Some results on starlike trees and sunlike graphs

A tree is called starlike if it has exactly one vertex of degree greater than two. In [4] it was proved that two starlike treesG andH are cospectral if and only if they are isomorphic. We prove here that there exist no two non-isomorphic Laplacian cospectral starlike trees. Further, letG be a simple graph of ordern with vertex setV(G)={1,2, …,n} and letH={H ₁,H ₂, ...H _n } be a family of rooted graphs. According to [2], the rooted productG(H) is the graph obtained by identifying the root ofH _i with thei-th vertex ofG. In particular, ifH is the family of the paths $P_{k_1 } , P_{k_2 } , ..., P_{k_n } $ with the rooted vertices of degree one, in this paper the corresponding graphG(H) is called the sunlike graph and is denoted byG(k ₁,k ₂, …,k _n ). For any (x ₁,x ₂, …,x _n ) ∈I _* ⁿ , whereI _*={0,1}, letG(x ₁,x ₂, …,x _n ) be the subgraph ofG which is obtained by deleting the verticesi ₁, i₂, …,i _j ∈ V(G) (0≤j≤n), provided that $x_{i_1 } = x_{i_2 } = ... = x_{i_j } = 0$ . LetG(x ₁,x ₂,…, x _n] be the characteristic polynomial ofG(x ₁,x ₂,…, x _n ), understanding thatG[0, 0, …, 0] ≡ 1. We prove that $$G[k_1 , k_2 ,..., k_n ] = \Sigma _{x \in ^{I_ * ^n } } \left[ {\Pi _{i = 1}^n P_{k_i + x_i - 2} (\lambda )} \right]( - 1)^{n - (\mathop \Sigma \limits_{i = 1}^n x_i )} G[x_1 , x_2 , ..., x_n ]$$ where x=(x ₁,x ₂,…,x _n );G[k ₁,k ₂,…,k _n ] andP _n (γ) denote the characteristic polynomial ofG(k ₁,k ₂,…,k _n ) andP _n , respectively. Besides, ifG is a graph with λ₁(G)≥1 we show that λ₁(G)≤λ₁(G(k ₁,k ₂, ...,k _n )) < for all positive integersk ₁,k ₂,…,k _n , where λ₁ denotes the largest eigenvalue.     

Power-law time distribution of large earthquakes

We study the statistical properties of time distribution of seismicity in California by means of a new method of analysis, the diffusion entropy. We find that the distribution of time intervals between a large earthquake (the main shock of a given seismic sequence) and the next one does not obey Poisson statistics, as assumed by the current models. We prove that this distribution is an inverse power law with an exponent mu=2.06+/-0.01. We propose the long-range model, reproducing the main properties of the diffusion entropy and describing the seismic triggering mechanisms induced by large earthquakes.     

On Integral Graphs Which Belong to the Class

Let G be a simple graph and let ¯G denote its complement. A graph G is said to be integral if its spectrum contains integral values. If is integral with >1 and a>b, where mG denotes the m-fold union of the graph G, we show that it belongs to the class of integral graphs where (i) (kn ² s ²+km nst+ms,km ² t ²+kmnst+ms)= such that (m,)=1 and (s,)=1; (ii) k,m,n,s,t,z such that (k,m)=1, (k,s)=1, (m,n)=1, (m,s)=1, (n,t)=1 and (s,t)=1; and (iii) ns>m t. Acknowledgments.The author is very grateful to the referees for their valuable comments and suggestions concerning this paper.1991 Mathematics Subject Classification. 05 C 50     

Generalized Farey Trees,Transfer Operators and Phase Transitions

We consider a family of Markov maps on the unit interval, interpolating between the tent map and the Farey map. The latter is not uniformly expanding. Each map being composed of two fractional linear transformations, the family generalizes many particular properties which for the case of the Farey map have been successfully exploited in number theory. We analyze the dynamics through the spectral properties of the generalized transfer operator. Application of the thermodynamic formalism to the family reveals first and second order phase transitions and unusual properties like positivity of the interaction function.     

On arbitrarily vertex decomposable trees

A tree T is arbitrarily vertex decomposable if for any sequence τ of positive integers adding up to the order of T there is a sequence of vertex-disjoint subtrees of T whose orders are given by τ; from a result by Barth and Fournier it follows that Δ(T)?4. A necessary and a sufficient condition for being an arbitrarily vertex decomposable star-like tree have been exhibited. The conditions seem to be very close to each other.     

The periodic risk model with investment

We consider a periodic risk model with the possibility of investing into a risky asset, given by a geometrical Brownian motion. The aim is to maximize the adjustment coefficient of the risk process. It is shown that the optimal investment strategy only depends on the averaged data of the model and is constant over time. Thus maximizing the adjustment coefficient is a very weak optimization criterion.