Central limit theorem for an iterated integral with respect to fBm with H>1/2

We construct an iterated stochastic integral with respect to fractional Brownian motion (fBm) with H>1/2. The first integrand is a deterministic function, and each successive integral is with respect to an independent fBm. We show that this symmetric stochastic integral is equal to the Malliavin divergence integral. By a version of the Fourth Moment Theorem of Nualart and Peccati [10], we show that a family of such integrals converges in distribution to a scaled Brownian motion. An application is an approximation to the windings for a planar fBm, previously studied by Baudoin and Nualart [2].     

On the basis property of eigenfunctions of a singular second-order differential operator

We consider the first boundary value problem for a singular differential operator of second order on an interval with transmission conditions at an interior point of the interval. We show that the system of eigenfunctions corresponding to this problem is complete in the space L ²(0, 1) and forms a Riesz basis in that space.     

Optimal two-phase vaccine allocation to geographically different regions under uncertainty

In this article, we consider a decision process in which vaccination is performed in two phases to contain the outbreak of an infectious disease in a set of geographic regions. In the first phase, a limited number of vaccine doses are allocated to each region; in the second phase, additional doses may be allocated to regions in which the epidemic has not been contained. We develop a simulation model to capture the epidemic dynamics in each region for different vaccination levels. We formulate the vaccine allocation problem as a two-stage stochastic linear program (2-SLP) and use the special problem structure to reduce it to a linear program with a similar size to that of the first stage problem. We also present a Newsvendor model formulation of the problem which provides a closed form solution for the optimal allocation. We construct test cases motivated by vaccine planning for seasonal influenza in the state of North Carolina. Using the 2-SLP formulation, we estimate the value of the stochastic solution and the expected value of perfect information. We also propose and test an easy to implement heuristic for vaccine allocation. We show that our proposed two-phase vaccination policy potentially results in a lower attack rate and a considerable saving in vaccine production and administration cost.     

Queues in tandem with customer deadlines and retrials

We study queues in tandem with customer deadlines and retrials. We first consider a 2-queue Markovian system with blocking at the second queue, analyze it, and derive its stability condition. We then study a non-Markovian setting and derive the stability condition for an approximating diffusion, showing its similarity to the former condition. In the Markovian setting, we use probability generating functions and matrix analytic techniques. In the diffusion setting, we consider expectations of the first hitting times of compact sets.     

On the first cohomology of arithmetic groups

We study the restriction to smaller subgroups, of cohomology classes on arithmetic groups (possibly after moving the class by Hecke correspondences), especially in the context of first cohomology of arithmetic groups. We obtain vanishing results for the first cohomology of cocompact arithmetic lattices in SU(n,1) which arise from hermitian forms over division algebras D of degree p ², p an odd prime, equipped with an involution of the second kind. We show that it is not possible for a ‘naive’ restriction of cohomology to be injective in general. We also establish that the restriction map is injective at the level of first cohomology for non co-compact lattices, extending a result of Raghunathan and Venkataramana for co-compact lattices. Received: 14 September 2000 / Accepted: 6 June 2001     

复射影空间中子流形的Gauss映照

本文利用复射影空间到欧氏空间的第一标准嵌入，对于复射影空间的子流形建立了一种广义的Ｇａｕｓｓ映照，并给出了这种广义的Ｇａｕ８ｓ映照是调和映照和相对仿射映照的条件。     

Half thresholding eigenvalue algorithm for semidefinite matrix completion

The semidefinite matrix completion(SMC) problem is to recover a low-rank positive semidefinite matrix from a small subset of its entries. It is well known but NP-hard in general. We first show that under some cases, SMC problem and S1/2relaxation model share a unique solution. Then we prove that the global optimal solutions of S1/2regularization model are fixed points of a symmetric matrix half thresholding operator. We give an iterative scheme for solving S1/2regularization model and state convergence analysis of the iterative sequence.Through the optimal regularization parameter setting together with truncation techniques, we develop an HTE algorithm for S1/2regularization model, and numerical experiments confirm the efficiency and robustness of the proposed algorithm.     

Local order property in nonelementary classes

Abstract. We study a local version of the order property in several frameworks, with an emphasis on frameworks where the compactness theorem fails: (1) Inside a fixed model, (2) for classes of models where the compactness theorem fails and (3) for the first order case. Appropriate localizations of the order property, the independence property, and the strict order property are introduced. We are able to generalize some of the results that were known in the case of local stability for the first order theories, and for stability for nonelementary classes (existence of indiscernibles, existence of averages, stability spectrum, equivalence between order and instability). In the first order case, we also prove the local version of Shelah's Trichotomy Theorem. Finally, as an application, we give a new characterization of stable types when the ambient first order theory is simple. Received: 18 June 1998     

On Queues with Markov Modulated Service Rates

In this paper, we consider a queue whose service speed changes according to an external environment that is governed by a Markov process. It is possible that the server changes its service speed many times while serving a customer. We derive first and second moments of the service time of customers in system using first step analysis to obtain an insight on the service process. In fact, we obtain an intriguing result in that the moments of service time actually depend on the arrival process! We also show that the mean service rate is not the reciprocal of the mean service time. Further, since it is not possible to obtain a closed form expression for the queue length distribution, we use matrix geometric methods to compute performance measures such as average queue length and waiting time. We apply the method of large deviations to obtain tail distributions of the workload in the queue using the concept of effective bandwidth. We present two applications in computer systems: (1) Web server with multi-class requests and (2) CPU with multiple processes. We illustrate the analysis and various methods discussed with the help of numerical examples for the above two applications. AMS subject classification: 90B22, 68M20     

Spin^{\rm c} -manifolds with Pin(2)-action

We study -manifolds with Pin(2)-action. The main tool is a vanishing theorem for certain indices of twisted -Dirac operators. This theorem is used to show that the Witten genus vanishes on such manifolds provided the first Chern class and the first Pontrjagin class are torsion. We apply the vanishing theorem to cohomology complex projective spaces and give partial evidence for a conjecture of Petrie. For example we prove that the total Pontrjagin class of a cohomology with -action has standard form if the first Pontrjagin class has standard form. We also determine the intersection form of certain 4-manifolds with Pin(2)-action. Received: 26 June 1998     

Some 3-Generator, 3-Relation Finite 2-Groups

Using computational methods, we first show that there are exactly eighteen 3-generator 2-groups of order 2¹⁰ with trivial Schur multiplier all having deficiency zero. We next generalize one of the groups obtained to exhibit two infinite classes of 3-generator, 3-relation finite 2-groups of high nilpotency class providing an affirmative answer to a problem posed by Havas et al.     

Minimizing the total completion time on-line on a single machine, using restarts

We give an algorithm to minimize the total completion time on-line on a single machine, using restarts, with a competitive ratio of 3/2. The optimal competitive ratio without using restarts is 2 for deterministic algorithms and e/(e−1)≈1.582 for randomized algorithms. This is the first restarting algorithm to minimize the total completion time that is proved to be better than an algorithm that does not restart.     

Reconstructing birational maps from their face functions

We first prove that any birational map, from an affine space of dimension ≥ 2 to itself, is not determined by its face functions. On the other hand, we prove that a birational map with irreducibly polynomial inverse is completely determined, within the class of all birational maps with irreducibly polynomial inverses, by its face functions. We show also how to effectively reconstruct such a map from its face functions. Supported partly by the Centre Interuniversitaireen Calcul Mathématique Algébrique.     

A cohomological description of property (T) for quantum groups

We prove a Delorme-Guichardet type theorem for discrete quantum groups expressing property (T) of the quantum group in question in terms of its first cohomology groups. As an application, we show that the first L²-Betti number of a discrete property (T) quantum group vanishes.     

Exact algorithms for the two-dimensional strip packing problem with and without rotations

We propose exact algorithms for the two-dimensional strip packing problem (2SP) with and without 90° rotations. We first focus on the perfect packing problem (PP), which is a special case of 2SP, wherein all given rectangles are required to be packed without wasted space, and design branch-and-bound algorithms introducing several branching rules and bounding operations. A combination of these rules yields an algorithm that is especially efficient for feasible instances of PP. We then propose several methods of applying the PP algorithms to 2SP. Our algorithms succeed in efficiently solving benchmark instances of PP with up to 500 rectangles and those of 2SP with up to 200 rectangles. They are often faster than existing exact algorithms specially tailored for problems without rotations.     

Optimal control of a two-dimensional contact problem

We consider a frictionless contact problem with unilateral constraints for a 2D bar. We describe the problem, then we derive its weak formulation, which is in the form of an elliptic variational inequality of the first kind. Next, we establish the existence of a unique weak solution to the problem and prove its continuous dependence with respect to the applied tractions and constraints. We proceed with the study of an associated control problem for which we prove the existence of an optimal pair. Finally, we consider a perturbed optimal control problem for which we prove a convergence result.     

主次指标为最小化总完工时间和存储费用的带有准备时间的单机分批排序问题

In this paper, the single machine scheduling problem with release dates and two hierarchical criteria is discussed. The first criterion is to minimize makespan, and the second criterion is to minimize stocking cost. We show that this problem is strongly NP-hard. We also give an O(n2) time algorithm for the special case that all stocking costs of jobs in unit time are 1.     

Transverse intersections between invariant manifolds of doubly hyperbolic invariant tori, via the Poincaré-Mel’nikov method

We consider a perturbation of an integrable Hamiltonian system having an equilibrium point of elliptic-hyperbolic type, having a homoclinic orbit. More precisely, we consider an (n + 2)-degree-of-freedom near integrable Hamiltonian with n centers and 2 saddles, and assume that the homoclinic orbit is preserved under the perturbation. On the center manifold near the equilibrium, there is a Cantorian family of hyperbolic KAM tori, and we study the homoclinic intersections between the stable and unstable manifolds associated to such tori. We establish that, in general, the manifolds intersect along transverse homoclinic orbits. In a more concrete model, such homoclinic orbits can be detected, in a first approximation, from nondegenerate critical points of a Mel’nikov potential. We provide bounds for the number of transverse homoclinic orbits using that, in general, the potential will be a Morse function (which gives a lower bound) and can be approximated by a trigonometric polynomial (which gives an upper bound).     

On even cycle decompositions of line graphs of cubic graphs

An even cycle decomposition of a graph is a partition of its edges into cycles of even length. In 2012, Markström conjectured that the line graph of every 2-connected cubic graph has an even cycle decomposition and proved this conjecture for cubic graphs with oddness at most 2. However, for 2-connected cubic graphs with oddness 2, Markström only considered these graphs with a chordless 2-factor. (A chordless 2-factor of a graph is a 2-factor consisting of only induced cycles.) In this paper, we first construct an infinite family of 2-connected cubic graphs with oddness 2 and without chordless 2-factors. We then give a complete proof of Markström’s result and further prove this conjecture for cubic graphs with oddness 4.