Higher order representations of the Robbins–Monro process

For quasi-linear regression functions, the Robbins–Monro process X_n is decomposed in a sum of a linear form and a quadratic form both defined in the observation errors. Under regularity conditions, the remainder term is of order O(n^−3/2) with respect to the L_p-norm. If a cubic form is added, the remainder term can be improved up to an order of O(n⁻²). As a corollary the expectation of X_n is expanded up to an error of order O(n⁻²). This is used to correct the bias of X_n up to an error of order O(n^−3/2 log n).     

ON THE ORDER OF APPROXIMATION FOR THE RATIONAL INTERPOLATION TO ｜x｜

The order of approximation for Newman-type rational interpolation to |x| is studied in this paper. For general set of nodes, the extremum of approximation error and the order of the best uniform approximation are estimated. The result illustrates the general quality of approximation in a different way. For the special case where the interpolation nodes are $x_i = \left( {\frac{i}{n}} \right)^r (i = 1,2, \cdots ,n;r > 0)$x_i = \left( {\frac{i}{n}} \right)^r (i = 1,2, \cdots ,n;r > 0) , it is proved that the exact order of approximation is O( \frac1n ),O( \frac1nlogn ) and O( \frac1n^r )O\left( {\frac{1}{n}} \right),O\left( {\frac{1}{{n\log n}}} \right) and O\left( {\frac{1}{{n^r }}} \right) , respectively, corresponding to 01.     

Semidiscrete and asymptotic approximations for the nonstationary radiative–conductive heat transfer problem in a periodic system of grey heat shields

We consider semidiscrete and asymptotic approximations to a solution to the nonstationary nonlinear initial-boundary-value problem governing the radiative–conductive heat transfer in a periodic system consisting of n grey parallel plate heat shields of width ε = 1/n, separated by vacuum interlayers. We study properties of special semidiscrete and homogenized problems whose solutions approximate the solution to the problem under consideration. We establish the unique solvability of the problem and deduce a priori estimates for the solutions. We obtain error estimates of order O( ?{e} ) O\left( {\sqrt {\varepsilon } } \right) and O(ε) for semidiscrete approximations and error estimates of order O( ?{e} ) O\left( {\sqrt {\varepsilon } } \right) and O(ε ^3/4) for asymptotic approximations. Bibliography: 9 titles.     

Optimal Partition Trees

We revisit one of the most fundamental classes of data structure problems in computational geometry: range searching. Matoušek (Discrete Comput. Geom. 10:157–182, 1993) gave a partition tree method for d-dimensional simplex range searching achieving O(n) space and O(n ^1−1/d ) query time. Although this method is generally believed to be optimal, it is complicated and requires O(n ^1+ε ) preprocessing time for any fixed ε>0. An earlier method by Matoušek (Discrete Comput. Geom. 8:315–334, 1992) requires O(nlogn) preprocessing time but O(n ^1−1/d log ^O(1) n) query time. We give a new method that achieves simultaneously O(nlogn) preprocessing time, O(n) space, and O(n ^1−1/d ) query time with high probability. Our method has several advantages:

Computing Vertex Connectivity: New Bounds from Old Techniques

The vertex connectivity κ of a graph is the smallest number of vertices whose deletion separates the graph or makes it trivial. We present the fastest known deterministic algorithm for finding the vertex connectivity and a corresponding separator. The time for a digraph having n vertices and m edges is O(min{κ³ + n, κn}m); for an undirected graph the term m can be replaced by κn. A randomized algorithm finds κ with error probability 1/2 in time O(nm). If the vertices have nonnegative weights the weighted vertex connectivity is found in time O(κ₁nmlog(n²/m)) where κ₁ ≤ m/n is the unweighted vertex connectivity or in expected time O(nmlog(n²/m)) with error probability 1/2. The main algorithm combines two previous vertex connectivity algorithms and a generalization of the preflow-push algorithm of Hao and Orlin (1994, J. Algorithms17, 424–446) that computes edge connectivity.     

Computing the Shortest Essential Cycle

An essential cycle on a surface is a simple cycle that cannot be continuously deformed to a point or a single boundary. We describe algorithms to compute the shortest essential cycle in an orientable combinatorial surface in O(n ²log n) time, or in O(nlog n) time when both the genus and number of boundaries are fixed. Our results correct an error in a paper of Erickson and Har-Peled (Discrete Comput. Geom. 31(1):37–59, 2004).     

On The Correlation Of Binary M-sequences

We obtain the upper bound O(2^14n/15 n^−1/5) on the number of distinct values of all possible correlation functions between M-sequences of order n .     

On the Approximation of Quantile Processes by Kiefer Processes

We prove that the best possible almost sure rate of uniform approximation of a uniform quantile process by a normed Kiefer process is O(n ^–1/4(log n)^1/2× (log log n)^1/4).     

Asymptotic expansions of the Robbins-Monro process

Assume that the function values f(x) of an unknown regression function f: ℝ → ℝ can be observed with some random error V. To estimate the zero ϑ of f, Robbins and Monro suggested to run the recursion X _n+1 = X _n − a/n Y _n with Y _n = f(X _n ) − V _n . Under regularity assumptions, the normalized Robbins-Monro process, given by (X _n+1 − ϑ)/√Var(X _n+1, is asymptotically standard normal. In this paper Edgeworth expansions are presented which provide approximations of the distribution function up to an error of order o(1/√n) or even o(1/n). As corollaries asymptotic confidence intervals for the unknown parameter ϑ are obtained with coverage probability errors of order O(1/n). Further results concern Cornish-Fisher expansions of the quantile function, an Edgeworth correction of the distribution function and a stochastic expansion in terms of a bivariate polynomial in 1/√n and a standard normal random variable. The proofs of this paper heavily rely on recently published results on Edgeworth expansions for approximations of the Robbins-Monro process.      

Some simple in-place merging algorithms

The theoretical presentation and analysis is given for two families of simple in-place merging algorithms and their limiting cases. The first family merges stably inO(k·n) time andO(n ^1/k ) additional space with a limiting case running inO(n logn) time and constant space. The second family merges unstably inO (k ·n) time andO(log ^k n) space with a limiting case running inO(nG(n)) time and constant space. HereG(n) is the leastk such thatF(k) n whereF(0)=1 andF(i)=2 ^F(i–1) fori1. Each algorithm gives rise to a corresponding merge sort.     

Asymptotic expansions in the conditional central limit theorem

Let X_n, n , be i.i.d. with mean 0, variance 1, and E(¦X_n¦^r) < ∞ for some r 3. Assume that Cramér's condition is fulfilled. We prove that the conditional probabilities P(1/√n Σ_{i = 1}ⁿ X_i t¦B) can be approximated by a modified Edgeworth expansion up to order o(1/n^{(r − 2)/2)}), if the distances of the set B from the σ-fields σ(X₁, …, X_n) are of order O(1/n^{(r − 2)/2)}(lg n)^β), where β < −(r − 2)/2 for r and β < −r/2 for r . An example shows that if we replace β < −(r − 2)/2 by β = −(r − 2)/2 for r (β < −r/2 by β = −r/2 for r ) we can only obtain the approximation order O(1/n^{(r − 2)/2)}) for r (O(lg lgn/n^{(r − 2)/2)}) for r ).     

Gossip is synteny: Incomplete gossip and the syntenic distance between genomes

The syntenic distance between two genomes is given by the minimum number of fusions, fissions, and translocations required to transform one into the other, ignoring the order of genes within chromosomes. Computing this distance is NP-hard. In the present work, we give a tight connection between syntenic distance and the incomplete gossip problem, a novel generalization of the classical gossip problem. In this problem, there are n gossipers, each with a unique piece of initial information; they communicate by phone calls in which the two participants exchange all their information. The goal is to minimize the total number of phone calls necessary to inform each gossiper of his set of relevant gossip which he desires to learn. As an application of the connection between syntenic distance and incomplete gossip, we derive an O(2^O(nlogn)) algorithm to exactly compute the syntenic distance between two genomes with at most n chromosomes each. Our algorithm requires O(n²+2^O(dlogd)) time when this distance is d, improving the O(n²+2^O(d2)) running time of the best previous exact algorithm.     

Cubature over the sphere in Sobolev spaces of arbitrary order

This paper studies numerical integration (or cubature) over the unit sphere for functions in arbitrary Sobolev spaces H^s(S²), s>1. We discuss sequences of cubature rules, where (i) the rule Q_m(n) uses m(n) points and is assumed to integrate exactly all (spherical) polynomials of degree ≤n and (ii) the sequence (Q_m(n)) satisfies a certain local regularity property. This local regularity property is automatically satisfied if each Q_m(n) has positive weights. It is shown that for functions in the unit ball of the Sobolev space H^s(S²), s>1, the worst-case cubature error has the order of convergence O(n^-s), a result previously known only for the particular case . The crucial step in the extension to general s>1 is a novel representation of , where P_ℓ is the Legendre polynomial of degree ℓ, in which the dominant term is a polynomial of degree n, which is therefore integrated exactly by the rule Q_m(n). The order of convergence O(n^-s) is optimal for sequences (Q_m(n)) of cubature rules with properties (i) and (ii) if Q_m(n) uses m(n)=O(n²) points.     

An upper bound on the size of the snake-in-the-box

A snake in a graph is a simple cycle without chords. We give an upper bound on the size of a snake S in then-dimensional cube of the form |S|2 ^n–1(1–n ^1/2/89+O(1/n)).     

Finding an Oriented Hamiltonian Path in a Tournament

We present an O(n²) algorithm for finding a specified oriented path of order at least n in a tournament of order n. Using this algorithm, we present an O(n²) algorithm that finds a specified oriented path from a given vertex if one exists.     

Equidistribution of Heegner points and the partition function

Let p(n) denote the number of partitions of a positive integer n. In this paper we study the asymptotic growth of p(n) using the equidistribution of Galois orbits of Heegner points on the modular curve X ₀(6). We obtain a new asymptotic formula for p(n) with an effective error term which is O(n^-(\frac12+d)){O(n^{-(\frac{1}{2}+\delta)})} for some δ > 0. We then use this asymptotic formula to sharpen the classical bounds of Hardy and Ramanujan, Rademacher, and Lehmer on the error term in Rademacher’s exact formula for p(n).     

Estimates for the Rapid Decay of Concentration Functions of n-Fold Convolutions

We estimate the concentration functions of n-fold convolutions of one-dimensional probability measures. The Kolmogorov–Rogozin inequality implies that for nondegenerate distributions these functions decrease at least as O(n ^–1/2). On the other hand, Esseen⁽³⁾ has shown that this rate is o(n ^–1/2) iff the distribution has an infinite second moment. This statement was sharpened by Morozova.⁽⁹⁾ Theorem 1 of this paper provides an improvement of Morozova's result. Moreover, we present more general estimates which imply the rates o(n ^–1/2).     

Reduktionsverfahren für Differenzengleichungen bei Randwertaufgaben II

Summary In a recent paper [11], two of the authors investigated a fast reduction method for solving difference equations which approximate certain boundary value problems for Poisson's equation. In this second paper, we prove the numerical stability of the reduction method, and also report on further developments of the method. For the general case, the provided bounds for the numerical errors behave roughly like the condition numberO(n ²) of the linear system; for more realistic model problems estimates of order less thanO(n) are obtained (n ^–1=h=mesh width). The number of operations required for the reduction method isO(n ² ), for the usual five-point difference formula, as well as for the common nine-point formula with discretization error of orderh ⁴.     

The weighted maximum independent set problem in permutation graphs

In this paper, sequential and parallel algorithms are presented to find a maximum independent set with largest weight in a weighted permutation graph. The sequential algorithm, which is designed based on dynamic programming, runs in timeO(nlogn) and requiresO(n) space. The parallel algorithm runs inO(log² n) time usingO(n ³/logn) processors on the CREW PRAM, orO(logn) time usingO(n ³) processors on the CRCW PRAM.     

Visibility queries in a polygonal region

In this paper, we consider the problem of computing the region visible to a query point located in a given polygonal domain. The polygonal domain is specified by a simple polygon with m holes and a total of n vertices. We provide two bounds on the complexity of this problem. One approach constructs a data structure with space complexity O(n²) in time O(n²lgn) and yields a query time of O((1+min(m,|V(q)|))lg²n+m+|V(q)|). Here, V(q) represents the set of vertices of the visibility polygon of a query point q, and |E| denotes the number of edges in the visibility graph. The other approach provides a data structure with space complexity O(min(|E|,mn)+n) in time O(T+|E|+nlgn) with the query time of O(|V(q)|lgn+m). Here, T is the time to triangulate the given polygonal region (which is O(n+mlg¹⁺m) for a small positive constant >0). In both of these approaches, O(m) additive factor in the query time is eliminated with an additional O((min(|E|,mn))²) space and an additional O(m(min(|E|,mn))²) preprocessing time.