On complexity measures of complexes of faces in the unit cube

Under study is the problem of proving the minimality of complexes of faces in the unit cube. Basing on the ordinal properties of a complexity measure functional and the structural properties of Boolean functions, we formulated some sufficient conditions that can be used to prove that a complex of faces is minimal. This allowed us to expand the set of complexes of faces that were proved to be minimal with respect to the complexity measures with certain properties. The strict inclusion is proved for the sets of complexes of faces: kernel, minimal for an arbitrary complexity measure, and minimal for every complexity measure that is invariant under replacement of faces with isomorphic faces.     

Wigner measures supported on weak KAM tori

In the setting of the Weyl quantization on the flat torus \(\mathbb{T}^n \) , we exhibit a class of wave functions with uniquely associated Wigner probability measure, invariant under the Hamiltonian dynamics and with support contained in weak KAM tori in phase space. These sets are the graphs of Lipschitz-continuous weak KAM solutions of negative type of the stationary Hamilton-Jacobi equation. Such Wigner measures are, in fact, given by the Legendre transform of Mather’s minimal probability measures.     

Quantization dimension of probability measures supported on Cantor-like sets

Let μ be an arbitrary probability measure supported on a Cantor-like set E with bounded distortion. We establish a relationship between the quantization dimension of μ and its mass distribution on cylinder sets under a hereditary condition. As an application, we determine the quantization dimensions of probability measures supported on E which have explicit mass distributions on cylinder sets provided that the hereditary condition is satisfied.     

Concentration measures in risk management

Following the increasing use of external and internal credit ratings made by the Bank regulation, credit risk concentration has become one of the leading topics in modern finance. In order to measure separately single-name and sectoral concentration risk, the literature proposes specific concentration indexes and models, which we review in this paper. Following the guideline proposed by Basel 2 on risk integration, we believe that standard approaches could be improved by studying a new measure of risk that integrates single-name and sectoral credit risk concentration in a coherent way. The main objective of this paper is to propose a novel index useful to measure credit risk concentration integrating single-name and sectoral components. From a theoretical point of view, our measure of risk shows interesting mathematical properties; empirical evidences are given on the basis of a data set. Finally, we have compared the results achieved following our proposal with respect to the common procedures proposed in the literature.     

Concentration of measures via size-biased couplings

Let Y be a nonnegative random variable with mean??? and finite positive variance ?? ², and let Y ^s , defined on the same space as Y, have the Y size-biased distribution, characterized by $$ E[Yf(Y)]=\mu E f(Y^s) \quad {\rm for\,all\,functions}\,f\,{\rm for\,which\,these\,expectations\,exist}. $$ Under a variety of conditions on Y and the coupling of Y and Y ^s , including combinations of boundedness and monotonicity, one sided concentration of measure inequalities such as $$ P\left(\frac{Y-\mu}{\sigma} \ge t\right)\le {\rm exp}\left(-\frac{t^2}{2(A+Bt)} \right) \quad {\rm for\,all}\,t\, > 0 $$ hold for some explicit A and B. The theorem is applied to the number of bulbs switched on at the terminal time in the so called lightbulb process of Rao et?al. (Sankhy?? 69:137?C161, 2007).     

Asymptotics of the quantization errors for in-homogeneous self-similar measures supported on self-similar sets

We study the quantization for in-homogeneous self-similar measures μ supported on self-similar sets.Assuming the open set condition for the corresponding iterated function system, we prove the existence of the quantization dimension for μ of order r ∈(0, ∞) and determine its exact value ξ_r. Furthermore, we show that,the ξ_r-dimensional lower quantization coefficient for μ is always positive and the upper one can be infinite. A sufficient condition is given to ensure the finiteness of the upper quantization coefficient.     

Spectral transformations of measures supported on the unit circle and the Szegő transformation

In this paper we analyze spectral transformations of measures supported on the unit circle with real moments. The connection with spectral transformations of measures supported on the interval [?1,1] using the Szeg? transformation is presented. Some numerical examples are studied.     

Average decay estimates for Fourier transforms of measures supported on curves

We consider Fourier transforms of densities supported on curves in ℝ^d. We obtain sharp lower and close to sharp upper bounds for the decay rates of as R → ∞.     

On concentration of measure on the cube

Concentration property of the uniform distribution on the cube is considered for the class of permutation invariant sets. Bibliography: 10 titles.     

Rainbow coloring the cube

We prove that for d ≥ 4, d ≠ 5, the edges of the d-dimensional cube can be colored by d colors so that all quadrangles have four distinct colors. © 1993 John Wiley & Sons, Inc.     

Geodesics on the regular tetrahedron and the cube

Consider all geodesics between two given points on a polyhedron. On the regular tetrahedron, we describe all the geodesics from a vertex to a point, which could be another vertex. Using the Stern–Brocot tree to explore the recursive structure of geodesics between vertices on a cube, we prove, in some precise sense, that there are twice as many geodesics between certain pairs of vertices than other pairs. We also obtain the fact that there are no geodesics that start and end at the same vertex on the regular tetrahedron or the cube.     

Embeddings on a boolean cube

In this paper, we characterize a class of graphs which can be embedded on a boolean cube. Some of the graphs in this class are identified with the well known graphs such asmulti-dimensional mesh of trees, tree of meshes, etc. We suggest (i) an embedding of anr-dimensional mesh of trees ofn ^r (r+1)–rn ^r–1 nodes on a boolean cube of (2n) ^r nodes, and (ii) an embedding of a tree of meshes with 2n ² logn+n ² nodes on a boolean cube withn ² exp₂ (log (2 logn+1)]) nodes.     

Bulk universality holds in measure for compactly supported measures

Let μ be a measure with compact support, with orthonormal polynomials {p _n } and associated reproducing kernels {K _n }. We show that bulk universality holds in measure in {ξ: μ′(ξ) > 0}. More precisely, given ɛ, r > 0, the linear Lebesgue measure of the set {ξ: μ′(ξ) > 0} and for which

Monotonicity testing and shortest-path routing on the cube

We study the problem of monotonicity testing over the hypercube. As previously observed in several works, a positive answer to a natural question about routing properties of the hypercube network would imply the existence of efficient monotonicity testers. In particular, if any set of source-sink pairs on the directed hypercube (with all sources and all sinks distinct) can be connected with edge-disjoint paths, then monotonicity of functions $f:\{ 0,1\} ^n \to \mathcal{R}$ can be tested with O(n/∈) queries, for any totally ordered range $\mathcal{R}$ . More generally, if at least a µ(n) fraction of the pairs can always be connected with edge-disjoint paths then the query complexity is O(n/(∈µ(n))). We construct a family of instances of Ω(2 ⁿ ) pairs in n-dimensional hypercubes such that no more than roughly a $\frac{1} {{\sqrt n }}$ fraction of the pairs can be simultaneously connected with edge-disjoint paths. This answers an open question of Lehman and Ron [16], and suggests that the aforementioned appealing combinatorial approach for deriving query-complexity upper bounds from routing properties cannot yield, by itself, query-complexity bounds better than ≈ n ^3/2. Additionally, our construction can also be used to obtain a strong counterexample to Szymanski’s conjecture about routing on the hypercube. In particular, we show that for any δ > 0, the n-dimensional hypercube is not $n^{\tfrac{1} {2} - \delta }$ -realizable with shortest paths, while previously it was only known that hypercubes are not 1-realizable with shortest paths. We also prove a lower bound of Ω(n/∈) queries for one-sided non-adaptive testing of monotonicity over the n-dimensional hypercube, as well as additional bounds for specific classes of functions and testers.