Multilinear forms and measures of dependence between random variables

Based on an idea of Rosenblatt, the methods of interpolation theory are used to establish moment inequalities and equivalence relations for measures of dependence between two or more families of random variables. A couple of “interpolation” theorems proved here appear to be new.     

Equivalent measures of dependence

The maximal correlation between a pair of σ-fields $\text{A}$ and $\text{B}$ becomes arbitrarily small as sup{|P(A ? B) ? P(A) P(B)|/[P(A) P(B)]^1/2, A ∈ $\text{A}$, B ∈ $\text{B}$, P(A) > 0, P(B) > 0} becomes sufficiently small.     

A note on convex dependence of solutions of IVPs relative to initial values

We generalize a result of Lakshmikantham, Shahzad and Walter on convex dependence of the solutions of IVPs with respect to the initial value to general ordered Banach spaces.     

A framework for positive dependence

This paper presents, for bivariate distributions, a unified framework for studying and relating three basic concepts of positive dependence. These three concepts are positive dependence orderings, positive dependence properties and measures of positive dependence. The latter two concepts are formally defined and their properties discussed. Interrelationships among these three concepts are given, and numerous examples are presented.Supported by the National Science Foundation under Grant DMS-8301361.Supported by the Air Force Office of Scientific Research under Contract 84-0113. Reproduction in whole or part is permitted for any purpose of the United States Government.     

A numerically stable algorithm for two server queue models

In this paper, we consider a queueing system in which there are two exponential servers, each having his own queue, and arriving customers will join the shorter queue. Based on the results given in Flatto and McKean, we rewrite the formula for the probability that there are exactlyk customers in each queue, wherek = 0, 1,…. This enables us to present an algorithm for computing these probabilities and then to find the joint distribution of the queue lengths in the system. A program and numerical examples are given.     

On generalized measures of entropy and dependence

Various authors have studied extensions of Shannon’s entropy but their inferential properties and applications in applied sciences have not invited proper attention from researchers. In the present paper we explore the motivation and implication of using various classes of the generalized entropies and conditional entropies. We evaluate β-class and (α, β)-class entropies for multivariate normal density function. We also obtain the measures of dependence in terms of the classes of generalized entropies.      

A note on multifractal packing dimension of measures

The relations between the multifractal packing dimension of Borel probability measures and the asymptotic behavior of the function φ*(x) = lim sup r→0 logν(B(x,r)) - qlogμ(B(x,r)) logr are discussed and some applications are given.     

A Local Limit Theorem for a Family of Non-Reversible Markov Chains

By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller Markov chains around a directed cycle, are not reversible, have little symmetry, do not have uniform stationary distributions, and can be nearly periodic, prior general bounds on rates of convergence of Markov chains either do not apply or give poor bounds. Necklace chains can serve as test cases for future techniques for bounding rates of convergence.     

A note on measures of nonconvexity

We define the Hausdorff measure of nonconvexity β(C) of a nonempty bounded subset C of a Banach space X as the Hausdorff distance of C to the family of all the nonempty convex bounded subsets of X. We compare the measure β with the Eisenfeld-Lakshmikantham measure of nonconvexity α and prove that the two measures are equivalent (β≤α≤2β), but in general they are different.     

A note on two-person zero-sum communicating stochastic games

For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property, i.e., working with irreducible games over restricted strategy spaces. The proposed procedure gives the value of the communicating game with an arbitrarily small error when the value is independent of the initial state.     

A note on the effects of downstream efficiency on upstream pricing

The study of the effects of downstream entry on upstream pricing has revealed the counter-intuitive result of the supplier’s pricing policy being invariant to a new downstream entry under an isoelastic inverse demand function. We show that this counter-intuitive result is reversed when a new downstream entry affects downstream efficiency. We show that in the presence of increased post-entry downstream efficiency the supplier increases the wholesale price by taking advantage of the increased retail efficiency and competition. We also investigate the applicability of our results under other types of inverse demand functions.     

二叉树上分支马氏链的等价性质

本文给出了二叉树上分支马氏链定义的离散形式,然后研究了它的两个等价性质.最后,我们指出在二叉树情况下,树指标马氏链就是一类特殊的分支马氏链.     

三叉树上分支马氏链的等价性质

在二叉树上分支马氏链的等价性质研究的基础上,给出了三叉树上分支马氏链定义的离散形式,除了把二叉树上分支马氏链的两个等价性质平移到三叉树上分支马氏链以外,又给出了三叉树上分支马氏链的两个等价性质及两个性质.得出结论的关键方法是在概率乘积公式及条件概率公式的计算中正确处理其中所涉及到的许多繁杂的必然事件.     

Time reversal and stationary Gibbs measures

Markov chains on an infinite product space are considered whose transition kernel is of the Gibbsian type. It is proved that then a stationary probability measure is Gibbsian if and only if the transition kernel of the reversed chain is also Gibbsian.