X|=(|X ₁|,...,|X _N|), respectively, and let V = (V ₁,V _N) be the sign vector of X. The locally most powerful rank tests (LMPRT) S = S(R) and the locally most powerful signed rank tests (LMPSRT) S = S(R ⁺, V) will be found for testing = 0 against > 0 or < 0 with F being arbitrary and with F symmetric, respectively.     

On the ω-limit Set Dichotomy of Cooperating Kolmogorov Systems

The authors study the -limit set dichotomy of the Kolmogorov systems _i=x_i f _i(x)x _i0, 1in with the cooperative and irreducible hypotheses and obtain the quasiconvergence almost everywhere when n=3, which gives an affirmative answer to the open problem by Smith [9, p.72] in the case of n=3.     

Which I.I.D. Sums are recurrently dominated by their maximal terms?

For i.i.d. sequences (X _n) we characterize lim sup _n X _n/sup₁i<n|S _i |= in terms of the distribution function. Previous results of Kesten⁽³⁾ and Wittmann⁽⁶⁾ are immediate consequences. We also determine the typical magnitude of sup₁in|S _i |.Partially supported by NSF Grant DMS-9007416     

Asymptotic behavior of the dwell time distribution for a random walk on a positive semi-axis

Let ₁, ₂, ... be a sequence of independent identically distributed random variables with zero means. We consider the functional _n = _k=o ⁿ (S _k ) where S₁=0, S_k= _i=1 ^k _i (k1) and(x)=1 for x0,(x) = 0 for x<0. It is readily seen that _n is the time spent by the random walk S_n, n0, on the positive semi-axis after n steps. For the simplest walk the asymptotics of the distribution P (_n = k) for n and k, as well as for k = O(n) and k/n<1, was studied in [1]. In this paper we obtain the asymptotic expansions in powers of n^–1 of the probabilities P(h_n = nx) and P(nx_{1 n} nx₂) for 0<₁, x = k/n ₂<1, 0<₁x₁2₂<1.Translated from Matematicheskie Zametki, Vol. 15, No. 4, pp. 613–620, April, 1974.The author wishes to thank B. A. Rogozin for valuable discussions in the course of his work.     

Function Spaces of Posets with Projections

This paper investigates function spaces of structures consisting of a partially ordered set together with some directed family of projections.More precisely, given a fixed directed index set (I,), we consider triples (D,,(p _i ) _iI ) with (D,) a poset and (p _i ) _iI a monotone net of projections of D. We call them (I,)-pop's (posets with projections). Our main purpose is to study structure preserving maps between (I,)-pop's. Such homomorphisms respect both order and projections.Any (I,)-pop is known to induce a uniformity and thus a topology. The set of all homomorphisms between two (I,)-pop's turns out to form an (I,)-pop itself. We show that its uniformity is the uniformity of uniform convergence. This enables us to prove that properties such as completeness and compactness transfer to function pop's.Concerning categorical properties of (I,)-pop's, we will see that we are in a lucky situation from a computer scientist's point of view: we obtain Cartesian closed categories. Moreover, by a D -construction we get (I,)-pop's that are isomorphic to their own exponent. This yields new models for the untyped -calculus.     

Distance-Regular Graphs with c i = b d-i and Antipodal Double Covers

Let be a distance-regular graph of diameter d and valency k > 2. Suppose there exists an integer s with d 2s such that c _i = b _d-i for all 1 i s. Then is an antipodal double cover.     

Packing random items of three colors

Consider three colors 1,2,3, and forj3, considern items (X _i,j)in of colorj. We want to pack these items inn bins of equal capacity (the bin size is not fixed, and is to be determined once all the objects are known), subject to the condition that each bin must contain exactly one item of each color, and that the total item sizes attributed to any given bin does not exceed the bin capacity. Consider the stochastic model where the random variables (X _i,jj)in,j3 are independent uniformly distributed over [0,1]. We show that there is a polynomial-time algorithm that produces a packing which has a wasted spaceK logn with overwhelming probability.Work partially supported by an N.S.F. grant.     

Finite Representability of ℓp in Quotients of Banach Spaces

A typical result of the paper states that if X is a Banach space with a basis and for some 1pq, the spaces _p and _q are finitely block representable in every block subspace of X, then every block subspace of X admits a block quotient Z such that for every r[p,q], the space _r is finitely block representable in Z. Results of a similar nature are also established for ^N _p-block-sequences and asymptotic spaces.     

i-perfectm-cycle systems,m ≤ 19

Summary For allm 19 and each meaningful value ofi (2 i m/2), the spectrum problem fori-perfectm-cycle systems is examined.     

Kite-freeP- andQ-polynomial schemes

LetY = (X, {R _i } _oid) denote aP-polynomial association scheme. By a kite of lengthi (2 i d) inY, we mean a 4-tuplexyzu (x, y, z, u X) such that(x, y) R ₁,(x, z) R ₁,(y, z) R ₁,(u, y) R _i–1,(u, z) R _i–1,(u, x) R _i. Our main result in this paper is the following.     

On elementary equivalence and isomorphism of clone segments

The principal application of a general theorem proved here shows that for any choice 1mnp of integers there exist metric spacesX andY such that the initialk-segments of their clones of continuous maps coincide exactly whenkm, are isomorphic exactly whenkn, and are elementarily equivalent exactly whenkp.Dedicated to Prof. László Fuchs on the occasion of his 70th birthday     

An Inequality Involving the Local Eigenvalues of a Distance-Regular Graph

Let denote a distance-regular graph with diameter D 3, valency k, and intersection numbers a _i, b _i, c _i. Let X denote the vertex set of and fix x X. Let denote the vertex-subgraph of induced on the set of vertices in X adjacent X. Observe has k vertices and is regular with valency a ₁. Let _{1 2} ··· _k denote the eigenvalues of and observe ₁ = a ₁. Let denote the set of distinct scalars among ₂, ₃, ..., _k . For let mult denote the number of times appears among ₂, ₃,..., _k . Let denote an indeterminate, and let p ₀, p₁, ...,p _D denote the polynomials in [] satisfying p ₀ = 1 andp _i = c _i+1 p _i+1 + (a _i – c _i+1 + c _i)p _i + b _i p _i–1 (0 i D – 1),where p _–1 = 0. We show where we abbreviate = –1 – b ₁(1+)^–1. Concerning the case of equality we obtain the following result. Let T = T(x) denote the subalgebra of Mat _X ( ) generated by A, E*₀, E*₁, ..., E* _D , where A denotes the adjacency matrix of and E* _i denotes the projection onto the ith subconstituent of with respect to X. T is called the subconstituent algebra or the Terwilliger algebra. An irreducible T-module W is said to be thin whenever dimE* _i W 1 for 0 i D. By the endpoint of W we mean min{i|E* _i W 0}. We show the following are equivalent: (i) Equality holds in the above inequality for 1 i D – 1; (ii) Equality holds in the above inequality for i = D – 1; (iii) Every irreducible T-module with endpoint 1 is thin.     

On the entropic regularization method for solving min-max problems with applications

Consider a min-max problem in the form of min _xX max_1im {f _i (x)}. It is well-known that the non-differentiability of the max functionF(x) max_1im {f _i (x)} presents difficulty in finding an optimal solution. An entropic regularization procedure provides a smooth approximationF _p(x) that uniformly converges toF(x) overX with a difference bounded by ln(m)/p, forp > 0. In this way, withp being sufficiently large, minimizing the smooth functionF _p(x) overX provides a very accurate solution to the min-max problem. The same procedure can be applied to solve systems of inequalities, linear programming problems, and constrained min-max problems.This research work was supported in part by the 1995 NCSC-Cray Research Grant and the National Textile Center Research Grant S95-2.     

A Local Approach to 1-Homogeneous Graphs

Let bea distance-regular graph with diameter d. For vertices x and y of at distancei, 1 i d, we define the setsC _i(x,y) = i–1(x) (y), A _i (x,y) = _i (x) (y) and B _i (x,y) = _i+1(x) (y).Then we say has the CAB_j property,if the partition CAB _i (x,y) = {C _i (x,y),A _i (x,y),B _i (x,y)}of the local graph of y is equitable for each pairof vertices x and y of at distance i j. We show that in with the CAB_j property then the parameters ofthe equitable partitions CAB i(x,y) do not dependon the choice of vertices x and y atdistance i for all i j. The graph has the CAB property if it has the CAB _d property. We show the equivalence of the CAB property and the1-homogeneous property in a distance-regular graph with a ₁ 0. Finally, we classify the 1-homogeneous Terwilligergraphs with c ₂ 2.     

Triple Positive Solutions for Multipoint Conjugate Boundary Value Problems

For the nth order nonlinear differential equation y ⁽ⁿ⁾(t)=f(y(t)), t [0,1], satisfying the multipoint conjugate boundary conditions, y ^(j)(a_i) = 0,1 i k, 0 j n _i - 1, 0 =a ₁ < a ₂ < < a _k = 1, and _i=1 ^k n _i =n, where f: [0, ) is continuous, growth condtions are imposed on f which yield the existence of at least three solutions that belong to a cone.     

Distribution of the number of nonappearing lengths of cycles in a random mapping

One-to-one random mappings of the set 1, 2,..., n onto itself are considered. Limit theorems are proved for the quantities _i, 0in, max _i, min _i, where _i is the number of 0in components of the vector ( ₁, ₂,..., _n) which are equal to i, 0< i< n, and ar is the number of components of dimension r of the random mapping.Translated from Matematicheskle Zametki, Vol. 23, No. 6, pp. 895–898, June, 1978.The author is grateful to V. P. Chistyakov and V. E. Stepanov for many useful remarks.     

An explicit calculation of the mean of the perimeter of the convex hull of a plane random walk

If (X _n ) _n ⁼¹ is a sequence of i.i.d. random variables in the Euclidean plane such that we compute the mean of the perimeter of theconvex hull ofX ₁++X _k; 0kn}.     

On the accuracy of empirical likelihood confidence regions for linear regression model

The coverage errors of the empirical likelihood confidence regions for in a linear regression model,Y _i=x _i+ _i , 1in, are of ordern ^–1. Bartlett corrections may be employed to reduce the order of magnitude of the coverage errors ton ^–2. For practical implementation of Bartlett correction, an empirical Bartlett correction is given.     

Sur une conjecture de Mukai

Résumé Généralisant une question de Mukai, nous conjecturons quune variété de Fano X de nombre de Picard _X et de pseudo-indice _X vérifie $ _X ( _X - 1) dim(X). Nous démontrons cette conjecture dans plusieurs situations: X est une variété de Fano de dimension 4, X est une variété de Fano torique de dimension 7 ou X est une variété de Fano torique de dimension arbitraire avec $ _X dim(X) / 3 + 1. Enfin, nous présentons une approche nouvelle pour le cas général.