Multi-variable subordination distributions for free additive convolution

Let k be a positive integer and let Dc(k) denote the space of joint distributions for k-tuples of selfadjoint elements in C^∗-probability space. The paper studies the concept of “subordination distribution of μ?ν with respect to ν” for μ,ν∈Dc(k), where ? is the operation of free additive convolution on Dc(k). The main tools used in this study are combinatorial properties of R-transforms for joint distributions and a related operator model, with operators acting on the full Fock space.Multi-variable subordination turns out to have nice relations to a process of evolution towards ?-infinite divisibility on Dc(k) that was recently found by Belinschi and Nica (arXiv: 0711.3787). Most notably, one gets better insight into a connection which this process was known to have with free Brownian motion.     

Decompositions of positive self-dual boolean functions

A coterie, which is used to realize mutual exclusion in distributed systems, is a family C of subsets such that any pair of subsets in C has at least one element in common, and such that no subset in C contains any other subset in C. Associate with a family of subsets C a positive Boolean function f_c such that f_c(x) = 1 if the Boolean vector x is equal to or greater than the characteristic vector of some subset in C, and 0 otherwise. It is known that C is a coterie if and only if f_c is dual-minor, and is a non-dominated (ND) coterie if and only if f_c is self-dual. We study in this paper the decomposition of a positive self-dual function into smaller positive self-dual functions, as it explains how to represent and how to construct the corresponding ND coterie. A key step is how to decompose a positive dual-minor function f into a conjunction of positive self-dual functions f₁,f₂,…, f_k. In addition to the general condition for this decomposition, we clarify the condition for the decomposition into two functions f₁, and f₂, and introduce the concept of canonical decomposition. Then we present an algorithm that determines a minimal canonical decomposition, and a very simple algorithm that usually gives a decomposition close to minimal. The decomposition of a general self-dual function is also discussed.     

Free convolution operators and free Hall transform

We define an extension of the polynomial calculus on a W^?$W^{?}$-probability space by introducing an algebra C{_Xi:i∈I}$\mathbb{C}\{X_i:i\in I\}$ which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free convolution. It also permits us to characterize the free Segal–Bargmann transform and the free Hall transform introduced by Biane, in a manner which is closer to classical definitions. Finally, we use this extension of polynomial calculus to prove two asymptotic results on random matrices: the convergence for each fixed time, as N   tends to ∞, of the ?-distribution of the Brownian motion on the linear group _GLN(C)${\mathit{GL}}_N(\mathbb{C})$ to the ?-distribution of a free multiplicative circular Brownian motion, and the convergence of the classical Hall transform on U(N)$U(N)$ to the free Hall transform.     

Inclusion relations and convolution properties of a certain class of analytic functions associated with the Ruscheweyh derivatives

Let A denote the class of functions f(z) with

f(0)=f^′(0)−1=0,     

Finitely additive random walks on infinitely generated free groups

We consider any purely finitely additive probability measure supported on the generators of an infinitely generated free group and the Markov strategy with stationary transition probability . As well as for the case of random walks (with countably additive transition probability) on finitely generated free groups, we prove that all bounded sets are transient. Finally, we consider any finitely additive measure (supported on the group generators) and we prove that the classification of the state space depends only on the continuous part of .     

Variable orderings and the size of OBDDs for random partially symmetric Boolean functions

The size of ordered binary decision diagrams (OBDDs) strongly depends on the chosen variable ordering. It is an obvious heuristic to use symmetric variable orderings, i.e., variable orderings where symmetric variables are arranged adjacently. In order to evaluate this heuristic, methods for estimating the OBDD size for random partially symmetric functions are presented. Characterizations of cases where, with high probability, only symmetric variable orderings and, with high probability, only nonsymmetric variable orderings lead to minimum OBDD size are obtained. For this analysis estimates for the number of different blocks of random Boolean matrices are used. © 1998 John Wiley & Sons, Inc. Random Struct. Alg., 13, 49–70, 1998     

On the convolution and subordination of convex functions

In this work we present some new results on convolution and subordination in geometric function theory. We prove that the class of convex functions of order α is closed under convolution with a prestarlike function of the same order. Using this, we prove that subordination under the convex function order α is preserved under convolution with a prestarlike function of the same order. Moreover, we find a subordinating factor sequence for the class of convex functions. The work deals with several ideas and techniques used in geometric function theory, contained in the book Convolutions in Geometric Function Theory by Ruscheweyh (1982).     

Limit theorems in free probability theory II

Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ₊ and on the unit circle we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.      

Starlikeness of Hadamard product of certain analytic functions

An interesting criterion was given by Lashin (A.Y. Lashin, Some convolution properties of analytic functions, Appl. Math. Lett. 18 (2005) 135–138) to be starlike for convolution of analytic functions f, g such that Re[f^′(z)],Re[g^′(z)]β,,β<1 in the unit disc U. In this paper we shall improve this criterion.     

《概率论与数理统计》中有关独立性一反例的深入分析

独立性是《概率论与数理统计》是的一个非常重要的概念.教学中在说明随机变量函数独立性时会涉及许多反例.本文就有关随机变量函数独立性的一个反例作了进一步的推广分析.     

An application of the convolution inequality for the Fisher information

A characterization of the normal distribution by a statistical independence on a linear transformation of two mutually independent random variables is proved by using the convolution inequality for the Fisher information.     

Changing the variable in convolution of distributions

In this paper the author has extended the concept of changing the variables in distributions to the convolution of distributions. For an infinitely differentiable functionh(x), he has first defined the convolution of two distributions f(h(x)) and g(h(x)) and then proved some of its properties. Finally, he has applied his results to the fractional integral and fractional differential operators     

Numerical analysis of free vibrations of laminated composite conical and cylindrical shells: Discrete singular convolution (DSC) approach

A numerical study on the free vibration analysis for laminated conical and cylindrical shell is presented. The analysis is carried out using Love's first approximation thin shell theory and solved using discrete singular convolution (DSC) method. Numerical results in free vibrations of laminated conical and cylindrical shells are presented graphically for different geometric and material parameters. Free vibrations of isotropic cylindrical shells and annular plates are treated as special cases. The effects of circumferential wave number, number of layers on frequencies characteristics are also discussed. The numerical results show that the present method is quite easy to implement, accurate and efficient for the problems considered.     

Hierarchically penalized additive hazards model with diverging number of parameters

In many applications,covariates can be naturally grouped.For example,for gene expression data analysis,genes belonging to the same pathway might be viewed as a group.This paper studies variable selection problem for censored survival data in the additive hazards model when covariates are grouped.A hierarchical regularization method is proposed to simultaneously estimate parameters and select important variables at both the group level and the within-group level.For the situations in which the number of parameters tends to∞as the sample size increases,we establish an oracle property and asymptotic normality property of the proposed estimators.Numerical results indicate that the hierarchically penalized method performs better than some existing methods such as lasso,smoothly clipped absolute deviation(SCAD)and adaptive lasso.     

On the complexity of monotone dualization and generating minimal hypergraph transversals

In 1994 Fredman and Khachiyan established the remarkable result that the duality of a pair of monotone Boolean functions, in disjunctive normal forms, can be tested in quasi-polynomial time, thus putting the problem, most likely, somewhere between polynomiality and coNP-completeness. We strengthen this result by showing that the duality testing problem can in fact be solved in polylogarithmic time using a quasi-polynomial number of processors (in the PRAM model). While our decomposition technique can be thought of as a generalization of that of Fredman and Khachiyan, it yields stronger bounds on the sequential complexity of the problem in the case when the sizes of f and g are significantly different, and also allows for generating all minimal transversals of a given hypergraph using only polynomial space.     

The Lebesgue decomposition of the free additive convolution of two probability distributions

We prove that the free additive convolution of two Borel probability measures supported on the real line can have a component that is singular continuous with respect to the Lebesgue measure on ${\mathbb{R}}$ only if one of the two measures is a point mass. The density of the absolutely continuous part with respect to the Lebesgue measure is shown to be analytic wherever positive and finite. The atoms of the free additive convolution of Borel probability measures on the real line have been described by Bercovici and Voiculescu in a previous paper.     

随机变量独立性的简易判别法

给出二维随机变量独立性的一个简易判别法，证明其存在的合理性，并将其推广至n维随机变量及其函数独立性的判别．     

随机变量独立性判别方法注记

给出了随机变量 X1 ,X2 ,X3相互独立的一个判定方法 .并将此方法中推广到更一般情形.     

概率论中的若干典型问题

总结了概率论中几个典型问题,并列举相关的例题加以佐证.     

On a generalized Hankel type convolution of generalized functions

The classical generalized Hankel type convolution are defined and extended to a class of generalized functions. Algebraic properties of the convolution are explained and the existence and significance of an identity element are discussed.