Bounds for the uniform deviation of empirical measures

If X₁,…,X_n are independent identically distributed R^d-valued random vectors with probability measure μ and empirical probability measure μ_n, and if $\text{a}$ is a subset of the Borel sets on R^d, then we show that P{sup_{A∈$\text{a}$}|μ_n(A)?μ(A)|≥ε} ≤ cs($\text{a}$, n²)e^?2n∈2, where c is an explicitly given constant, and s($\text{a}$, n) is the maximum over all (x₁,…,x_n) ∈ R^dn of the number of different sets in {{x₁…,x_n}∩A|A ∈$\text{a}$}. The bound strengthens a result due to Vapnik and Chervonenkis.     

Bounds for weighted multivariate empirical distribution functions

Probability Theory and Related Fields -     

Optimal reinsurance under VaR and CTE risk measures

Let X denote the loss initially assumed by an insurer. In a reinsurance design, the insurer cedes part of its loss, say f(X), to a reinsurer, and thus the insurer retains a loss I_f(X)=X−f(X). In return, the insurer is obligated to compensate the reinsurer for undertaking the risk by paying the reinsurance premium. Hence, the sum of the retained loss and the reinsurance premium can be interpreted as the total cost of managing the risk in the presence of reinsurance. Based on a technique used in [Müller, A., Stoyan, D., 2002. Comparison Methods for Stochastic Models and Risks. In: Willey Series in Probability and Statistics] and motivated by [Cai J., Tan K.S., 2007. Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measure. Astin Bull. 37 (1), 93–112] on using the value-at-risk (VaR) and the conditional tail expectation (CTE) of an insurer’s total cost as the criteria for determining the optimal reinsurance, this paper derives the optimal ceded loss functions in a class of increasing convex ceded loss functions. The results indicate that depending on the risk measure’s level of confidence and the safety loading for the reinsurance premium, the optimal reinsurance can be in the forms of stop-loss, quota-share, or change-loss.     

Bounds for the Gini mean difference of an empirical distribution

Sharp bounds for the Gini mean difference of an empirical distribution are given.     

Bounds for the signless Laplacian energy

The energy of a graph G is the sum of the absolute values of the eigenvalues of the adjacency matrix of G. The Laplacian (respectively, the signless Laplacian) energy of G is the sum of the absolute values of the differences between the eigenvalues of the Laplacian (respectively, signless Laplacian) matrix and the arithmetic mean of the vertex degrees of the graph. In this paper, among some results which relate these energies, we point out some bounds to them using the energy of the line graph of G. Most of these bounds are valid for both energies, Laplacian and signless Laplacian. However, we present two new upper bounds on the signless Laplacian which are not upper bounds for the Laplacian energy.     

A linear implementation of PACMAN

PACMAN (Passive and Active Compensability Multicriteria ANalysis) is a multiple criteria methodology based on a decision maker oriented notion of compensation, called compensability. A basic step of PACMAN is the construction of compensatory functions, which model intercriteria relations for each pair of criteria on the basis of compensability. In this paper we examine a simplified version of PACMAN, which uses the so-called linear compensatory functions and consistently reduces the overall complexity of its implementation in practical cases. We use Mathematica® to develop a computer-aided graphical interface that eases the interaction among the actors of the decision process at each stage of PACMAN. We also propose the possibility to perform a sensitivity analysis in this simplified version of PACMAN as a nonlinear optimization problem.     

Bounds and conjectures for the signless Laplacian index of graphs

Using the AutoGraphiX system, we obtain conjectures of the form l(n)?q₁⊕i(G)?u(n) where q₁ denotes the signless Laplacian index of graph is one the four operations is another invariant chosen among minimum, average and maximum degree, average distance, diameter, radius, girth, proximity, remoteness, vertex, edge and algebraic connectivities, independence number, domination number, clique number, chromatic number and matching number, Randi? index, l(n) and u(n) are best possible lower and upper bounds function of the order n of G. Algebraic conjectures are obtained in 120 cases out of 152 and structural conjectures in 12 of the remaining cases. These conjectures are known, immediate or proved in this paper, except for 17 of them, which remain open.     

Quelques effets pervers de la positivité

La Logique positive a été introduite au début de ce troisième millénaire par Itaï Ben Yaacov, qui y a été conduit par une nécessité interne à la Théorie des modèles. Dans ce contexte de validité du Théorème de compacité, l’absence de négation provoque des situations inhabituelles, comme celle des structures infinies qui ont une extension élémentaire maximale, que nous étudions ici.     

Bounds for indecomposable torsion-free modules

Let M be a finitely generated torsion-free module over a one-dimensional reduced Noetherian ring R with finitely generated normalization. The rank of M is the tuple of vector-space dimensions of M_P over each field R_P (R localized at P), where P ranges over the minimal prime ideals of R. We assume that there exists a bound N_R on the ranks of all indecomposable finitely generated torsion-free R-modules. For such rings, what bounds and ranks occur? Partial answers to this question have been given by a plethora of authors over the past forty years. In this article we provide a final answer by giving a concise list of the ranks of indecomposable modules for R a local ring with no condition on the characteristic. We conclude that if the rank of an indecomposable module M is (r,r,…,r), then r∈{1,2,3,4,6}, even when R is not local.     

Bounds for the largest Mahalanobis distance

Upper and lower bounds for the magnitude of the largest Mahalanobis distance, calculated from n multivariate observations of length p, are derived. These bounds are multivariate extensions of corresponding bounds that arise for the most deviant Z-score calculated from a univariate sample of size n. The approach taken is to pose optimization problems in a mathematical context and to employ variational methods to obtain solutions. The attainability of the bounds obtained is demonstrated. Bounds for related quantities (elements of the “hat matrix”) are also derived.     

Bounds for ratios of the membrane eigenvalues

For a bounded planar region in R², we obtain the ratios of lower order eigenvalues of Laplace operator. Combining our results with the recursive formula in Cheng and Yang (2007) [11], we can obtain better upper bound of the (k+1)-th (k?3) membrane eigenvalues.     

Bounds for the first Dirichlet eigenvalue attained at an infinite family of Riemannian manifolds

LetM be a compact Riemannian manifold with smooth boundary M. We get bounds for the first eigenvalue of the Dirichlet eigenvalue problem onM in terms of bounds of the sectional curvature ofM and the normal curvatures of M. We discuss the equality, which is attained precisely on certain model spaces defined by J. H. Eschenburg. We also get analog results for Kähler manifolds. We show how the same technique gives comparison theorems for the quotient volume(P)/volume(M),M being a compact Riemannian or Kähler manifold andP being a compact real hypersurface ofM.Work partially supported by a DGICYT Grant No. PB94-0972 and by the E.C. Contract CHRX-CT92-0050 GADGET II.     

Bounds for arrays of dots with distinct slopes or lengths

Ann×m sonar sequence is a subset of then×m grid with exactly one point in each column, such that the vectors determined by them are all distinct. We show that for fixedn the maximalm for which a sonar sequence exists satisfiesn–Cn ^11/20<m<n+4n ^2/3 for alln andm>n+c logn log logn for infinitely manyn.Another problem concerns the maximal numberD of points that can be selected from then×m grid so that all the vectors have slopes. We proven ^1/2Dn ^4/5 Supported by Hungarian National Foundation for Scientific Research, Grant No. 1901Research conducted by Herbert Taylor was sponsored in part by the Office of Naval Research under ONR Contract No. N00014-90-J-1341.     

有限元插值误差的下界估计

基于一维区域上的拟一致剖分,证明了线性元插值误差的最优下界估计.基于此并利用超收敛理论,我们得到了有限元离散误差的上、下界.     

Bounds on the convex label number of trees

A convex labelling of a tree is an assignment of distinct non-negative integer labels to vertices such that wheneverx, y andz are the labels of vertices on a path of length 2 theny≦(x+z)/2. In addition if the tree is rooted, a convex labelling must assign 0 to the root. The convex label number of a treeT is the smallest integerm such thatT has a convex labelling with no label greater thanm. We prove that every rooted tree (and hence every tree) withn vertices has convex label number less than 4n. We also exhibitn-vertex trees with convex label number 4n/3+o(n), andn-vertex rooted trees with convex label number 2n +o(n). The research by M. B. and A. W. was partly supported by NSF grant MCS—8311422.