BOUND ON THE MAXIMUM NUMBER OF CLEAR TWO-FACTOR INTERACTIONS FOR 2n-(n-k) DESIGNS

Clear effects criterion is an important criterion for selecting fractional factorial designs [1]. Tang et al. [2] derived upper and lower bounds on the maximum number of clear two-factor interactions (2fi's) in 2n-(n-k) designs of resolution Ⅲ and Ⅳ by constructing 2n-(n-k) designs. But the method in [2] does not perform well sometimes when the resolution is III. This article modifies the construction method for 2n-(n-k) designs of resolution Ⅲ in [2]. The modified method is a great improvement on that used in [2].     

The statistics of random directed graphs

The analysis of random graphs developed by the author, principally as a model for polymerization processes, is extended to the case of directed random graphs, with models of neural nets in mind. The principal novelty of the directed case is the representation of the partition function by a complex rather than a real integral, and the replacement of simple maxima in asymptotic evaluations by an interesting form of saddle point.     

Randomly chosen chaotic maps can give rise to nearly ordered behavior

Parrondo’s paradox [J.M.R. Parrondo, G.P. Harmer, D. Abbott, New paradoxical games based on Brownian ratchets, Phys. Rev. Lett. 85 (2000), 5226–5229] (see also [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72]) states that two losing gambling games when combined one after the other (either deterministically or randomly) can result in a winning game: that is, a losing game followed by a losing game = a winning game. Inspired by this paradox, a recent study [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] asked an analogous question in discrete time dynamical system: can two chaotic systems give rise to order, namely can they be combined into another dynamical system which does not behave chaotically? Numerical evidence is provided in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] that two chaotic quadratic maps, when composed with each other, create a new dynamical system which has a stable period orbit. The question of what happens in the case of random composition of maps is posed in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] but left unanswered. In this note we present an example of a dynamical system where, at each iteration, a map is chosen in a probabilistic manner from a collection of chaotic maps. The resulting random map is proved to have an infinite absolutely continuous invariant measure (acim) with spikes at two points. From this we show that the dynamics behaves in a nearly ordered manner. When the foregoing maps are applied one after the other, deterministically as in [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72], the resulting composed map has a periodic orbit which is stable.     

A random approach to the Lebesgue integral

We construct an integral of a measurable real function using randomly chosen Riemann sums and show that it converges in probability to the Lebesgue integral where this exists. We then prove some conditions for the almost sure convergence of this integral.     

Conley index for random dynamical systems

Conley index theory is a very powerful tool in the study of dynamical systems. In this paper, we generalize Conley index theory to discrete random dynamical systems. Our constructions are basically the random version of Franks and Richeson in [J. Franks, D. Richeson, Shift equivalence and the Conley index, Trans. Amer. Math. Soc. 352 (2000) 3305-3322] for maps, and the relations of isolated invariant sets between time-continuous random dynamical systems and corresponding time-h maps are discussed. Two examples are presented to illustrate results in this paper.     

随机变量序列函数的几乎处处中心极限定理

该文证明了随机元序列的一个一般的几乎处处中心极限定理, 并把这一结论应用于随机变量序列的函数.     

Extremal Theory for Spectrum of Random Discrete Schrödinger Operator. I. Asymptotic Expansion Formulas

We consider the spectral problem for the random Schrödinger operator on the multidimensional lattice torus increasing to the whole of lattice, with an i.i.d. potential (Anderson Hamiltonian). We obtain the explicit almost sure asymptotic expansion formulas for the extreme eigenvalues and eigenfunctions in the intermediate rank case, provided the upper distributional tails of potential decay at infinity slower than the double exponential function. For the fractional-exponential tails (including Weibull’s and Gaussian distributions), extremal type limit theorems for eigenvalues are proved, and the strong influence of parameters of the model on a specification of normalizing constants is described. In the proof we use the finite-rank perturbation arguments based on the cluster expansion for resolvents. The results of our paper illustrate a close connection between extreme value theory for spectrum and extremal properties of i.i.d. potential. On the other hand, localization properties of the corresponding eigenfunctions give an essential information on long-time intermittency for the parabolic Anderson model.     

Subadditive ergodic theorems for random sets in infinite dimensions

We prove pointwise and mean versions of the subadditive ergodic theorem for superstationary families of compact, convex random subsets of a real Banach space, extending previously known results that were obtained in finite dimensions or with additional hypotheses on the random sets. We also show how the techniques can be used to obtain the strong law of large numbers for pairwise independent random sets, as well as results in the weak topology.     

Bessel functions of third order and the distribution of cyclic planar motions with three directions

The exact distribution of a cyclic planar motion with three directions is explicitly derived in terms of Bessel functions of order three (suitably combined). The absolutely continuous part of the distribution is proved to satisfy suitable boundary conditions and some of its properties are analyzed. The transformations converting the governing equations of order three is presented and its solutions (used here) derived by applying the Frobenius method.     

On goodness-of-fit tests for multiple recursive random number generators

This paper considers the problem of reducing the computational time in testing uniformity for a full period multiple recursive generator (MRG). If a sequence of random numbers generated by a MRG is divided into even number of segments, say 2s, then the multinomial goodness-of-fit tests and the empirical distribution function goodness-of-fit tests calculated from the ith segment are the same as those of the (s + i)th segment. The equivalence properties of the goodness-of-fit test statistics for a MRG and its associated reverse and additive inverse MRGs are also discussed.