Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter

We investigate the recursive sequence Z _n : =  max {Z _n − 1,λ(Z _n − 1)X _n } where X _n is a sequence of iid random variables with exponential distributions and λ is a periodic positive bounded measurable function. We prove that the Césaro mean of the sequence λ(Z _n ) converges toward the essential minimum of λ. Subsequently we apply this result and obtain a limit theorem for the distributions of the sequence Z _n . The resulting limit is a Gumbel distribution.     

Genus polynomials of cycles with double edges

Two cellular embeddings i: G → S and j: G → S of a connected graph G into a closed orientable surface S are equivalent if there is an orientation-preserving surface homeomorphism h: S → S such that hi = j. The genus polynomial of a graph G is defined by

Behavioral portfolio selection with loss control

In this paper we formulate a continuous-time behavioral (à la cumulative prospect theory) portfolio selection model where the losses are constrained by a pre-specified upper bound. Economically the model is motivated by the previously proved fact that the losses occurring in a bad state of the world can be catastrophic for an unconstrained model. Mathematically solving the model boils down to solving a concave Choquet minimization problem with an additional upper bound. We derive the optimal solution explicitly for such a loss control model. The optimal terminal wealth profile is in general characterized by three pieces: the agent has gains in the good states of the world, gets a moderate, endogenously constant loss in the intermediate states, and suffers the maximal loss (which is the given bound for losses) in the bad states. Examples are given to illustrate the general results.     

The global attractor of a non-local PDE model with delay for population dynamics in ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

In this paper, we consider a non-local PDE model with delay for population dynamics in ℝ ⁿ . First, we prove the existence and uniqueness of weak solutions under some suitable decayed assumptions on non-local term at infinity. Then, we obtain the global attractor by proving ω-limit compactness property of the solution operator semigroup.     

The coherent-constructible correspondence and Fourier-Mukai transforms

As evidence for his conjecture in birational log geometry, Kawamata constructed a family of derived equivalences between toric orbifolds. In a previous paper, the authors showed that the derived category of a toric orbifold is naturally identified with a category of polyhedrally-constructible sheaves on ℝ ⁿ . In this paper we investigate and reprove some of Kawamata’s results from this perspective.     

Optimizing fracture design based on a novel RBF neural network

The factors affecting performance of fractured wells are analyzed in this work. The static and dynamic geologic data of fractured well and fracturing treatment parameters obtained from 51 fractured wells in sand reservoirs of Zhongyuan oilfield are analyzed by applying the grey correlation method. Ten parameters are screened, including penetrability, porosity, net thickness, oil saturation, water cut, average daily production, and injection rate, amount cementing front spacer, amount sand-carrying agent and amount sand. With the novel Radial Basis Function neural network model based on immune principles, 13 parameters of 42 wells out of 51 are used as the input samples and the stimulation ratios as the output samples. The nonlinear interrelationship between the input samples and output samples are investigated, and a productivity prediction model of optimizing fracture design is established. The data of the rest 7 wells are used to test the model. The results show that the relative errors are all less than 7%, which proves that the novel Radial Basis Function neural network model based on immune principles has less calculation, high precision and good generalization ability.     

On countable unions of nonmeager sets in hereditarily Lindelöf spaces

It is well known that any Vitali set on the real line ? does not possess the Baire property. The same is valid for finite unions of Vitali sets. What can be said about infinite unions of Vitali sets? Let S be a Vitali set, S _r be the image of S under the translation of ? by a rational number r and F = {S _r : r is rational}. We prove that for each non-empty proper subfamily F′ of F the union ∪F′ does not possess the Baire property. We say that a subset A of ? possesses Vitali property if there exist a non-empty open set O and a meager set M such that A ? O \ M. Then we characterize those non-empty proper subfamilies F′ of F which unions ∪F′ possess the Vitali property.     

Bootstrap approximation of wavelet estimates in a semiparametric regression model

The inference for the parameters in a semiparametric regression model is studied by using the wavelet and the bootstrap methods. The bootstrap statistics are constructed by using Efron＇s resampling technique, and the strong uniform convergence of the bootstrap approximation is proved. Our results can be used to construct the large sample confidence intervals for the parameters of interest. A simulation study is conducted to evaluate the finite-sample performance of the bootstrap method and to compare it with the normal approximation-based method.     

Geometric properties of the ridge function manifold

We study geometrical properties of the ridge function manifold \(\mathcal{R}_n\) consisting of all possible linear combinations of n functions of the form g(a· x), where a·x is the inner product in \({\mathbb R}^d\). We obtain an estimate for the ε-entropy numbers in terms of smaller ε-covering numbers of the compact class G _n,s formed by the intersection of the class \(\mathcal{R}_n\) with the unit ball \(B\mathcal{P}_s^d\) in the space of polynomials on \({\mathbb R}^d\) of degree s. In particular we show that for n?≤?s ^d???1 the ε-entropy number H _ε (G _n,s,L _q ) of the class G _n,s in the space L _q is of order nslog1/ε (modulo a logarithmic factor). Note that the ε-entropy number \(H_\varepsilon(B\mathcal{P}_s^d,L_q)\) of the unit ball is of order s ^d log1/ε. Moreover, we obtain an estimate for the pseudo-dimension of the ridge function class G _n,s.     

A fuzzy greedy heuristic for permutation flow-shop scheduling

This paper describes a polynomial-time heuristic for the permutation flow-shop scheduling problem with the makespan criterion. The proposed method consists of two phases: arranging the jobs in priority order and then constructing a sequence. A fuzzy greedy evaluation function is employed to prioritize the jobs for incorporating into the construction phase of the heuristic. Computational experiments using standard benchmark problems indicate an improvement of the new heuristic over the well-known Nawaz, Enscore and Ham (NEH) heuristic. It will be seen that the NEH heuristic is a special case of our more general heuristic.