Optimality conditions for Hunter’s bound

The bound known as Hunter’s bound states that , where T designates the heaviest spanning tree of the graph on n nodes with edge weights p_i,j. We prove that Hunter’s bound is optimal if and only if the input probabilities are given on a tree.     

从投掷问题到概率论的创立

点数问题的解决是概率论创立的标志.该问题最终由帕斯卡和费马圆满解决,正是这些新思想奠定了概率论基础.惠更斯的<论赌博中的计算>第一次把概率论建立在公理、命题和问题上而构成较完整的理论体系.     

An application of Neustadt's abstract maximum principle to probability kinematics

An important class of problems in philosophy can be formulated as mathematical programming problems in an infinite-dimensional vector space. One such problem is that of probability kinematics: the study of how an individual ought to adjust his degree-of-belief function in response to new information. Much work has recently been done to establish maximum principles for these generalized programming problems (Refs. 3–4). Perhaps, the most general treatment of the problem presented to date is that by Neustadt (Ref. 1). In this paper, the problem of probability kinematics is formulated as a generalized mathematical programming problem and necessary conditions for the optimal revised degree-of-belief function are derived from an abstract maximum principle contained in Neustadt's paper.This work was supported by the National Research Council of Canada.The author is grateful to G. J. Lastman and J. A. Baker of the University of Waterloo for numerous suggestions made for improvement of this paper. The problem of probability kinematics was brought to the author's attention by W. L. Harper of the University of Western Ontario.     

The contribution of K.-H. Elster to generalized conjugation theory and nonconvex duality

This article surveys the main contributions of K.-H. Elster to the theory of generalized conjugate functions and its applications to duality in nonconvex optimization.     

Convergence of discrete analogues of a generalization of J.R. Haddock’s conjecture

This work focuses on the asymptotic behavior of solutions for a class of neutral delay difference equations, which are discrete analogues of a generalization of J.R. Haddock’s conjecture. It is shown that every bounded solution of the equations converges to a constant. Our results improve some known results from the literature.     

‘Statistical methods for automatic crack detection based on vibrothermography sequence‐of‐image data’ by M. Li,S. D. Holland and W. Q. Meeker: Discussion 2

The paper written by M. Li, S. D. Holland and W. Q. Meeker [Applied Stochastic Models in Business and Industry] presents statistical methods for automatic Crack detection based on vibrothermography sequence‐of‐image data. In particular, a matched filter used to increase the signal‐to‐noise ratio is developed. The review gives suggestions about physical approach and detection criteria. Copyright © 2010 John Wiley & Sons, Ltd.     

Analysis of a generalized Friedman’s urn with multiple drawings

We study a generalized Friedman’s urn model with multiple drawings of white and blue balls. After a drawing, the replacement follows a policy of opposite reinforcement. We give the exact expected value and variance of the number of white balls after a number of draws, and determine the structure of the moments. Moreover, we obtain a strong law of large numbers, and a central limit theorem for the number of white balls. Interestingly, the central limit theorem is obtained combinatorially via the method of moments and probabilistically via martingales. We briefly discuss the merits of each approach. The connection to a few other related urn models is briefly sketched.     

The problem of stability in queueing theory

The stability problem in queueing theory is concerned with the continuity of the mappingF from the setU of the input flows into the setV of the output flows. First, using the theory of probability metrics we estimate the modulus ofF-continuity providing thatU andV have structures of metric spaces. Then we evaluate the error terms in the approximation of the input flows by simpler ones assuming that we have observed some functionals of the empirical input flows distributions.Research initiated under support by Army Office of Scientific Research through Mathematical Sciences Institute during the author's visit to MSI in December 1988. References     

Different canonical formulations of Einstein’s theory of gravity

We describe the four most famous versions of the classical canonical formalism in the Einstein theory of gravity: the Arnovitt-Deser-Misner formalism, the Faddeev-Popov formalism, the frame formalism in the usual form, and the frame formalism in the form best suited for constructing the loop theory of gravity, which is now being developed. We present the canonical transformations relating these formalisms. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 148, No. 1, pp. 143–160, July, 2006.     

George Dantzig’s impact on the theory of computation

George Dantzig created the simplex algorithm for linear programming, perhaps the most important algorithm developed in the 20th century. This paper traces a single historical thread: Dantzig’s work on linear programming and its application and extension to combinatorial optimization, and the investigations it has stimulated about the performance of the simplex algorithm and the intrinsic complexity of linear programming and combinatorial optimization.     

Third-order extensions of Lo’s semiparametric bound for European call options

Computing semiparametric bounds for option prices is a widely studied pricing technique. In contrast to parametric pricing techniques, such as Monte-Carlo simulations, semiparametric pricing techniques do not require strong assumptions about the underlying asset price distribution. We extend classical results in this area. Specifically, we derive closed-form semiparametric bounds for the payoff of a European call option, given up to third-order moment (i.e., mean, variance, and skewness) information on the underlying asset price. We analyze how these bounds tighten the corresponding bounds, when only second-order moment (i.e., mean and variance) information is provided. We describe applications of these results in the context of option pricing; as well as in other areas such as inventory management, and actuarial science.     

A one-parameter quadratic-base version of the Baillie-PSW probable prime test

The well-known Baillie-PSW probable prime test is a combination of a Rabin-Miller test and a ``true' (i.e., with The well-known Baillie-PSW probable prime test is a combination of a Rabin-Miller test and a ``true' (i.e., with ) Lucas test. Arnault mentioned in a recent paper that no precise result is known about its probability of error. Grantham recently provided a probable prime test (RQFT) with probability of error less than 1/7710, and pointed out that the lack of counter-examples to the Baillie-PSW test indicates that the true probability of error may be much lower.

In this paper we first define pseudoprimes and strong pseudoprimes to quadratic bases with one parameter: , and define the base-counting functions:

and

Then we give explicit formulas to compute B and SB, and prove that, for odd composites ,

and point out that these are best possible. Finally, based on one-parameter quadratic-base pseudoprimes, we provide a probable prime test, called the One-Parameter Quadratic-Base Test (OPQBT), which passed by all primes and passed by an odd composite odd primes) with probability of error . We give explicit formulas to compute , and prove that

The running time of the OPQBT is asymptotically 4 times that of a Rabin-Miller test for worst cases, but twice that of a Rabin-Miller test for most composites. We point out that the OPQBT has clear finite group (field) structure and nice symmetry, and is indeed a more general and strict version of the Baillie-PSW test. Comparisons with Gantham's RQFT are given.

     

A. translation of J. X. Lu's “an existence theory for resolvable balanced incomplete block designs”

In 1984, J. X. Lu proved the following statement. Given any k and λ, there exists a constant c(k, λ) such that an RB[v,k,λ] exists for all v > c(k,λ) satisfying the usual necessary conditions. Lu's paper was written in Chinese and, unfortunately, its accessibility is limited. We have translated Lu's paper into English and have also given a new interpretation of his constructions for resolvable block designs. © 1995 John Wiley & Sons, Inc.