A Note on the Choice of Optimal Scores for Ordinal Data

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The Ruin Probability in the Presence of Extended Regular Variation and Optimal Investment

Considering the classical model with risky investment, we are interested in the ruin probability that is minimized by a suitably chosen investment strategy for a capital market index. For claim sizes with common distribution of extended regular variation, starting from an integro-differential equation for the maximal survival probability, we find that the corresponding ruin probability as a function of the initial surplus is also extended regular variation.     

The Limit Distribution of Some PP CM Statistics with Enough High Dimensions and Large Sample Size

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The Continued Fraction Solution of the Matrix Equation AX-XB=C

Let K[λ] denote the polynomial ring over the number field K.Suppose thatf(λ)and g(λ)are coprime in K[λ] and deg f(λ)≥1.By the Euclidean algorithmwe obtain the continued fraction     

The Limit Distribution of PPCramer-von Mises Normality Test Statistics for High Dimension and Large Sample Size

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Optimal control of the freezing time in the Hegselmann–Krause dynamics

We study the optimal control problem of minimizing the freezing time in the discrete Hegselmann–Krause (HK) model of opinion dynamics. The underlying model is extended with a set of strategic agents that can freely place their opinion at every time step. Indeed, if suitably coordinated, the strategic agents can significantly lower the freezing time of an instance of the HK model. We give several lower and upper worst-case bounds for the freezing time of a HK system with a given number of strategic agents, while still leaving some gaps for future research.     

The Minimum FIll—in for the Corona of Two Graphs

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The more the better? Optimal degree of supply-chain cooperation between competitors

We consider the outsourcing strategy problem of two competing original equipment manufacturers (OEMs) whose products are each made up of two components. The OEMs have different specializations, and therefore the component that each firm can produce in-house is different. Each firm must decide whether to outsource the other component to the competing OEM or to a third-party supplier. Prior research has demonstrated that competitors can be better off cooperating as supply-chain partners; therefore, one might expect that, as long as the OEMs are not at a severe cost disadvantage, they should maximize their cooperation as supply-chain partners, especially when competition between products is strong. Interestingly, this study finds that more cooperation between competitors may actually be harmful. Under certain conditions, while one of the OEMs should outsource to the competing firm, the other should outsource to a third-party supplier, even when the third-party supplier is more expensive and the competition is intense.     

The intersection of the subgroups of finite index in Baumslag—Solitar groups

For any one-relator group in the family of Baumslag—Solitar groups, a system of its elements is indicated whose normal closure in the group coincides with the intersection of all normal finite-index subgroups. The well-known criterion for the residual finiteness of Baumslag—Solitar groups is an immediate consequence of this result. It is also shown that, if the intersection of all finite-index normal subgroups in a Baumslag—Solitar group differs from the identity subgroup (i.e., if the group is not residually finite), then this intersection cannot be the normal closure of any finite set of elements.     

Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*

In this paper, and in a context of regularly varying tails, we propose different alternatives to a well-known estimator of the tail index—the Hill estimator (Hill, 1975). These alternatives have essentially in mind a reduction in bias, preferably without increasing Mean Square Error, by the use of suitable Generalized Jackknife methodologies (Gray and Schucany, 1972). The first estimate obtained through this methodolgy is the one introduced by Peng (1998), under a different context. Other Generalized Jackknife estimators are linear combinations of Hill estimators at different levels. This methodology of affine combinations of Hill estimators at different levels may be easily generalized to other semi-parametric estimators of the tail index, like Pickands' estimator (Pickands, 1975) or the Moment's estimator (Dekkers et al., 1989), and consequently to a general real tail index, seeming to be a promising field of research.     

Extremes of a Gaussian Process and the Constant H α

Consider a triangular array of standard Gaussian random variables {_n,i, i 0, n 1} such that {_n,i, i 0} is a stationary normal sequence for each n 1. Let _n,k = corr(_n,i,_n,i+k). If (1-_n,k)log n _k (0,) as n for some k, then the locations where the extreme values occur cluster and the limiting distribution of the maxima is still the Gumbel distribution as in the stationary or i.i.d. case, but shifted by a parameter measuring the clustering. Triangular arrays of Gaussian sequences are used to approximate a continuous Gaussian process X(t), t 0. The cluster behavior of the random sequence refers to the behavior of the extremes values of the continuous process. The relation is analyzed. It reveals a new definition of the constants H used for the limiting distribution of maxima of continuous Gaussian processes and provides further understanding of the limit result for these extremes.     

Hausdorff-type Measures of the Sample Path of Gaussian Random Fields

Let φ be a Hausdorff measure function and A be an infinite increasing sequence of positive integers. The Hausdorff-type measure φ - mA associated to φ and A is studied. Let X（t）（t ∈ R^N） be certain Gaussian random fields in R^d. We give the exact Hausdorff measure of the graph set GrX（[0, 1]N）, and evaluate the exact φ - mA measure of the image and graph set of X（t）. A necessary and sufficient condition on the sequence A is given so that the usual Hausdorff measure function for X（[0, 1] ^N） and GrX（[0, 1]^N） are still the correct measure functions. If the sequence A increases faster, then some smaller measure functions will give positive and finite （ φ A）-Hausdorff measure for X（[0, 1]^N） and GrX（[0, 1]N）.     

Simplex—Karyon Algorithm of Multidimensional Continued Fraction Expansion

A simplex–karyon algorithm for expanding real numbers α = (α₁,..., α _d ) in multidimensional continued fractions is considered. The algorithm is based on a (d + 1)-dimensional superspace S with embedded hyperplanes: a karyon hyperplane K and a Farey hyperplane F. The approximation of numbers α by continued fractions is performed on the hyperplane F, and the degree of approximation is controlled on the hyperplane K. A local ?(r)-strategy for constructing convergents is chosen, with a free objective function ?(r) on the hyperplane K.     

The Economics of the Hiring of Private Wires in Great Britain—A Simulation Study

The economics of hiring private telephone wires is considered in terms of the required grade of service, and the cost of the alternative public service. A maximum waiting time limitation is imposed and a simulation to determine the relationship between traffic offered to the private wire system and that accepted, is described.     

The structure of the Mitchell order—I

We isolate here a wide class of well-founded orders called tame orders, and show that each such order of cardinality at most κ can be realized as the Mitchell order on a measurable cardinal κ, from a consistency assumption weaker than o(κ) = κ⁺.     

Optimal constants in the Marcinkiewicz–Zygmund inequalities

We give the optimal constants in the Marcinkiewicz–Zygmund inequalities for symmetric summands. As an application we substantially improve the estimates of Ren and Liang (2001) in the Marcinkiewicz–Zygmund–Hölder inequality and identify the best possible constants in the symmetric case.