The Odd-Distance Plane Graph

The vertices of the odd-distance graph are the points of the plane ℝ². Two points are connected by an edge if their Euclidean distance is an odd integer. We prove that the chromatic number of this graph is at least five. We also prove that the odd-distance graph in ℝ² is countably choosable, while such a graph in ℝ³ is not. The research of J. Maňuch was supported in part by MITACS (Mathematics of Information Technology and Complex Systems). The research of M. Rosenfeld was supported in part by the Chancellor Research Grant and the Institute of Technology, UWT. The research of S. Shelah was supported by the United States-Israel Binational Science Foundation (Grant no. 2002323), and by NSF grant No. NSF-DMS 0600940. No. 923 on Shelah’s publication list. The research of L. Stacho was supported in part by NSERC (Natural Science and Engineering Research Council of Canada) grant.     

A hybrid extragradient method for general variational inequalities

In this paper, we introduce and study a hybrid extragradient method for finding solutions of a general variational inequality problem with inverse-strongly monotone mapping in a real Hilbert space. An iterative algorithm is proposed by virtue of the hybrid extragradient method. Under two sets of quite mild conditions, we prove the strong convergence of this iterative algorithm to the unique common element of the set of fixed points of a nonexpansive mapping and the set of solutions of the general variational inequality problem, respectively. L. C. Zeng’s research was partially supported by the National Science Foundation of China (10771141), Ph.D. Program Foundation of Ministry of Education of China (20070270004), and Science and Technology Commission of Shanghai Municipality grant (075105118). J. C. Yao’s research was partially supported by a grant from the National Science Council of Taiwan.     

Regularly varying tails in a queue with discrete autoregressive arrivals of order p

We consider a discrete time single server queueing system where the service time of a customer is one slot, and the arrival process is governed by a discrete autoregressive process of order p (DAR(p)). For this queueing system, we investigate the tail behavior of the queue size and the waiting time distributions. Specifically, we show that if the stationary distribution of DAR(p) input has a tail of regular variation with index −β−1, then the stationary distributions of the queue size and the waiting time have tails of regular variation with index −β. This research was supported by the MIC (Ministry of Information and Communication), Korea, under the ITRC (Information Technology Research Center) support program supervised by the IITA (Institute of Information Technology Assessment).     

Exact analysis of queueing networks with multiple job classes and blocking-after-service

Two models of closed queueing networks with blocking-after-service and multiple job classes are analyzed. The first model is a network withN stations and each station has either type II or type III. The second model is a star-like queueing network, also called a central server model, in which the stations may have either type I or type IV, with the condition that the neighbors of these stations must be of type II or type III such that blocking will be caused only by this set of station types. Exact product form solutions are obtained for the equilibrium state probabilities in both models. Formulae for performance measures such as throughput and the mean number of jobs are also derived.This work was supported by the National Science Foundation (NSF) under Grant No. CCR-90-11981.     

Spectral conditioning and pseudospectral growth

Using the language of pseudospectra, we study the behavior of matrix eigenvalues under two scales of matrix perturbation. First, we relate Lidskii’s analysis of small perturbations to a recent result of Karow on the growth rate of pseudospectra. Then, considering larger perturbations, we follow recent work of Alam and Bora in characterizing the distance from a given matrix to the set of matrices with multiple eigenvalues in terms of the number of connected components of pseudospectra. J. V. Burke’s research was supported in part by National Science Foundation Grant DMS-0505712. A. S. Lewis’s research was supported in part by National Science Foundation Grant DMS-0504032. M. L. Overton’s research was supported in part by National Science Foundation Grant DMS-0412049.     

Solving variational inequalities defined on a domain with infinitely many linear constraints

We study a variational inequality problem whose domain is defined by infinitely many linear inequalities. A discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the convergence results for both methods are given. We also provide numerical examples to illustrate the proposed methods. The work of S. Wu was partially supported by the National Science Council, Taiwan, ROC (Grant No. 19731001). S.-C. Fang’s research has been supported by the US Army Research Office (Grant No. W911NF-04-D-0003) and National Science Foundation (Grant No. DMI-0553310).     

Kolmogorov＇s ε-Entropy of Bounded Sets in Discrete Spaces and Attractors of Dissipative Lattice Systems

We obtain an estimate of the upper bound for Kolmogorov＇s ε-entropy for the bounded sets with small ＂tail＂ in discrete spaces, then we present a sufficient condition for the existence of a global attractor for dissipative lattice systems in a reflexive Banach discrete space and establish an upper bound of Kolmogorov＇s ε-entropy of the global attractor for lattice systems.     

Convergence rates for probabilities of moderate deviations for moving average processes

The present paper first shows that, without any dependent structure assumptions for a sequence of random variables, the refined results of the complete convergence for the sequence is equivalent to the corresponding complete moment convergence of the sequence. Then this paper investigates the convergence rates and refined convergence rates （or complete moment convergence） for probabilities of moderate deviations of moving average processes. The results in this paper extend and generalize some well-known results.     

On translation invariant operators which preserve the B-spline recurrence

It was observed in [4] that the Hilbert transform of the univariate B-spline preserves the B-spline recurrence. Motivated by this observation, we characterize translation invariant operators that preserve the multivariate B-spline recurrence and analogous results are also provided for the multivariate cube spline. Charles A. Micchelli was supported in part by the US National Science of Foundation under grant CCR-0407476. Yuesheng Xu was supported in part by the US National Science Foundation under grant CCR-0407476, by the Natural Science Foundation of China under grant 10371122, by the Chinese Academy of Sciences under the program “One Hundred Distinguished Chinese Scientists” and by Ministry of Education, People’s Republic of China, under the Changjian Scholarship through Zhongshan University.     

Image segmentation by polygonal Markov Fields

This paper advocates the use of multi-coloured polygonal Markov fields for model-based image segmentation. The formal construction of consistent multi-coloured polygonal Markov fields by Arak–Clifford–Surgailis and its dynamic representation are specialised and adapted to our context. We then formulate image segmentation as a statistical estimation problem for a Gibbsian modification of an underlying polygonal Markov field, and discuss the choice of Hamiltonian. Monte Carlo techniques, including novel Gibbs updates for the Arak model, to estimate the model parameters and find an optimal partition of the image are developed. The approach is applied to image data, the first published application of polygonal Markov fields to segmentation problems in the mathematical literature. Work carried out under project PNA4.3 ‘Stochastic Geometry’. This research was supported by the EC 6th Framework Programme Priority 2 Information Society Technology Network of Excellence MUSCLE (Multimedia Understanding through Semantics, Computation and Learning; FP6-507752), and partially by the Foundation for Polish Science (FNP) and by the Polish Minister of Scientific Research and Information Technology, grant 1 P03A 018 28 (2005-2007) [the third author].     

The values of nonstandard exchange economies

R. J. Aumann has stated and rigorously proved the value equivalence theorem for exchange economies with a non-atomic continuum of traders. The analogous results is established here for nonstandard exchange economies using Abraham Robinson’s calculus of infinitesimals. The proof is patterned after a short heuristic argument given by Aumann. The research in this paper was supported in part by the National Science Foundation and the Ford Foundation.     

A semidefinite optimization approach to the steady-state analysis of queueing systems

Obtaining (tail) probabilities from a transform function is an important topic in queueing theory. To obtain these probabilities in discrete-time queueing systems, we have to invert probability generating functions, since most important distributions in discrete-time queueing systems can be determined in the form of probability generating functions. In this paper, we calculate the tail probabilities of two particular random variables in discrete-time priority queueing systems, by means of the dominant singularity approximation. We show that obtaining these tail probabilities can be a complex task, and that the obtained tail probabilities are not necessarily exponential (as in most ‘traditional’ queueing systems). Further, we show the impact and significance of the various system parameters on the type of tail behavior. Finally, we compare our approximation results with simulations.     

Compactly supported refinable distributions in Triebel-Lizorkin spaces and besov spaces

The aim of this article is to characterize compactly supported refinable distributions in Triebel-Lizorkin spaces and Besov spaces by projection operators on certain wavelet space and by some operators on a finitely dimensional space.Research partially supported by the National Natural Sciences Foundation of China # 69735020, the Tian Yuan Projection of the National Natural Sciences Foundation of China, the Doctoral Bases Promotion Foundation of National Educational Commission of China #97033519 and the Zhejiang Provincial Sciences Foundation of China # 196083, and by the Wavelets Strategic Research Program funded by the National Science and Technology Board and the Ministry of Education, Singapore.     

A two-server queueing system with periodic and credit-based server availabilities

A discrete-time, two-server queueing system is studied in this paper. The service time of a customer (cell) is fixed and equal to one time unit. Server 1 provides for periodic service of the queue (periodT). Server 2 provides for service only when server 1 is unavailable and provided that the associated service credit is nonzero. The resulting system is shown to model the queueing behavior of a network user which is subject to traffic regulation for congestion avoidance in high speed ATM networks. A general methodology is developed for the study of this queueing system, based on renewal theory. The dimensionality of the developed model is independent ofT;T increases with the network speed. The cell loss probabilities are computed in the case of finite capacity queue.Research supported by the National Science Foundation under grant NCR-9011962.     

Q-Learning Algorithms with Random Truncation Bounds and Applications to Effective Parallel Computing

Motivated by an important problem of load balancing in parallel computing, this paper examines a modified algorithm to enhance Q-learning methods, especially in asynchronous recursive procedures for self-adaptive load distribution at run-time. Unlike the existing projection method that utilizes a fixed region, our algorithm employs a sequence of growing truncation bounds to ensure the boundedness of the iterates. Convergence and rates of convergence of the proposed algorithm are established. This class of algorithms has broad applications in signal processing, learning, financial engineering, and other related fields. G. Yin’s research was supported in part by the National Science Foundation under Grants DMS-0603287 and DMS-0624849 and in part by the National Security Agency under Grant MSPF-068-029. C.Z. Xu’s research was supported in part by the National Science Foundation under Grants CCF-0611750, DMS-0624849, CNS-0702488, and CRI-0708232. L.Y. Wang’s research was supported in part by the National Science Foundation under Grants ECS-0329597 and DMS-0624849 and by the Michigan Economic Development Council.     

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications

We study sample approximations of chance constrained problems. In particular, we consider the sample average approximation (SAA) approach and discuss the convergence properties of the resulting problem. We discuss how one can use the SAA method to obtain good candidate solutions for chance constrained problems. Numerical experiments are performed to correctly tune the parameters involved in the SAA. In addition, we present a method for constructing statistical lower bounds for the optimal value of the considered problem and discuss how one should tune the underlying parameters. We apply the SAA to two chance constrained problems. The first is a linear portfolio selection problem with returns following a multivariate lognormal distribution. The second is a joint chance constrained version of a simple blending problem. B.K. Pagnoncelli’s research was supported by CAPES and FUNENSEG. S. Ahmed’s research was partly supported by the NSF Award DMI-0133943. A. Shapiro’s research was partly supported by the NSF Award DMI-0619977.     

On critical orientations in the kedem-sharir motion planning algorithm

We discuss a technical problem arising in the motion planning algorithm of Kedem and Sharir [KS], and propose a way to overcome it without increasing the asymptotic complexity of the algorithm The first author was supported by the Eshkol Grant 04601-90 from the Israeli Ministry of Science and Technology. The second author was partly supported by the Fund for Basic Research administered by the Israeli Academy of Sciences, by National Science Foundation Grants CCR-91-22103 and CCR-93-11127, and by grants from the U.S.-Israeli Binational Science Foundation, and the G.I.F., the German-Israeli Foundation for Scientific Research and Development. The third author was partly supported by the Interdisciplinary Program at Tel-Aviv University. The third author’s current address is: Department of Computer Science, MIT, Boston, MA, USA.     

Possible entropy functions

In this article, we consider certain systems of derivation algebras related to Galois representations attached to fundamental groups of algebraic curves of positive genera and establish some stability property. This is a generalization of Ihara’s result in the case of genus zero. This research was partly supported by National Science Foundation Grant 09740041 and 12740026.     

On balking from an empty queue

The intuition while observing the economy of queueing systems, is that one’s motivation to join the system, decreases with its level of congestion. Here we present a queueing model where sometimes the opposite is the case. The point of departure is the standard first-come first-served single server queue with Poisson arrivals. Customers commence service immediately if upon their arrival the server is idle. Otherwise, they are informed if the queue is empty or not. Then, they have to decide whether to join or not. We assume that the customers are homogeneous and when they consider whether to join or not, they assess their queueing costs against their reward due to service completion. As the whereabouts of customers interact, we look for the (possibly mixed) join/do not join Nash equilibrium strategy, a strategy that if adopted by all, then under the resulting steady-state conditions, no one has any incentive not to follow it oneself. We show that when the queue is empty then depending on the service distribution, both ‘avoid the crowd’ (ATC) and ‘follow the crowd’ (FTC) scenarios (as well as none-of-the-above) are possible. When the queue is not empty, the situation is always that of ATC. Also, we show that under Nash equilibrium it is possible (depending on the service distribution) that the joining probability when the queue is empty is smaller than it is when the queue is not empty. This research was supported by The Israel Science Foundation Grant No. 237/02.     

Stability of Functional Equations in Several Variables

We prove a generalization of Hyers＇ theorem on the stability of approximately additive mapping and a generalization of Badora＇s theorem on an approximate ring homomorphism. We also obtain a more general stability theorem, which gives the stability theorems on Jordan and Lie homomorphisms. The proofs of the theorems given in this paper follow essentially the D. H. Hyers-Th. M. Rassias approach to the stability of functional equations connected with S. M. Ulam＇s problem.