A note on runs of geometrically distributed random variables

Recently, Grabner et al. [Combinatorics of geometrically distributed random variables: run statistics, Theoret. Comput. Sci. 297 (2003) 261-270] and Louchard and Prodinger [Ascending runs of sequences of geometrically distributed random variables: a probabilistic analysis, Theoret. Comput. Sci. 304 (2003) 59-86] considered the run statistics of geometrically distributed independent random variables. They investigated the asymptotic properties of the number of runs and the longest run using the corresponding probability generating functions and a Markov chain approach. In this note, we reconsider the asymptotic properties of such statistics using another approach. Our approach of finding the asymptotic distributions is based on the construction of runs in a sequence of m-dependent random variables. This approach enables us to find the asymptotic distributions of many run statistics via the theorems established for m-dependent sequence of random variables. We also provide the asymptotic distribution of the total number of non-decreasing runs and the longest non-decreasing run.     

Multiple solutions to p-Laplacian problems with concave nonlinearities

In this paper we study the p-Laplacian type elliptic problems with concave nonlinearities. Using some asymptotic behavior of f at zero and infinity, three nontrivial solutions are established.     

Markov-Bernstein inequalities for generalized Gegenbauer weight

The Markov-Bernstein inequalities for generalized Gegenbauer weight are studied. A special basis of the vector space Pn of real polynomials in one variable of degree at most equal to n is proposed. It is produced by quasi-orthogonal polynomials with respect to this generalized Gegenbauer measure. Thanks to this basis the problem to find the Markov-Bernstein constant is separated in two eigenvalue problems. The first has a classical form and we are able to give lower and upper bounds of the Markov-Bernstein constant by using the Newton method and the classical qd algorithm applied to a sequence of orthogonal polynomials. The second is a generalized eigenvalue problem with a five diagonal matrix and a tridiagonal matrix. A lower bound is obtained by using the Newton method applied to the six term recurrence relation produced by the expansion of the characteristic determinant. The asymptotic behavior of an upper bound is studied. Finally, the asymptotic behavior of the Markov-Bernstein constant is O(n²) in both cases.     

Random walks with non-convolution equivalent increments and their applications

This paper mainly presents some global and local asymptotic estimates for the tail probabilities of the supremum and overshoot of a random walk in “the intermediate case”, where the related distributions of the increments of the random walk may not belong to the convolution equivalent distribution class. Some of the obtained results can include the classical results. For this, the paper first introduces some new distribution classes using the γ-transform of distributions, and investigates their properties and relations with some other existing distribution classes. Based on the above results, some equivalent conditions for the global and local asymptotics of the γ-transform of the distribution of the supremum of the above random walk are given. Applying these results to risk theory and infinitely divisible laws, the paper obtains some asymptotic estimates for the ruin probability and the local ruin probability of the renewal risk model with non-convolution equivalent claims, and the global and local asymptotics of an infinitely divisible law with a non-convolution equivalent Lévy measure.     

Asymptotic stability for anisotropic Kirchhoff systems

We study the question of asymptotic stability, as time tends to infinity, of solutions of dissipative anisotropic Kirchhoff systems, involving the p(x)-Laplacian operator, governed by time-dependent nonlinear damping forces and strongly nonlinear power-like variable potential energies. This problem had been considered earlier for potential energies which arise from restoring forces, whereas here we allow also the effect of amplifying forces. Global asymptotic stability can then no longer be expected, and should be replaced by local stability. The results are further extended to the more delicate problem involving higher order damping terms.     

Asymptotic behavior of Timoshenko beam with dissipative boundary feedback

This paper is concerned with the stabilization problem of Timoshenko beam in the presence of linear dissipative boundary feedback controls. Using C₀-semigroups theory we establish the existence and the uniqueness of solution of the proposed closed loop system. In order to consider the asymptotic behavior of the closed loop system, we first discuss the existence of nonzero solution of a closely related boundary value problem. Then we derive various necessary and sufficient conditions for the system to be asymptotically stable. Finally, we prove the equivalence between the exponential stability and the asymptotic stability for the closed loop system.     

Convergence results for obstacle problems on metric spaces

Let X be a complete metric space equipped with a doubling Borel measure supporting a p-Poincaré inequality. We obtain various convergence results for the single and double obstacle problems on open subsets of X. In particular, we consider single and double obstacle problems with fixed obstacles and boundary data on an increasing sequence of open sets.     

Eigenvalues of the p-Laplacian in fractal strings with indefinite weights

In this paper we study the spectral counting function of the weighted p-Laplacian in fractal strings, where the weight is allowed to change sign. We obtain error estimates related to the interior Minkowski dimension of the boundary. We also find the asymptotic behavior of eigenvalues.     

The limiting problem of the drift-diffusion-Poisson model with discontinuous p-n-junctions

In this paper, the authors consider the limiting problem of the drift-diffusion-Poisson model for semiconductors. Different from previous papers, the model considered involve some special doping profiles D which have the property that the function is allowed to have a jump-discontinuity and sign changing property but D² is required to be Lipschitz continuous. The existence, uniqueness and large-time asymptotic behavior of the global (in time) solutions are given.     

A linear regression model for imprecise response

A linear regression model with imprecise response and p real explanatory variables is analyzed. The imprecision of the response variable is functionally described by means of certain kinds of fuzzy sets, the LR fuzzy sets. The LR fuzzy random variables are introduced to model usual random experiments when the characteristic observed on each result can be described with fuzzy numbers of a particular class, determined by 3 random values: the center, the left spread and the right spread. In fact, these constitute a natural generalization of the interval data. To deal with the estimation problem the space of the LR fuzzy numbers is proved to be isometric to a closed and convex cone of R³ with respect to a generalization of the most used metric for LR fuzzy numbers. The expression of the estimators in terms of moments is established, their limit distribution and asymptotic properties are analyzed and applied to the determination of confidence regions and hypothesis testing procedures. The results are illustrated by means of some case-studies.     

Random mappings of scaled graphs

Given a connected finite graph Γ with a fixed base point O and some graph G with a based point we study random 1-Lipschitz maps of a scaled Γ into G. We are mostly interested in the case where G is a Cayley graph of some finitely generated group, where the construction does not depend on the choice of base points. A particular case of Γ being a graph on two vertices and one edge corresponds to the random walk on G, and the case where Γ is a graph on two vertices and two edges joining them corresponds to Brownian bridge in G. We show, that unlike in the case ${G=\mathbb Z^d}$ , the asymptotic behavior of a random scaled mapping of Γ into G may differ significantly from the asymptotic behavior of random walks or random loops in G. In particular, we show that this occurs when G is a free non-Abelian group. Also we consider the case when G is a wreath product of ${\mathbb Z}$ with a finite group. To treat this case we prove new estimates for transition probabilities in such wreath products. For any group G generated by a finite set S we define a functor E from category of finite connected graphs to the category of equivalence relations on such graphs. Given a finite connected graph Γ, the value E _G,S (Γ) can be viewed as an asymptotic invariant of G.     

The bifurcation of limit cycles in Zn-equivariant vector fields

In this paper, we study the bifurcation of limit cycles from fine focus in Z_n-equivariant vector fields. An approach for investigating bifurcation was obtained. In order to show our work is efficacious, an example on bifurcations behavior is given, namely five order singular points values are given in the seventh degree Z₈-equivariant systems. We discuss their bifurcation behavior of limit cycles, and show that there are eight fine focuses of five order and five small amplitude limit cycles can bifurcate from each. So 40 small amplitude limit cycles can bifurcate from eight fine focuses under a certain condition. In terms of the number of limit cycles for seventh degree Z₈-equivariant systems, our results are good and interesting.     

Mathematical programming approaches for generating p-efficient points

Probabilistically constrained problems, in which the random variables are finitely distributed, are non-convex in general and hard to solve. The p-efficiency concept has been widely used to develop efficient methods to solve such problems. Those methods require the generation of p-efficient points (pLEPs) and use an enumeration scheme to identify pLEPs. In this paper, we consider a random vector characterized by a finite set of scenarios and generate pLEPs by solving a mixed-integer programming (MIP) problem. We solve this computationally challenging MIP problem with a new mathematical programming framework. It involves solving a series of increasingly tighter outer approximations and employs, as algorithmic techniques, a bundle preprocessing method, strengthening valid inequalities, and a fixing strategy. The method is exact (resp., heuristic) and ensures the generation of pLEPs (resp., quasi pLEPs) if the fixing strategy is not (resp., is) employed, and it can be used to generate multiple pLEPs. To the best of our knowledge, generating a set of pLEPs using an optimization-based approach and developing effective methods for the application of the p-efficiency concept to the random variables described by a finite set of scenarios are novel. We present extensive numerical results that highlight the computational efficiency and effectiveness of the overall framework and of each of the specific algorithmic techniques.     

Levi condition for hyperbolic equations with oscillating coefficients

In the present paper we explain new Levi conditions of C^∞ type for second-order hyperbolic Cauchy problems. Our goal is to explain the special influence of oscillations in the coefficients. It turns out that such oscillations have an essential influence coupled with the asymptotic behavior of characteristics around multiple points.     

Hitting times with taboo for a random walk

For a symmetric homogeneous and irreducible random walk on the d-dimensional integer lattice, which have a finite variance of jumps, we study passage times (taking values in [0,??]) determined by a starting point x, a hitting state y, and a taboo state z. We find the probability that these passage times are finite, and study the distribution tail. In particular, it turns out that, for the above-mentioned random walks on ? ^d except for a simple random walk on ?, the order of the distribution tail decrease is specified by dimension d only. In contrast, for a simple random walk on ?, the asymptotic properties of hitting times with taboo essentially depend on mutual location of the points x, y, and z. These problems originated in recent study of a branching random walk on ? ^d with a single source of branching.     

On the Mean Number of Particles of a Branching Random Walk on ℤ<Superscript><Emphasis Type="Italic">d</Emphasis></Superscript> with Periodic Sources of Branching

We consider a continuous-time branching random walk on ? ^d , where the particles are born and die on a periodic set of points (sources of branching). The spectral properties of the evolution operator for the mean number of particles at an arbitrary point of ? ^d are studied. This operator is proved to have a positive spectrum, which leads to an exponential asymptotic behavior of the mean number of particles as t → ∞.     

A class of B-(p,r)-invex functions and mathematical programming

Invexity of a function is generalized. The new class of nonconvex functions, called B-(p,r)-invex functions with respect to η and b, being introduced, includes many well-known classes of generalized invex functions as its subclasses. Some properties of the introduced class of B-(p,r)-invex functions with respect to η and b are studied. Further, mathematical programming problems involving B-(p,r)-invex functions with respect to η and b are considered. The equivalence between saddle points and optima, and different type duality theorems are established for this type of optimization problems.     

Comportement à très basses énergies de la densité d'états intégrée du modèle d'Anderson non borné inférieurement

We obtain a complete asymptotic expansion of the integrated density of states of the unbounded Anderson model at low energies. We also study the evolution of this asymptotic when the decay of the tail of the distribution of the random potential increases. To cite this article: O. Saad, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Mean values with cubic characters

We investigate various mean value problems involving order 3 primitive Dirichlet characters. In particular, we obtain an asymptotic formula for the first moment of central values of the Dirichlet L-functions associated to this family, with a power saving in the error term. We also obtain a large sieve-type result for order 3 (and 6) Dirichlet characters.     

Worst-case analysis of demand point aggregation for the Euclidean p-median problem

Solving large-scale p-median problems is usually time consuming. People often aggregate the demand points in a large-scale p-median problem to reduce its problem size and make it easier to solve. Most traditional research on demand point aggregation is either experimental or assuming uniformly distributed demand points in analytical studies. In this paper, we study demand point aggregation for planar p-median problem when demand points are arbitrarily distributed. Efficient demand aggregation approaches are proposed with the corresponding attainable worst-case aggregation error bounds measured. We demonstrate that these demand aggregation approaches introduce smaller worst-case aggregation error bounds than that of the honeycomb heuristic [Papadimitriou, C.H., 1981. Worst-case and probabilistic analysis of a geometric location problem. SIAM Journal on Computing 10, 542–557] when demand points are arbitrarily distributed. We also conduct numerical experiments to show their effectiveness.