Dynamic approach to a stochastic domination: The FKG and Brascamp-Lieb inequalities

A coupling based on a pair of stochastic differential equations is introduced to show a stochastic domination for a system with continuous spins, from which the FKG and Brascamp-Lieb like inequalities follow.

     

一类拟线性系统的Lyapunov不等式

本文研究了一类拟线性系统,引入了反周期边值条件,基于反周期边值条件和数学分析的技巧,建立了新的Lyapunov不等式．     

An improved feasible QP-free algorithm for inequality constrained optimization

In this paper, an improved feasible QP-free method is proposed to solve nonlinear inequality constrained optimization problems. Here, a new modified method is presented to obtain the revised feasible descent direction. In view of the computational cost, the most attractive feature of the new algorithm is that only one system of linear equations is required to obtain the revised feasible descent direction. Thereby, per single iteration, it is only necessary to solve three systems of linear equations with the same coefficient matrix. In particular, without the positive definiteness assumption on the Hessian estimate, the proposed algorithm is still global convergence. Under some suitable conditions, the superlinear convergence rate is obtained.     

A GENERATIVE MODEL OF INCOME DISTRIBUTION: FORMALIZATION WITH ITERATED INVESTMENT GAME

The purpose of this paper is to formalize a simple model that theoretically connects individuals' rational choice at the micro level to income distribution, which is subject to the Gibrat's law empirically, as social structure at macro level. We use an iterated investment game as a baseline model in which a player has a binary choice between investing and not investing. Given parameters which prescribe the payoff structure of the game are the prize density γ and the rate of return R. Method of analysis is a simulation with computation. We investigate changes in the Gini coefficient and skewness of the total profit distribution, as the parameters varied as follows: 0 ≤ γ ≤ 1, R = 0.5, 1, 2, 3, and n (the number of times that the game is repeated) = 5, 10. As a result of analysis, we derive the implication that the Gini coefficient increases up to critical point, where 0 ≤ γ ≤ 1/(R + 1), then decreases as prize density increases, where 1/(R + 1) < γ ≤ 1. Furthermore, we show that our model, with cumulative effect, generates a lognormal distribution under the condition that 1/(R + 1) < γ ≤ 1.     

Inequality reversal: Effects of the savings propensity and correlated returns

In the last decade, a large body of literature has been developed to explain the universal features of inequality in terms of income and wealth. By now, it is established that the distributions of income and wealth in various economies show a number of statistical regularities. There are several models to explain such static features of inequality in a unifying framework, and the kinetic exchange models in particular provide one such framework. Here we focus on the dynamic features of inequality. In the process of development and growth, inequality in an economy in terms of income and wealth follows a particular pattern of rising in the initial stage followed by an eventual fall. This inverted U-shaped curve is known as the Kuznets Curve. We examine the possibilities of such behavior of an economy in the context of a generalized kinetic exchange model. It is shown that under some specific conditions, our model economy indeed shows inequality reversal.     

Some mean value theorems for integrals on time scales

In this short paper, we present time scales version of mean value theorems for integrals in the single variable case.     

Inequality measures and equitable locations

While making location decisions, the distribution of distances (outcomes) among the service recipients (clients) is an important issue. In order to comply with the minimization of distances as well as with an equal consideration of the clients, mean-equity approaches are commonly used. They quantify the problem in a lucid form of two criteria: the mean outcome representing the overall efficiency and a scalar measure of inequality of outcomes to represent the equity (fairness) aspects. The mean-equity model is appealing to decision makers and allows a simple trade-off analysis. On the other hand, for typical dispersion indices used as inequality measures, the mean-equity approach may lead to inferior conclusions with respect to the distances minimization. Some inequality measures, however, can be combined with the mean itself into optimization criteria that remain in harmony with both inequality minimization and minimization of distances. In this paper we introduce general conditions for inequality measures sufficient to provide such an equitable consistency. We verify the conditions for the basic inequality measures thus showing how they can be used in location models not leading to inferior distributions of distances. The research was supported by the Ministry of Science and Information Society Technologies under grant 3T11C 005 27 “Models and Algorithms for Efficient and Fair Resource Allocation in Complex Systems”.     

Some properties of a generalized Hamy symmetric function and its applications

This paper is concerned with the generalized Hamy symmetric function

     

A Berry-Essen Inequality for the Kaplan-Meier L-Estimator

Let be the Kaplan-Meier estimator of distribution function F. Let J(˙) be a measurable real-valued function. In this paper, a U-statistic representation for the Kaplan-Meier L-estimator, , is derived. Furthermore, the representation is also used to establish a Berry-Essen inequality for . Received September 28, 1998, Accepted March 10, 1999     

An SQP-filter method for inequality constrained optimization and its global convergence

In this paper, we combine the filter technique with a modified sequential quadratic programming (SQP) method. The optimization solution is obtained by reducing step length, which is obtained by an exact linear search. Furthermore, this method can start with an infeasible initial point. The method uses a filter to promote global convergence.