Moments of an exponential functional of random walks and permutations with given descent sets

The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial Y = 1 + ξ₁ + ξ₁ξ₂ + ξ₁ξ₂ξ₃ + ⋯ of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables μ _k = E(ξ ^k ) < 1 with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle. This revised version was published online in August 2006 with corrections to the Cover Date.     

Gray code for derangements

We give a Gray code and constant average time generating algorithm for derangements, i.e., permutations with no fixed points. In our Gray code, each derangement is transformed into its successor either via one or two transpositions or a rotation of three elements. We generalize these results to permutations with number of fixed points bounded between two constants.     

Multinomial permutations on a circle

Multinomial permutations on a circle are considered in the framework of combinatorics. Different cases are presented and shown to agree with previously derived formula for the number of cyclic necklaces. Two applied examples are discussed with a view to illustrate the implications of derived formulas. Copyright © 2006 John Wiley & Sons, Ltd.     

Moderate Deviations for Longest Increasing Subsequences: The Lower Tail

We derive a moderate deviation principle for the lower tail probabilities of the length of a longest increasing subsequence in a random permutation. It refers to the regime between the lower tail large deviation regime and the central limit regime. The present article together with the upper tail moderate deviation principle in Ref. 12 yields a complete picture for the whole moderate deviation regime. Other than in Ref. 12, we can directly apply estimates by Baik, Deift, and Johansson, who obtained a (non-standard) Central Limit Theorem for the same quantity.     

ρ混合、φ混合、ψ混合线性模型M估计的强相合性

研究了 ρ混合、φ混合、ψ混合样本线性模型中回归参数M估计的强相合性 ,在条件不变的情况下 ,获得与独立情形一样的M估计是强相合的充分条件 ,推广了文 [1 ]定理 2 .     

Permutation graphs, fast forward permutations, and sampling the cycle structure of a permutation

PS_N is a fast forward permutation if for each m the computational complexity of evaluating P^m(x) is small independently of m and x. Naor and Reingold constructed fast forward pseudorandom cycluses and involutions. By studying the evolution of permutation graphs, we prove that the number of queries needed to distinguish a random cyclus from a random permutation in S_N is Θ(N) if one does not use queries of the form P^m(x), but is only Θ(1) if one is allowed to make such queries. We construct fast forward permutations which are indistinguishable from random permutations even when queries of the form P^m(x) are allowed. This is done by introducing an efficient method to sample the cycle structure of a random permutation, which in turn solves an open problem of Naor and Reingold.     

Duality in parameter space and approximation of measures for mixing repellers

For one-dimensional expanding mapsT with an invariant measure we consider, in a parameter space, the envelope _n of the real lines associated to any couple of points of the orbit, connected byn iterations ofT. If the map hass inverses and is piecewise linear, then the sets _n are just the union ofs ⁿ points and converge to the invariant Cantor set ofT. A correspondence between all the sets and their measures is established and allows one to associate the atomic measure on ₁ to the completly continuous measure on the Cantor set. If the map is nonlinear, hyperbolic, and hass inverses, the sets _n are homeomorphic to the Cantor set; they converge to the Cantor set ofT and their measures converge to the measure of the Cantor set whenn. The correspondence between the sets _n allows one to define converging approximation schemes for the map an its measure: one replaces each of thes ⁿ disjoint sets with a point in a convenient neighborhood and a probability equal to its measure and transforms it back to the original set ₁. All the approximations with linear Cantor systems previously proposed are recovered, the converging proprties being straightforward in the present scheme. Moreover, extensions to higher dimensionality and to nondisconnected repellers arte possible and are briefly examined.     

Effects of viscosity on droplet formation and mixing in microfluidic channels

This paper characterizes the conditions required to form nanoliter-sized droplets (plugs) of viscous aqueous reagents in flows of immiscible carrier fluid within microfluidic channels. For both non-viscous (viscosity of 2.0 mPa s) and viscous (viscosity of 18 mPa s) aqueous solutions, plugs formed reliably in a flow of water-immiscible carrier fluid for Capillary number less than 0.01, although plugs were able to form at higher Capillary numbers at lower ratios of the aqueous phase flow rate to the flow rate of the carrier fluid (in all the experiments performed, the Reynolds number was less than 1). The paper also shows that combining viscous and non-viscous reagents can enhance mixing in droplets moving through straight microchannels by providing a nearly ideal initial distribution of reagents within each droplet. The study should facilitate the use of this droplet-based microfluidic platform for investigation of protein crystallization, kinetics, and assays.     

The peak and descent statistics over ballot permutations

A ballot permutation is a permutation π such that in any prefix of π the descent number is not more than the ascent number. By using a reversal-concatenation map, we (i) give a formula for the joint distribution (pk, des) of the peak and descent statistics over ballot permutations, (ii) connect this distribution and the joint distribution (pk, des) over ordinary permutations in terms of generating functions, and (iii) confirm Spiro's conjecture which finds the equidistribution of the descent statistic for ballot permutations and an analogue of the descent statistic for odd order permutations.