On the counting function of the lattice profile of periodic sequences

The lattice profile analyzes the intrinsic structure of pseudorandom number sequences with applications in Monte Carlo methods and cryptology. In this paper, using the discrete Fourier transform for periodic sequences and the relation between the lattice profile and the linear complexity, we give general formulas for the expected value, variance, and counting function of the lattice profile of periodic sequences with fixed period. Moreover, we determine in a more explicit form the expected value, variance, and counting function of the lattice profile of periodic sequences for special values of the period.     

Searching for extensible Korobov rules

Extensible lattice sequences have been proposed and studied in [F.J. Hickernell, H.S. Hong, Computing multivariate normal probabilities using rank-1 lattice sequences, in: G.H. Golub, S.H. Lui, F.T. Luk, R.J. Plemmons (Eds.), Proceedings of the Workshop on Scientific Computing (Hong Kong), Singapore, Springer, Berlin, 1997, pp. 209–215; F.J. Hickernell, H.S. Hong, P. L’Ecuyer, C. Lemieux, Extensible lattice sequences for quasi-Monte Carlo quadrature, SIAM J. Sci. Comput. 22 (2001) 1117–1138; F.J. Hickernell, H.Niederreiter, The existence of good extensible rank-1 lattices, J. Complexity 19 (2003) 286–300]. For the special case of extensible Korobov sequences, parameters can be found in [F.J. Hickernell, H.S. Hong, P. L’Ecuyer, C.Lemieux, Extensible lattice sequences for quasi-Monte Carlo quadrature, SIAM J. Sci. Comput. 22 (2001) 1117–1138]. The searches made to obtain these parameters were based on quality measures that look at several projections of the lattice. Because it is often the case in practice that low-dimensional projections are very important, it is of interest to find parameters for these sequences based on measures that look more closely at these projections. In this paper, we prove the existence of “good” extensible Korobov rules with respect to a quality measure that considers two-dimensional projections. We also report results of experiments made on different problems where the newly obtained parameters compare favorably with those given in [F.J. Hickernell, H.S. Hong, P. L’Ecuyer, C. Lemieux, Extensible lattice sequences for quasi-Monte Carlo quadrature, SIAM J. Sci. Comput. 22 (2001) 1117–1138].     

非平稳NA序列部分和的精确渐近性

本文探讨了非平稳NA序列部分和的精确渐近性．以前的文献在讨论NA序列此类极限性质时都附加有强平稳条件的限制,这必然会给一些问题的研究带来不便．周知,非平稳NA序列在许多实际问题中是大量存在的,所以解除强平稳条件的束缚具有较大的理论和实际意义,这正是本文的目的之所在,同时本文也将已有的一些结果包含成为特殊情形．     

Long zero-free sequences in finite cyclic groups

A sequence in an additively written abelian group is called zero-free if each of its nonempty subsequences has sum different from the zero element of the group. The article determines the structure of the zero-free sequences with lengths greater than n/2 in the additive group Z_n of integers modulo n. The main result states that for each zero-free sequence  of length ?>n/2 in Z_n there is an integer g coprime to n such that if denotes the least positive integer in the congruence class ga_i (modulo n), then . The answers to a number of frequently asked zero-sum questions for cyclic groups follow as immediate consequences. Among other applications, best possible lower bounds are established for the maximum multiplicity of a term in a zero-free sequence with length greater than n/2, as well as for the maximum multiplicity of a generator. The approach is combinatorial and does not appeal to previously known nontrivial facts.     

Two classes of piecewise-linear difference equations with eventual periodicity three

In this paper, we will study two classes of difference equations which are piecewise-linear and of similar forms. We will show that all nontrivial solutions of one equation are eventually periodic with prime period three. We will show this result for one case of the second equation.     

Sigma function solution of the initial value problem for Somos 5 sequences

The Somos 5 sequences are a family of sequences defined by a fifth order bilinear recurrence relation with constant coefficients. For particular choices of coefficients and initial data, integer sequences arise. By making the connection with a second order nonlinear mapping with a first integral, we prove that the two subsequences of odd/even index terms each satisfy a Somos 4 (fourth order) recurrence. This leads directly to the explicit solution of the initial value problem for the Somos 5 sequences in terms of the Weierstrass sigma function for an associated elliptic curve.

     

Tight Heffter Arrays Exist for all Possible Values

A tight Heffter array is an matrix with nonzero entries from such that (i) the sum of the elements in each row and each column is 0, and (ii) no element from appears twice. We prove that exist if and only if both m and n are at least 3. If H has the property that all entries are integers of magnitude at most , every row and column sum is 0 over the integers, and H also satisfies ), we call H an integer Heffter array. We show integer Heffter arrays exist if and only if . Finally, an integer Heffter array is shiftable if each row and column contains the same number of positive and negative integers. We show that shiftable integer arrays exists exactly when both are even.     

Tangent cones and Dini derivatives

We prove a property of the Bouligand tangent cone to the epigraph (or to the graph) of a locally Lipschitz function. It is also shown how this result can be used in determining Dini sequences. Finally, some relationships between such a cone and Dini derivatives are provided.     

宏观经济信息宣告的股市收益及波动性效应——基于改进的AR(1)-EGARCH(1,1)-M模型的实证检验

基于改进的AR(1)-EGARCH(1,1)-M模型,从收益率和波动性两个方面考察各类宏观信息宣告对股票市场价格行为的影响.结果表明,居民消费价格指数和商品零售价格指数对股票市场的收益有负向影响;国内生产总值、社会消费品零售总额、公开市场操作利率变动率和企业景气指数对股票市场的收益有正向影响;公开市场操作公告会导致股票市场条件收益率显著增加;其余各类宏观信息因素对股票市场收益的波动性并不存在显著影响.     

Rates of Best Uniform Rational Approximation of Analytic Functions by Ray Sequences of Rational Functions

In this paper, problems related to the approximation of a holomorphic function f on a compact subset E of the complex plane C by rational functions from the class of all rational functions of order (n,m) are considered. Let ρ _n,m = ρ _n,m (f;E) be the distance of f in the uniform metric on E from the class . We obtain results characterizing the rate of convergence to zero of the sequence of the best rational approximation { ρ _n,m(n) } _n=0 ^∞ , m(n)/n → θ ∈ (0,1] as n → ∞ . In particular, we give an upper estimate for the liminf _{n →∞} ρ _n,m(n) ^1/(n+m(n)) in terms of the solution to a certain minimum energy problem with respect to the logarithmic potential. The proofs of the results obtained are based on the methods of the theory of Hankel operators. June 16, 1997. Date revised: December 1, 1997. Date accepted: December 1, 1997. Communicated by Ronald A. DeVore.