First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

q-distributions and Markov processes

We consider a sequence of integer-valued random variables X_n, n 1, representing a special Markov process with transition probability λ_{n, l}, satisfying P_{n, l} = (1 − λ_{n, l}) P_{n−1, l} + λ_{n, l−1} P_{n−1, l−1}. Whenever the transition probability is given by λ_{n, l} = q^{n + βl + γ} and λ_{n, l} = 1 − q^n+βl+γ, we can find closed forms for the distribution and the moments of the corresponding random variables, showing that they involve functions such as the q-binomial coefficients and the q-Stirling numbers. In general, it turns out that the q-notation, up to now mainly used in the theory of q-hypergeometrical series, represents a powerful tool to deal with these kinds of problems. In this context we speak therefore about q-distributions. Finally, we present some possible, mainly graph theoretical interpretations of these random variables for special choices of , β and γ.     

The game of n-times nim

The following game is considered. The first player can take any number of stones, but not all the stones, from a single pile of stones. After that, each player can take at most n-times as many as the previous one. The player first unable to move loses and his opponent wins. Let f₁,f₂,… be an initial sequence of stones in increasing order, such that the second player has a winning strategy when play begins from a pile of size f_i. It is proved that there exist constants c=c(n) and k₀=k₀(n) such that f_k+1=f_k+f_k−c for all k>k₀, and lim_n→∞ c(n)/(nlogn)=1.     

Subsets of an interval whose product is a power

We form squares from the product of integers in a short interval [n, n + t_n], where we include n in the product. If p is prime, p|n, and (₂^p) > n, we prove that p is the minimum t_n. If no such prime exists, we prove t_n √5n when n> 32. If n = p(2p − 1) and both p and 2p − 1 are primes, then t_n = 3p> 3 √n/2. For n(n + u) a square > n², we conjecture that a and b exist where n < a < b < n + u and nab is a square (except n = 8 and N = 392). Let g₂(n) be minimal such that a square can be formed as the product of distinct integers from [n, g₂(n)] so that no pair of consecutive integers is omitted. We prove that g₂(n) 3n − 3, and list or conjecture the values of g₂(n) for all n. We describe the generalization to kth powers and conjecture the values for large n.     

Cycle decompositions of crowns

For an integer n3, the crown S_n⁰ is defined to be the graph with vertex set {x₀,x₁,…,x_n−1,y₀,y₁,…,y_n−1} and edge set {x_iy_j: 0i,jn−1, i≠j}. In this paper we give some sufficient conditions for the edge decomposition of the crown into isomorphic cycles.     

An efficient algorithm for the parametric resource allocation problem

The parametric resource allocation problem asks to minimize the sum of separable single-variable convex functions containing a parameter λ, Σ_{i = 1}ⁿ (ƒ_i(x_i + λg_i(x_i)), under simple constraints Σ_{i = 1}ⁿ x_i = M, l_i≤x_i≤u_i and x_i: nonnegative integers for i = 1, 2, …, n, where M is a given positive integer, and l_i and u_i are given lower and upper bounds on x_i. This paper presents an efficient algorithm for computing the sequence of all optimal solutions when λ is continuously changed from 0 to ∞. The required time is O(G√Mlog² n + n log n + n log(M/n)), where G = Σ_{i = 1}ⁿ u_i − Σ_{i = 1n} l_i and an evaluation of ƒ_i(·) or g_i(·) is assumed to be done in constant time.     

Convex 4-valent polytopes

Let {p_k}_k≥3 be a sequence of nonnegative integers which satisfies 8 + Σ_k≥3 (k-4) p_k = 0 and p₄ ≥ p₃. Then there is a convex 4-valent polytope P in E³ such that P has exactly p_k k-gons as faces. The inequality p₄ ≥ p₃ is the best possible in the sense that for c < 1 there exist sequences that are not 4-realizable that satisfy both 8 + Σ_{k ≥3} (k - 4) p_k = 0 and p₄ > cp₃. When Σ_{k ≥ 5} p_k ≠ 1, one can make the stronger statement that the sequence {p_k} is 4-reliazable if it satisfies 8 + Σ_{k ≥ 3} (k - 4) p_k = 0 and p₄ ≥ 2Σ_{k ≥ 5} p_k + max{k ¦ p_k ≠ 0}.     

On neighborhood condition for graphs to have [a,b]-factors

Let G be a graph of order n, and let a and b be integers such that 1a<b. Let δ(G) be the minimum degree of G. Then we prove that if δ(G)(k−1)a, n(a+b)(k(a+b)−2)/b, and |N_G(x₁)N_G(x₂)N_G(x_k)|an/(a+b) for any independent subset {x₁,x₂,…,x_k} of V(G), where k2, then G has an [a,b]-factor. This result is best possible in some sense.     

The smallest degree sum that yields potentially kCℓ-graphic sequences

Gould et al. (Combinatorics, Graph Theory and Algorithms, Vol. 1, 1999, pp. 387–400) considered a variation of the classical Turán-type extremal problems as follows: For a given graph H, determine the smallest even integer σ(H,n) such that every n-term graphic sequence π=(d₁,d₂,…,d_n) with term sum σ(π)=d₁+d₂++d_nσ(H,n) has a realization G containing H as a subgraph. In this paper, for given integers k and ℓ, ℓ7 and 3kℓ, we completely determine the smallest even integer σ(_kC_ℓ,n) such that each n-term graphic sequence π=(d₁,d₂,…,d_n) with term sum σ(π)=d₁+d₂++d_nσ(_kC_ℓ,n) has a realization G containing a cycle of length r for each r, krℓ.     

Boundedness and asymptotic behavior of the solutions of a fuzzy difference equation

In this paper we study the existence, the uniqueness, the boundedness and the asymptotic behavior of the positive solutions of the fuzzy difference equation x_n+1=∑_i=0^kA_i/x_n−i^p_i, where k{1,2,…,}, A_i, i{0,1,…,k}, are positive fuzzy numbers, p_i, i{0,1,…,k}, are positive constants and x_i, i{−k,−k+1,…,0}, are positive fuzzy numbers.     

The growth of laguerre matrix polynomials on bounded intervals

Let A be a matrix in ^r×r such that Re(z) > −1/2 for all the eigenvalues of A and let {π_n^(A,1/2) (x)} be the normalized sequence of Laguerre matrix polynomials associated with A. In this paper, it is proved that π_n^(A,1/2) (x) = O(n^(A)/2ln^r−1(n)) and π_n+1^(A,1/2) (x) − π_n^(A,1/2) (x) = O(n^((A)−1)/2ln^r−1(n)) uniformly on bounded intervals, where (A) = max{Re(z); z eigenvalue of A}.     

Asymptotic bounds for some bipartite graph: complete graph Ramsey numbers

The Ramsey number r(H,K_n) is the smallest integer N so that each graph on N vertices that fails to contain H as a subgraph has independence number at least n. It is shown that r(K_2,m,K_n)(m−1+o(1))(n/log n)² and r(C_2m,K_n)c(n/log n)^m/(m−1) for m fixed and n→∞. Also r(K_2,n,K_n)=Θ(n³/log² n) and .     

The existence of Schröder designs with equal-sized holes

A holey Schröder design of type h₁^n₁h₂^n₂ … h_k^n_k (HSD(h₁^n₁h₂^n₂ … h_k^n_k)) is equivalent to a frame idempotent Schröder quasigroup (FISQ(h₁^n₁h₂^n₂ … h_k^n_k)) of order n with n_i missing subquasigroups (holes) of order h_i, (1 i k), which are disjoint and spanning, that is, Σ_{1 i k} n_ih_i = n. In this paper, it is shown that an HSD(hⁿ) exists if and only if h²n(n − 1) 0 (mod 4) with expceptions (h, n) ε {{(1,5),(1,9),(2,4)}} and the possible exception of (h, n) = (6,4).     

On a question about sum-free sequences

An increasing sequence of positive integers {n₁, n₂, …} is called a sum-free sequence if every term is never a sum of distinct smaller terms. We prove that there exist sum-free sequences {n_k} with polynomial growth and such that lim_k→∞ n_k+1/n_k = 1.     

Extremal properties of strong quadrature weights and maximal mass results for truncated strong moment problems

A bisequence of complex numbers {μ_n}_−∞^∞ determines a strong moment functional satisfying L[xⁿ] = μ_n. If is positive-definite on a bounded interval (a,b) R{0}, then has an integral representation , n=0, ±1, ±2,…, and quadrature rules {w_ni,x_ni} exist such that μ_k = ∑_i=i^n_ns_ni^kw_ni. This paper is concerned with establishing certain extremal properties of the weights w_ni and using these properties to obtain maximal mass results satisfied by distributions ψ(x) representing when only a finite bisequence of moments {μ_k}_k=−nⁿ⁻¹ is given.     

On ramsey numbers for large disjoint unions of graphs

Let be a fixed finite set of connected graphs. Results are given which, in principle, permit the Ramsey number r(G, H) to be evaluated exactly when G and H are sufficiently large disjoint unions of graphs taken from . Such evaluations are often possible in practice, as shown by several examples. For instance, when m and n are large, and mn,

r(mK_k, nK_l)=(k − 1)m+ln+r(K_k−1, K_l−1)−2.

     

Strong approximation for cross-covariances of linear variables with long-range dependence

Suppose {_k, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {c_j}^∞_j=0, {d_j}^∞_j=0 are sequences of real numbers such that Σ_jc²_j < ∞, Σ_jd²_j < ∞. Then, under appropriate moment conditions on {_k, −∞ < k < ∞}, y_k Σ^∞_j=0c_jk-j, z_k Σ^∞_j=0d_jk-j exist almost surely and in ⁴ and the question of Gaussian approximation to S_[t]Σ^[t]_k=1 (y_k z_k − E{y_k z_k}) becomes of interest. Prior to this work several related central limit theorems and a weak invariance principle were proven under stationary assumptions. In this note, we demonstrate that an almost sure invariance principle for S_[t], with error bound sharp enough to imply a weak invariance principle, a functional law of the iterated logarithm, and even upper and lower class results, also exists. Moreover, we remove virtually all constraints on _k for “time” k ≤ 0, weaken the stationarity assumptions on {_k, −∞ < k < ∞}, and improve the summability conditions on {c_j}^∞_j=0, {d_j}^∞_j=0 as compared to the existing weak invariance principle. Applications relevant to this work include normal approximation and almost sure fluctuation results in sample covariances (let d_j = c_j-m for j ≥ m and otherwise 0), quadratic forms, Whittle's and Hosoya's estimates, adaptive filtering and stochastic approximation.     

Length-bounded disjoint paths in planar graphs

The following problem is considered: given: an undirected planar graph G=(V,E) embedded in , distinct pairs of vertices {r₁,s₁},…,{r_k,s_k} of G adjacent to the unbounded face, positive integers b₁,…,b_k and a function ; find: pairwise vertex-disjoint paths P₁,…,P_k such that for each i=1,…,k, P_i is a r_i−s_i-path and the sum of the l-length of all edges in P_i is at most b_i. It is shown that the problem is NP-hard in the strong sense. A pseudo-polynomial-time algorithm is given for the case of k=2.     

On the extreme eigenvalues of hermitian (block) toeplitz matrices

We are concerned with the behavior of the minimum (maximum) eigenvalue λ₀⁽ⁿ⁾ (λ_n⁽ⁿ⁾) of an (n + 1) × (n + 1) Hermitian Toeplitz matrix T_n(ƒ) where ƒ is an integrable real-valued function. Kac, Murdoch, and Szegö, Widom, Parter, and R. H. Chan obtained that λ₀⁽ⁿ⁾ — min ƒ = O(1/n^2k) in the case where ƒ C^2k, at least locally, and ƒ — inf ƒ has a zero of order 2k. We obtain the same result under the second hypothesis alone. Moreover we develop a new tool in order to estimate the extreme eigenvalues of the mentioned matrices, proving that the rate of convergence of λ₀⁽ⁿ⁾ to inf ƒ depends only on the order ρ (not necessarily even or integer or finite) of the zero of ƒ — inf ƒ. With the help of this tool, we derive an absolute lower bound for the minimal eigenvalues of Toeplitz matrices generated by nonnegative L¹ functions and also an upper bound for the associated Euclidean condition numbers. Finally, these results are extended to the case of Hermitian block Toeplitz matrices with Toeplitz blocks generated by a bivariate integrable function ƒ.     

Loopless generation of up–down permutations

An up–down permutation P=(p₁,p₂,…,p_n) is a permutation of the integers 1 to n which satisfies constraints specified by a sequence C=(c₁,c₂,…,c_n−1) of U's and D's of length n−1. If c_i is U then p_i<p_i+1 otherwise p_i−1>p_i. A loopless algorithm is developed for generating all the up–down permutations satisfying any sequence C. Ranking and unranking algorithms are discussed.