Markov approximation and consistent estimation of unbounded probabilistic suffix trees

We consider infinite order chains whose transition probabilities depend on a finite suffix of the past. These suffixes are of variable length and the set of the lengths of all suffix is unbounded. We assume that the probability transitions for each of these suffixes are continuous with exponential decay rate. For these chains, we prove the weak consistency of a modification of Rissanen's algorithm Context which estimates the length of the suffix needed to predict the next symbol, given a finite sample. This generalizes to the unbounded case the original result proved for variable length Markov chains in the seminal paper Rissanen (1983). Our basic tool is the canonical Markov approximation which enables to approximate the chain of infinite order by a sequence of variable length Markov chains of increasing order. Our proof is constructive and we present an explicit decreasing upper bound for the probability of wrong estimation of the length of the current suffix.     

Conservation laws with a random source

We study the scalar conservation law with a noisy nonlinear source, namely,u _l + f(u)_x = h(u, x, t) + g(u)W(t), whereW(t) is the white noise in the time variable, and we analyse the Cauchy problem for this equation where the initial data are assumed to be deterministic. A method is proposed to construct approximate weak solutions, and we then show that this yields a convergent sequence. This sequence converges to a (pathwise) solution of the Cauchy problem. The equation can be considered as a model of deterministic driven phase transitions with a random perturbation in a system of two constituents. Finally we show some numerical results motivated by two-phase flow in porous media. This research has been supported by VISTA (a research cooperation between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap, Statoil) and NAVF (the Norwegian Research Council for Science and the Humanities).     

On Convergence to Infinity

 By a metric mode of convergence to infinity in a regular Hausdorff space X, we mean a sequence of closed subsets of X with and , and a sequence (or net) in X is convergent to infinity with respect to provided for each contains eventually. Modulo a natural equivalence relation, these correspond to one-point extensions of the space with a countable base at the ideal point, and in the metrizable setting, they correspond to metric boundedness structures for the space. In this article, we study the interplay between these objects and certain continuous functions that may determine the metric mode of convergence to infinity, called forcing functions. Falling out of our results is a simple proof that each noncompact metrizable space admits uncountably many distinct metric uniformities. (Received 2 March 1999)     

On Convergence to Infinity

 By a metric mode of convergence to infinity in a regular Hausdorff space X, we mean a sequence of closed subsets of X with and , and a sequence (or net) in X is convergent to infinity with respect to provided for each contains eventually. Modulo a natural equivalence relation, these correspond to one-point extensions of the space with a countable base at the ideal point, and in the metrizable setting, they correspond to metric boundedness structures for the space. In this article, we study the interplay between these objects and certain continuous functions that may determine the metric mode of convergence to infinity, called forcing functions. Falling out of our results is a simple proof that each noncompact metrizable space admits uncountably many distinct metric uniformities.     

On the solution of nonlinear equations in interval arithmetic

We consider the problem of finding a simple zero of a continuously differentiable functionf:R ⁿ R ⁿ . There is given an intervalvectorX ₀ ^I containing one zero off, and we will construct a contracting sequence of intervalvectors enclosing this zero. This can be done by Newton's method, which gives quadratic convergence, but requires inversion of an intervalmatrix at each step of the iteration. Alefeld and Herzberger, [1], give a modification of Newton's method, without the necessity of inversion, the convergence being superlinear. We give a slight modification of the latter method, with the property that the sequence of interval widths is dominated by a quadratically convergent sequence.     

On a Modified Conjecture of De Giorgi

We study the Γ-convergence of functionals arising in the Van der Waals–Cahn–Hilliard theory of phase transitions. Their limit is given as the sum of the area and the Willmore functional. The problem under investigation was proposed as modification of a conjecture of De Giorgi and partial results were obtained by several authors. We prove here the modified conjecture in space dimensions n = 2,3.This work was supported by the European Community’s Human Potential Programme under contract HPRN-CT-2002-00274, FRONTS-SINGULARITIES.     

On the Chebyshev nets in a hypersurface of a Weyl space

In [1], Zlatanov introduced the Chebyshev vector fields of the first and second kind and the geodesic vector fields for an n-dimensional net in the Weyl spaceW _n . After having defined, in [2], the Chebyshev and geodesic curvatures of the lines of an arbitrary net,the b-nets and the c-nets, Tsareva and Zlatanov studied, among other things, some properties of the Chebyshev nets. In this paper, we consider an n-dimensional net in the hypersurfaceW _n of the Weyl SpaceW _n+1 and study some properties of the Chebyshev vector fields of the first and second kind and the geodesic vector fields of this net. Finally, two theorems concerning the b-nets and c-nets inW _n are obtained.     

On a discrete version of the CIR process

We consider the so-called gambler's ruin problem for a discrete-time Markov chain that converges to a Cox–Ingersoll–Ross (CIR) process. Both the probability that the chain will hit a given boundary before the other and the average number of transitions needed to end the game are computed explicitly. Furthermore, we show that the quantities that we obtained tend to the corresponding ones for the CIR process. A real-life application to a problem in hydrology is presented.     

Nondurable K-Theory Equivalence and Bousfield Localization*

In this paper we consider what happens when Adams self maps are modified by adding certain unstable maps. The unstable maps which are added are trivial after a single suspension. We can choose the modification so that the maps are still K-theory equivalences but the loops on the map are no longer K-theory equivalences. As a corollary we note that the maps are K-theory equivalences but not v ₁-periodic equivalences. Another consequence is the behavior of the cobar spectral sequences for generalized homology theories. Tamaki shows that in certain cases a cobar-type spectral sequence for generalized homology theories is well behaved. The maps we construct give an example where despite the connectivity of the spaces the cobar spectral sequence is still poorly behaved. Finally we use our maps to construct spaces whose Bousfield class is distinct from the cofiber of the Adams map but which becomes the same after one suspension.     

A p-adic model of DNA sequence and genetic code

Using basic properties of p-adic numbers, we consider a simple new approach to describe main aspects of DNA sequence and the genetic code. In our investigation central role plays an ultrametric p-adic information space whose basic elements are nucleotides, codons and genes. We show that a 5-adicmodel is appropriate for DNA sequence. This 5-adicmodel, combined with 2-adic distance, is also suitable for the genetic code and for amore advanced employment in genomics. We find that genetic code degeneracy is related to the p-adic distance between codons. The text was submitted by the authors in English. This paper is a slight modification of an article available in the electronic archive form arXiv:qbio. GN/0607018v1 (July 2006). Since that time some other papers on this subject have appeared, e.g. [1], [2].     

The struction of a graph: Application toCN-free graphs

We consider the class of graphs characterized by the forbidden subgraphsC andN:C is the claw (unique graph with degree sequence (3, 1, 1, 1)) andN the net (unique graph with degree sequence (3, 3, 3, 1, 1, 1)). For this class of graphs (calledCN-free) an algorithm is described for determining the stability numberα(G). It is based on a construction associating with anyCN-free graphG anotherCN-free graphG′ such thatα(G′)=α(G)−1. Such a construction reducing the stability number is called a struction. This work was completed while this author was visiting the Dept. of Combinatories and Optimization at the University of Waterloo, Ontario.     

On lattice embeddings of a lattice into its intervals

The notion of idempotent modification of an algebra was introduced by Ježek; he proved that the idempotent modification of a group is always subdirectly irreducible. In the present note we show that the idempotent modification of a generalized MV -algebra having more than two elements is directly irreducible if and only if there exists an element in A which fails to be boolean. Some further results on idempotent modifications are also proved.     

THE POINT PROCESS OF STATETRANSITIONS IN AREGULAR MARKOV CHAIN

1.IntroductionInreliabilitytheory,inordertocalculatethefailurefrequencyofarepairablesystem,Shily]firstintroducedandstudiedthetransitionfrequencybetweentwodisjointstatesetsforafiniteMarkovchainandavectorMarkovprocesswithfinitediscretestatespaceandobtainedageneralformulaoftransitionfrequency.Then,ontheconditionthatthegeneratormatrixofMarkovchainisuniformlybounded,Shi[8'9]againprovedthetransitionfrequencyformulaandobtainedthreeotherusefulformulas.Obviously,thepoint(orcalledcounting)processofsta…     

Some remarks about the hierarchical a posteriori error estimate

The saturation assumption is widely used in a posteriori error analysis of finite element methods. It asserts, in its simplest form, that the solution can be approximated asymptotically better with quadratic than with linear finite elements. In this article, we show that a simple modification of this “hypothesis” is valid, and the proof of many authors can be made rigorous with this simple modification. We prove also the robustness of the estimator for a singularly perturbed problem. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

Propagation of round-off error in a model of quadratic rational rotations

We investigate the propagation of round-off error for a discrete map modeling a one-dimensional linear oscillator viewed stroboscopically in phase space, with uniform, non-dissipative round-off. The probability P(r,t) of a net displacement r during t time steps can be reduced, essentially, to a weighted sum over contributions from a small number of infinite scaling sequences of periodic orbits. We show that the successive members of each scaling sequence can be built up by application of a set of substitution rules. This implies recursion relations, not only for the geometry of the orbits, but also for P(r,t) and its moments, allowing these quantities to be calculated exactly as algebraic numbers. For asymptotically large t, the moments have power-law increase, modulated by log-periodic or (in one particularly interesting case) log-quasi-periodic oscillations.     

On the representation of finite multiple Markov chains by weighted circuits

In this paper circuit chains of superior order are defined as multiple Markov chains for which transition probabilities are expressed in terms of the weights of a finite class of circuits in a finite set, in connection with kinetic properties along the circuits. Conversely, it is proved that if we join any finite doubly infinite strictly stationary Markov chain of order r for which transitions hold cyclically with a second chain with the same transitions for the inverse time-sense, then they may be represented as circuit chains of order r.     

Singularities of the thermodynamic potential under second-order phase transitions due to the interband electron-phonon interaction

We consider phase transitions in crystals with a strong interband electron-phonon interaction. We investigate the thermodynamic potential of the system using the method of temperature Green’s functions, which takes quantum and thermal fluctuations into account. We show that in the absence of striction, these phase transitions are realized as a sequence of second-order phase transitions in each of which the thermodynamic potential has a logarithmic singularity, as in the Onsager model. This suggests that this singularity is characteristic of all second-order phase transitions. We show that the energy preference of the transition to the ordered phase is ensured by the electron coupling to coherent displacements of ions along normal coordinates of the phonon modes. We calculate the limit value of the energy decrease in the ordered phase compared with the symmetric phase as T → 0 K. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 157, No. 2, pp. 273–285, November, 2008.     

Limit theorems for Markov random walks with a fixed number of certain transitions

The limit behavior of Markov chains with discrete time and a finite number of states (MCDT) depending on the number n of its steps has been almost completely investigated [1–4]. In [5], MCDT with forbidden transitions were investigated, and in [6], the sum of a random number of functionals of random variables related by a homogeneous Markov chain (HMC) was considered. In the present paper, we continue the investigation of the limit behavior of the MCDT with random stopping time which is determined by a Markov walk plan II with a fixed number of certain transitions [7, 8]. Here we apply a method similar to that of [6], which allows us to obtain, together with some generalizations of the results of [6], a number of new assertions. Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 119–130, Perm, 1990.     

A method to abstract a stochastic Petri net

We propose a method to abstract a given stochastic Petri net (SPN). We shall show that the reachability tree of the given SPN is isomorphic to a Markov renewal process. Then, the given SPN is transformed to a state transition system (STS) and the STS is reduced. The reduction of states on STS corresponds to a fusion of series transitions on the SPN. The reduced STS is again transformed to an abstract SPN. We show that it is helpful to use the notion of the conditional firstpassage time from a certain state to the others on the STS to reduce nonessential states, thus places and transitions on the given SPN. Mass functions, that is, the distribution functions of conditional first-passage time between preserved states on the reduced MRP, preserve firing probabilities of fused transitions. Firing probability of the preserved transition also preserves the stochastic properties of the fused transitions.     

Repeated modifications of limitk-periodic continued fractions

Summary The advantages of using modified approximants for continued fractions, can be enhanced by repeating the modification process. IfK(a _n /b _n) is limitk-periodic, a natural choice for the modifying factors is ak-periodic sequence of right or wrong tails of the correspondingk-periodic continued fraction, if it exists. If the modified approximants thus obtained are ordinary approximants of a new limitk-periodic continued fraction, we repeat the process, if possible. Some examples where this process is applied to obtain a convergence acceleration are also given.