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The variability and interdependence of local porosity and local mean geodesic tortuosity, which is a measure for the sinuosity of shortest transportation paths, is investigated at the example of the microstructure in sack paper. By means of statistical image analysis, these two morphological characteristics are computed for several cutouts of 3D image data obtained by X-ray microcomputed tomography. Considering cutouts of different sizes allows us to study the influence of the sample size on the local variability of the considered characteristics. Moreover, the interdependence between local porosity and local mean geodesic tortuosity is quantified by modeling their joint distribution parametrically using Archimedean copulas. It turns out that the family of Gumbel copulas is an appropriate model type, which is formally validated by a goodness of fit test. Besides mean geodesic tortuosity, we consider further related morphological characteristics, describing the sinuosity of those shortest transportation paths, whose minimum diameter exceeds a predefined threshold. Moreover, we show that the copula approach investigated in this paper can also be used to quantify the negative correlation between local porosity and these modified versions of local mean geodesic tortuosity. Our results elucidate the impact of local porosity on various kinds of morphological characteristics, which are not experimentally accessible and which are important for local air permeance – a key property of sack paper.

P values linked to null hypothesis significance testing (NHST) is the most widely (mis)used method of statistical inference. Empirical data suggest that across the biomedical literature (1990–2015)...

We congratulate the authors Bertsimas, Pauphilet and van Parys (hereafter BPvP) and Hastie, Tibshirani and Tibshirani (hereafter HTT) for providing fresh and insightful views on the problem of variable selection and prediction in linear models. Their contributions at the fundamental level provide guidance for more complex models and procedures.

A class of games for finding a leader among a group of candidates is studied in detail. This class covers games based on coin tossing and rock-paper-scissors as special cases and its complexity exhibits similar stochastic behaviors: either of logarithmic mean and bounded variance or of exponential mean and exponential variance. Many applications are also discussed.

In this note we re-examine the analysis of the paper "On the martingale property of stochastic exponentials" by B. Wong and C.C. Heyde, Journal of Applied Probability, 41(3):654-664, 2004. Some counterexamples are presented and alternative formulations are discussed., Comment: To appear in Journal of Applied Probability, 11 pages

Congruences mod p for a prime p and partial products of the numbers 1,…, p − 1 are obtained. Bibliography: 2 titles.

In a recent paper Weiss (1965) has suggested a simple model for a carrier-borne epidemic such as typhoid. He considers a population (of size m) of susceptibles into which a number (k) of carriers is introduced. These carriers exhibit no overt symptoms and are only detectable by the discovery of infected persons. He supposed that after the initial introduction of the carriers, the population remains entirely closed and no new carriers arise. The epidemic then progresses until either all the carriers have been traced and isolated or until the entire population has succumbed to the disease.

This paper considers a continuous-time quasi birth-death (qbd) process, which informally can be seen as a birth-death process of which the parameters are modulated by an external continuous-time Markov chain. The aim is to numerically approximate the time-dependent distribution of the resulting bivariate Markov process in an accurate and efficient way. An approach based on the Erlangization principle is proposed and formally justified. Its performance is investigated and compared with two existing approaches: one based on numerical evaluation of the matrix exponential underlying the qbd process, and one based on the uniformization technique. It is shown that in many settings the approach based on Erlangization is faster than the other approaches, while still being highly accurate. In the last part of the paper, we demonstrate the use of the developed technique in the context of the evaluation of the likelihood pertaining to a time series, which can then be optimized over its parameters to obtain the maximum likelihood estimator. More specifically, through a series of examples with simulated and real-life data, we show how it can be deployed in model selection problems that involve the choice between a qbd and its non-modulated counterpart.

In this paper, we are interested in the dependence between lifetimes based on a joint survival model. This model is built using the bivariate Sarmanov distribution with Phase-Type marginal distributions. Capitalizing on these two classes of distributions’ mathematical properties, we drive some useful closed-form expressions of distributions and quantities of interest in the context of multiple-life insurance contracts. The dependence structure that we consider in this paper is based on a general form of kernel function for the Bivariate Sarmanov distribution. The introduction of this new kernel function allows us to improve the attainable correlation range.

This paper is a survey of results on countable families with natural degree spectra. These results were obtained by a modification of the methodology proposed by Wechner, who first found a family of sets with the spectrum consisting precisely of nonzero Turing degrees. Based on this method, many researchers obtained examples of families with other natural spectra. In addition, in this paper we extend these results and present new examples of natural spectra. In particular, we construct a family of finite sets with the spectrum consisting of exactly non-K-trivial degrees and also we find new sufficient conditions on $$ {\Delta}_2^0 $$ -degree a, which guarantees that the class {x : x ≰ a} is the degree spectrum of some family. Finally, we give a survey of our recent results on the degree spectra of α-families, where α is an arbitrary computable ordinal.

This paper investigates the asset-liability management problem for an ordinary robust insurance system between a reinsurer and an insurer under the Heston model with delay. The reinsurer, as the leader of the Stackelberg game, can price reinsurance premium and invest its wealth in a financial market that contains a risk-free asset and a risky asset whose price process is described by the Heston model. The insurer, as the follower of the Stackelberg game, can purchase proportional reinsurance from the reinsurer and invest in the same financial market. Under the consideration of the performance-related capital inflow/outflow, the wealth processes of the insurer and reinsurer are modeled by stochastic differential delay equations (SDDEs). This paper aims to find the equilibrium strategies for the reinsurer and insurer by maximizing the expected utility of the player’s terminal wealth with delay under the worst-case scenario of the alternative measures. By using the idea of backward induction and dynamic programming approach, the explicit expressions of the robust equilibrium strategies and value functions are derived. Finally, some numerical examples and sensitivity analysis to illustrate the effects of model parameters on the robust optimal reinsurance and investment strategies are performed.

In this paper, we consider boundary-value problems for a new class of hybrid systems of differential equations whose coefficients contain the Dirac delta-function. Hybrid systems are systems that contain both ordinary and partial differential equations; such systems appear, for example, when equations of motion of mechanical systems of rigid bodies attached to a beam by elastic bonds are derived from the Hamilton–Ostrogradsky variational principle. We present examples that lead to such systems and introduce the notions of generalized solutions and eigenvalues of a boundary-value problem. We also compare results of numerical simulations based on methods proposed in this paper with results obtained by previously known methods and show that our approach is reliable and universal.

This paper concerns the density of the Hartman--Watson law. Yor (1980) obtained an integral formula that gives a closed-form expression of the Hartman--Watson density. In this paper, based on Yor's formula, we provide alternative integral representations for the density. As an immediate application, we recover in part a Dufresne's result (2001) that exhibits remarkably simple representations for the laws of exponential additive functionals of Brownian motion., Comment: 21 pages; this is an abridged version of the previous one, accepted for publication in the Journal of Theoretical Probability, with shortened Section 4

A dynamical system $$ {\displaystyle \begin{array}{ll}{u}_{tt}-\Delta u-\nabla 1\mathrm{n}\;\rho \cdot \nabla u=0& in\kern0.6em {\mathrm{\mathbb{R}}}_{+}^3\times \left(0,T\right),\\ {}{\left.u\right|}_{t=0}={\left.{u}_t\right|}_{t=0}=0& in\kern0.6em \overline{{\mathrm{\mathbb{R}}}_{+}^3},\\ {}{\left.{u}_z\right|}_{z=0}=f& for\kern0.36em 0\le t\le T,\end{array}} $$ is under consideration, where ρ = ρ(x, y, z) is a smooth positive function; f = f(x, y, t) is a boundary control; u = uf (x, y, z, t) is a solution. With the system one associates a response operator R : f ↦ uf|z = 0. The inverse problem is to recover the function ρ via the response operator. A short representation of the local version of the BC-method, which recovers ρ via the data given on a part of the boundary, is provided. If ρ is constant, the forward problem is solved in explicit form. In the paper, the corresponding representations for the solutions and response operator are derived. A way to use them for testing the BC-algorithm, which solves the inverse problem, is outlined. The goal of the paper is to extend the circle of the BC-method users, who are interested in numerical realization of methods for solving inverse problems.

In this paper, to model cascading failures, a new stochastic failure model is proposed. In a system subject to cascading failures, after each failure of the component, the remaining component suffers from increased load or stress. This results in shortened residual lifetimes of the remaining components. In this paper, to model this effect, the concept of the usual stochastic order is employed along with the accelerated life test model, and a new general class of stochastic failure models is generated.

In this paper, we consider the operator sheaf $$ -\Delta +V+\varepsilon {\mathrm{\mathcal{L}}}_{\varepsilon}\left(\lambda \right)+{\lambda}^2 $$ in the space L2(ℝ2), where the real-valued potential V depends only on the first variable x1, e is a small positive parameter, λ is the spectral parameter, $$ {\mathrm{\mathcal{L}}}_{\varepsilon}\left(\lambda \right) $$ is a localized operator bounded with respect to the Laplacian −Δ, and the essential spectrum of this operator is independent of e and contains certain critical points defined as isolated eigenvalues of the operator $$ -\frac{d^2}{dx_1^2}+V\left({x}_1\right) $$ in L2(ℝ). The basic result obtained in this paper states that for small values of e, in neighborhoods of critical points mentioned, isolated eigenvalues of the sheaf considered arise. Sufficient conditions for the existence or absence of such eigenvalues are obtained. The number of arising eigenvalues is determined, and in the case where they exist, the first terms of their asymptotic expansions are found.

A goal of the paper is to prove new inequalities connecting some functionals of probability distribution functions. These inequalities are based on the strict convexity of functions used in the definition of the functionals. The starting point is the paper “Cramer–von Mises distance: probabilistic interpretation, confidence intervals and neighborhood of model validation” by Ludwig Baringhaus and Norbert Henze. The present paper provides a generalization of inequality obtained in probabilistic interpretation of the Cramer–von Mises distance. If the equality holds there, then a chance to give characterization of some probability distribution functions appears. Considering this fact and a special character of the functional, it is possible to create a class of free-of-distribution two sample tests.

In this paper, we prove the integrability of certain classes of dynamical systems on the tangent bundles of four-dimensional manifolds (systems with four degrees of freedom). The force field considered possessed so-called variable dissipation; they are generalizations of fields studied earlier. This paper continues earlier works of the author devoted to systems on the tangent bundles of two- and three-dimensional manifolds.

We show that the phase tropical pair-of-pants is (ambient) isotopic to the complex pair-of-pants. This paper can serve as an addendum to the author's joint paper with Ruddat arXiv:2001.08267 where an isotopy between complex and ober-tropical pairs-of-pants was shown. Thus all three versions are isotopic., 10 pages, 8 figures. arXiv admin note: text overlap with arXiv:2001.08267

In this paper, we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of Poisson distribution than {those} of normal distribution. We then show the moderate deviations in Poisson approximation generally require an adjustment and, with suitable adjustment, we establish better error estimates of the moderate deviations in Poisson approximation than those in \cite{CFS}. Our estimates contain no unspecified constants and are easy to apply. We illustrate the use of the theorems in six applications: Poisson-binomial distribution, matching problem, occupancy problem, birthday problem, random graphs and 2-runs. The paper complements the works of \cite{CC92,BCC95,CFS}., 29 pages and 5 figures

A very short proof of an unpublished result due to O. Gabber is given. More exactly, let R be a regular local ring containing a finite field k. Let G be a simply-connected reductive group scheme over k. It is proved that a principal G-bundle over R is trivial if it is trivial over the fraction field of R. This is the mentioned unpublished result due to O. Gabber. In this paper, this result is derived from a purely geometric one, proved in another paper of the author and stated in the Introduction.

In a joint paper of the author with Alexei Stepanov, it was established that for any two comaximal ideals A and B of a commutative ring R, A + B = R, and any n ≥ 3 one has [E(n,R,A),E(n,R,B)] = E(n,R,AB). Alec Mason and Wilson Stothers constructed counterexamples demonstrating that the above equality may fail when A and B are not comaximal, even for such nice rings as ℤ [i]. The present note proves a rather striking result that the above equality and, consequently, also the stronger equality [GL(n,R,A), GL(n,R,B)] = E(n,R,AB) hold whenever R is a Dedekind ring of arithmetic type with infinite multiplicative group. The proof is based on elementary calculations in the spirit of the previous papers by Wilberd van der Kallen, Roozbeh Hazrat, Zuhong Zhang, Alexei Stepanov, and the author, and also on an explicit computation of the multirelative SK1 from the author’s paper of 1982, which, in its turn, relied on very deep arithmetical results by Jean-Pierre Serre and Leonid Vaserstein (as corrected by Armin Leutbecher and Bernhard Liehl). Bibliography: 50 titles.

A regular system is a Delone set in Euclidean space with a transitive group of symmetries or, in other words, the orbit of a crystallographic group. The local theory for regular systems, created by the geometric school of B. N. Delone, was aimed, in particular, to rigorously establish the “local-global-order” link, i.e., the link between the arrangement of a set around each of its points and symmetry/regularity of the set as a whole. The main result of this paper is a proof of the so-called 10R-theorem. This theorem asserts that identity of neighborhoods within a radius 10R of all points of a Delone set (in other words, an (r, R)-system) in 3D Euclidean space implies regularity of this set. The result was obtained and announced long ago independently by M. Shtogrin and the author of this paper. However, a detailed proof remains unpublished for many years. In this paper, we give a proof of the 10R-theorem. In the proof, we use some recent results of the author, which simplify the proof.

The aim of this (mostly expository) article is to show a connection between the finiteness conditions arising in twisted K-theory. There are two different conditions arising naturally in two main approaches to the problem of computing the index of the appropriate family of elliptic operators (the approach of Nistor and Troitsky and the approach of Mathai, Melrose, and Singer). These conditions are formulated absolutely differently, but in some sense they should be close to each other. In this paper, we find this connection and prove the corresponding formal statement. Thereby it is shown that these conditions map to each other. This opens a possibility to synthesize these approaches. It is also shown that the finiteness condition arising in the paper of Nistor and Troitsky is a special case of the finiteness condition that appears in the paper of Emerson and Meyer, where the theorem of Nistor and Troitsky is proved not only for the case of a bundle of Lie groups, but also for the case of a general groupoid.

In this paper, we revisit the performance of theα-synchronizer in distributed systems with probabilistic message loss as introduced in Függer et al. [Perf. Eval. 93(2015)]. In sharp contrast to the infinite-state Markov chain resp. the exponential-size finite-state upper bound presented in the original paper, we introduce a polynomial-size finite-state Markov chain for a new synchronizer variant$\alpha ^{\prime }$α′, which provides a new upper bound on the performance of theα-synchronizer. Both analytic and simulation results show that our new upper bound is strictly better than the existing one. Moreover, we show that a modified version of the$\alpha ^{\prime }$α′-synchronizer provides a lower bound on the performance of theα-synchronizer. By means of elaborate simulation results, we show that our new lower bound is also strictly better than the lower bound presented in the original paper.

In this paper, we suggest a new type of tasks for control theory for stochastic dynamical systems — programmed control with Probability 1 (PCP1). PCP1 is an application of an invariant theory. We use the PCP1 concept for dynamical processes described by a system of Ito differential equations with jump-diffusion (GSDES). The considered equations include the drift, the diffusion, and the jumps, together or not. Features of our approach are both a wide set of dynamical systems and investigation of such systems for their unique trajectories. Our method is based on the concept of a stochastic first integral (SFI) for GSDES and its equations which author studied before. The purpose of the present paper is to construct a differential equation system (both stochastic and deterministic) using a known set of FIs for the investigating process. Several examples are given.

In this paper, the structure of relative disposition of 3-vertex cutsets in a 3-connected graph is studied. All such cutsets are divided into structural units – complexes of flowers, of cuts, of single cutsets, and trivial complexes. The decomposition of the graph by a complex of each type is described in detail. It is proved that for any two complexes C1 and C2 of a 3-connected graph G there is a unique part of the decomposition of G by C1 that contains C2. The relative disposition of complexes is described with the help of a hypertree T (G) – a hypergraph any cycle of which is a subset of a certain hyperedge. It is also proved that each nonempty part of the decomposition of G by the set of all of its 3-vertex cutsets is either a part of the decomposition of G by one of the complexes or corresponds to a hyperedge of T (G). This paper can be considered as a continuation of studies begun in the joint paper by D. V. Karpov and A. V. Pastor “On the structure of a 3-connected graph,” published in 2011. Bibliography: 10 titles.

Insolvency risk measures play important role in the theory and practice of risk management. In this paper, we provide a numerical procedure to compute vectors of their exact values and prove for them new upper and/or lower bounds which are shown to be attainable. More precisely, we investigate a general insolvency risk measure for a regime-switching Sparre Andersen model in which the distributions of claims and/or wait times are driven by a Markov chain. The measure is defined as an arbitrary increasing function of the conditional expected harm of the deficit at ruin, given the initial state of the Markov chain. A vector-valued operator L, generated by the regime-switching process, is introduced and investigated. We show a close connection between the iterations of L and the risk measure in a finite horizon. The approach assumed in the paper enables to treat in a unified way several discrete and continuous time risk models as well as a variety of important vector-valued insolvency risk measures.

The present paper is a continuation of our research that was devoted to the theory of the boundary behavior of mappings in the Sobolev classes (mappings with generalized derivatives) on Riemann surfaces. Here we develop the theory of the boundary behavior of the mappings in the class of FLD (mappings with finite length distortion) first introduced for the Euclidean spaces in the article of Martio-Ryazanov-Srebro-Yakubov at 2004 and then included in the known book of these authors at 2009 on the modern mapping theory. As was shown in the recent papers of Kovtonyuk-Petkov-Ryazanov at 2017, such mappings, generally speaking, are not mappings in the Sobolev classes, because their first partial derivatives can be not locally integrable. At the same time, this class is a natural generalization of the well-known significant classes of isometries and quasiisometries. We prove here a series of criteria in terms of dilatations for the continuous and homeomorphic extensions to the boundary of the mappings with finite length distortion between domains on Riemann surfaces by Caratheodory prime ends. The criterion for the continuous extension of the inverse mapping to the boundary is turned out to be the very simple condition on the integrability of the dilatations in the first power. The criteria for the continuous extension of the direct mappings to the boundary have a much more refined nature. One of such criteria is the existence of a majorant for the dilatation in the class of functions with finite mean oscillation, i.e., having a finite mean deviation from its mean value over infinitesimal disks centered at boundary points. As consequences, the corresponding criteria for a homeomorphic extension of mappings with finite length distortion to the closures of domains by Caratheodory prime ends are obtained.

This paper investigates, using a simulation program, a retrial queuing system with a single server which is subject to random breakdowns. The number of sources of calls is finite, and collisions can take place. We assume that the failure of the server blocks the system’s operation such that newly arriving customers cannot enter the system, contrary to an earlier paper where the failure does not affect the arrivals. All the random variables included in the model construction are assumed to be independent of each other, and all times are exponentially distributed except for the service time, which is gamma distributed. The novelty of this analysis is the inspection of the blocking effect on the performance measures using different distributions. Various figures represent the impact of the squared coefficient of the variation of the service time on the main performance measures such as the mean and variance of the number of customers in the system, the mean and variance of the response time, the mean and variance of the time a customer spends in the service, and the mean and variance of the sojourn time in the orbit.

This paper continues a series of studies dealing with noninvasive preoperative methods for localizing eloquent areas of the human brain. The inverse problem of magnetoencephalography (MEG) is illposed and difficult for both analytical and numerical solutions. An analytical formula is derived for the solution of the forward problem that computes the magnetic field on the surface of the head from the known location and orientation of a current dipole in the low-frequency approximation in the spherical model. In addition, the paper considers the question of stability of solutions of the inverse problem of MEG to the effect of noise. The solution is unstable to the effect of noise on its angular component, but the deviation from the true solution is much less than the noise variance.

In this paper, we use stochastic integration in the framework of signed measures, together with the technique of time changes. Let Q be a bounded non-null signed measure on $$(\varOmega ,{\mathcal {F}}, {{P}}),$$ such that $$\left| Q\right| $$ and P are equivalent. In the first part of the paper, we generalize the results of stochastic calculus in Beghdadi-Sakrani (Seminaire de probabilites XXXVI, Springer, 2003) to Q-local martingales and we give some examples. In the second part, we prove that the class of Q-semimartingales is invariant under time changes. We establish the famous formulas of time-changed local martingales as well as the representation of a Q-local martingale as a time-changed Brownian motion.

In this paper, we study questions related to the theory of stochastic processes on Lie nilpotent groups. In particular, we consider the stochastic process on the Heisenberg group H3(ℝ) whose trajectories satisfy the horizontal conditions in the stochastic sense relative to the standard contact structure on H3 (ℝ). It is shown that this process is a homogeneous Markov process relative to the Heisenberg group operation. There was found a representation in the form of a Wiener integral for a one-parameter linear semigroup of operators for which the Heisenberg sublaplacian generated by basis vector fields of the corresponding Lie algebra L(H3) is producing. The main method of solving the problem in this paper is using the path integrals technique, which indicates the common direction of further development of the results.

This paper generalizes the Kunita–Watanabe decomposition of an $L^2$ space. The generalization comes from using nonlinear stochastic integrals where the integrator is a family of continuous martingales bounded in $L^2$ . This result is also the solution of an optimization problem in $L^2$ . First, martingales are assumed to be stochastic integrals. Then, to get the general result, it is shown that the regularity of the family of martingales with respect to its spatial parameter is inherited by the integrands in the integral representation of the martingales. Finally, an example showing how the results of this paper, with the Clark–Ocone formula, can be applied to polynomial functions of Brownian integrals.

The word maps $$ \tilde{w}:\kern0.5em {\mathrm{GL}}_m{(D)}^{2k}\to {\mathrm{GL}}_n(D) $$ and $$ \tilde{w}:\kern0.5em {D}^{\ast 2k}\to {D}^{\ast } $$ for a word $$ w=\prod \limits_{i=1}^k\left[{x}_i,{y}_i\right], $$ where D is a division algebra over a field K, are considered. It is proved that if $$ \tilde{w}\left({D}^{\ast 2k}\right)=\left[{D}^{\ast },{D}^{\ast}\right], $$ then $$ \tilde{w}\left({\mathrm{GL}}_n(D)\right)\supset {E}_n(D)\backslash Z\left({E}_n(D)\right), $$ where En(D) is the subgroup of GLn(D), generated by transvections, and Z(En(D)) is its center. Furthermore if, in addition, n > 2, then $$ \tilde{w}\left({E}_n(D)\right)\supset {E}_n(D)\backslash Z\left({E}_n(D)\right). $$ The proof of the result is based on an analog of the “Gauss decomposition with prescribed semisimple part” (introduced and studied in two papers of the second author with collaborators) in the case of the group GLn(D), which is also considered in the present paper.

We give a simplified and complete proof of the convergence of the chordal exploration process in critical FK–Ising percolation to chordal $$\mathrm {SLE}_\kappa ( \kappa -6)$$ with $$\kappa =16/3$$. Our proof follows the classical excursion construction of $$\mathrm {SLE}_\kappa (\kappa -6)$$ processes in the continuum, and we are thus led to introduce suitable cut-off stopping times in order to analyse the behaviour of the driving function of the discrete system when Dobrushin boundary condition collapses to a single point. Our proof is very different from that of Kemppainen and Smirnov (Conformal invariance of boundary touching loops of FK–Ising model. arXiv:1509.08858, 2015; Conformal invariance in random cluster models. II. Full scaling limit as a branching SLE. arXiv:1609.08527, 2016) as it only relies on the convergence to the chordal $$\mathrm {SLE}_{\kappa }$$ process in Dobrushin boundary condition and does not require the introduction of a new observable. Still, it relies crucially on several ingredients: One important emphasis of this paper is to carefully write down some properties which are often considered folklore in the literature but which are only justified so far by hand-waving arguments. The main examples of these are: We end the paper with a detailed sketch of the convergence to radial $$\mathrm {SLE}_\kappa ( \kappa -6)$$ when $$\kappa =16/3$$ as well as the derivation of Onsager’s one-arm exponent 1 / 8.

The basic aim of this paper is to provide a fundamental tool, the resolvent decomposition theorem, in the construction theory of denumerable Markov processes. We present a detailed analytic proof of this extremely useful tool and explain its clear probabilistic interpretation. We then apply this tool to investigate the basic problems of existence and uniqueness criteria for denumerable Markov processes with instantaneous states to which few results have been obtained even until now. Although the complete answers regarding these existence and uniqueness criteria will be given in a subsequent paper, we shall, in this paper, present part solutions of these very important problems that are closely linked with the subtle Williams S and N conditions.

We study a Markovian agent-based model (MABM) in this paper. Each agent is endowed with a local state that changes over time as the agent interacts with its neighbours. The neighbourhood structure is given by a graph. In a recent paper [Simon et al. 2011], the authors used the automorphisms of the underlying graph to generate a lumpable partition of the joint state space ensuring Markovianness of the lumped process for binary dynamics. However, many large random graphs tend to become asymmetric rendering the automorphism-based lumping approach ineffective as a tool of model reduction. In order to mitigate this problem, we propose a lumping method based on a notion of local symmetry, which compares only local neighbourhoods of vertices. Since local symmetry only ensures approximate lumpability, we quantify the approximation error by means of Kullback-Leibler divergence rate between the original Markov chain and a lifted Markov chain. We prove the approximation error decreases monotonically. The connections to fibrations of graphs are also discussed., Comment: 28 pages, 4 figures

The paper is devoted to one open extremal problem in the geometric function theory of complex variables associated with estimates of a functional defined on the systems of non-overlapping domains. We consider the problem of the maximum of a product of inner radii of n non-overlapping domains containing points of a unit circle and the power γ of the inner radius of a domain containing the origin. The problem was formulated in 1994 in Dubinin’s paper in the journal “Russian Mathematical Surveys” in the list of unsolved problems and then repeated in his monograph in 2014. Currently, it is not solved in general. In this paper, we obtained a solution of the problem for five simply connected domains and power γ ∈ (1; 2:57] and generalized this result to the case of multidimensional complex space.

This paper considers two variants of M/G/1 queues with impatient customers, which are denoted by M/G/1+Gw and M/G/1+Gs. In the M/G/1+Gw queue customers have deadlines for their waiting times, and they leave the system immediately if their services do not start before the expiration of their deadlines. On the other hand, in the M/G/1+Gs queue customers have deadlines for their sojourn times, where customers in service also immediately leave the system when their deadlines expire. In this paper we derive comparison results for performance measures of these models. In particular, we show that if the service time distribution is new better than used in expectation, then the loss probability in the M/G/1+Gs queue is greater than that in the M/G/1+Gw queue.

This paper studies a discrete-time batch arrival GI/Geo/1 queue where the server may take multiple vacations depending on the state of the queue/system. However, during the vacation period, the server does not remain idle and serves the customers with a rate lower than the usual service rate. The vacation time and the service time during working vacations are geometrically distributed. Keeping note of the specific nature of the arrivals and departures in a discrete-time queue, we study the model under late arrival system with delayed access and early arrival system independently. We formulate the system using supplementary variable technique and apply the theory of difference equation to obtain closed-form expressions of steady-state system content distribution at pre-arrival and arbitrary epochs simultaneously, in terms of roots of the associated characteristic equations. We discuss the stability conditions of the system and develop few performance measures as well. Through some numerical examples, we illustrate the feasibility of our theoretical work and highlight the asymptotic behavior of the probability distributions at pre-arrival epochs. We further discuss the impact of various parameters on the performance of the system. The model considered in this paper covers a wide class of vacation and non-vacation queueing models which have been studied in the literature.

The waveguide considered coincides with a strip having two narrows of width e. An electron wave function satisfies the Dirichlet boundary value problem for the Helmholtz equation. The part of the waveguide between the narrows serves as a resonator, and conditions for the electron resonant tunneling may occur. In the paper, asymptotic formulas as e → 0 for characteristics of the resonant tunneling are used. The asymptotic results are compared with the numerical ones obtained by approximate calculation of the scattering matrix for energies in the interval between the second and third thresholds. The comparison allows us to state an interval of e, where the asymptotic and numerical approaches agree. The suggested methods can be applied to more complicated models than that considered in the paper. In particular, the same approach can be used for asymptotic and numerical analysis of the tunneling in three-dimensional quantum waveguides of variable cross-sections. Bibliography: 3 titles.

The present paper offers a new approach to the construction of the coordinate asymptotics of the kernel of the resolvent of the Schrodinger operator in the scattering problem of three onedimensional quantum particles with short-range pair potentials. Within the framework of this approach, the asymptotics of eigenfunctions of the absolutely continuous spectrum of the Schrodinger operator can be constructed. In the paper, the possibility of a generalization of the suggested approach to the case of the scattering problem of N particles with arbitrary masses is discussed.

The paper presents a general duality theory for vector measure spaces taking its origin in the author's papers written in the 1960s. The main result establishes a direct correspondence between the geometry of a measure in a vector space and the properties of the space of measurable linear functionals on this space regarded as closed subspaces of an abstract space of measurable functions. An example of useful new features of this theory is the notion of a free measure and its applications., Comment: 20 pp.23 Ref

This paper mainly focuses on the strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Ito-Volterra integral equations with constant delay. It is well known that the strong approximation of the Ito integral usually leads to 0.5-order approximation for stochastic problems. However, in this paper, we will show that 1-order strong superconvergence can be obtained for nonlinear stochastic convolution Ito-Volterra integral equations with constant delay under some mild conditions on the kernel of the diffusion term. Finally, some numerical experiments are given to illustrate our theoretical results.

The present paper deals with the performance evaluation of a cognitive radio network with the help of a queueing model. The queueing system contains two interconnected, not independent sub-systems. The first part is for the requests of the Primary Units (PU). The number of sources is finite, and each source generates high priority requests after a exponentially distributed time. The requests are sent to a single server unit or Primary Channel Service (PCS) with a preemptive priority queue. The service times are assumed to be exponentially distributed. The second sub-system is for the requests of the Secondary Units (SU), which is finite sources system too; the inter-request times and service times of the single server unit or Secondary system Channel Service (SCS) are assumed to be exponentially distributed, respectively. A generated high priority packet goes to the primary service unit. If the unit is idle, the service of the packet begins immediately. If the server is busy with a high priority request, the packet joins the preemptive priority queue. When the unit is engaged with a request from SUs, the service is interrupted and the interrupted low priority task is sent back to the SCS. Depending on the state of the secondary channel, the interrupted job is directed to either the server or the orbit. In case the requests from SUs find the SCS idle, the service starts, and if the SCS is busy, the packet looks for the PCS. In the case of an idle PCS, the service of the low-priority packet begins at the high-priority channel (PCS). If the PCS is busy, the packet goes to the orbit. From the orbit it retries to be served after an exponentially distributed time. The novelty of our investigation is that each server is subject to random breakdowns, in which case the interrupted request is sent to the queue or orbit, respectively. The operating and repair times of the servers are assumed to be generally distributed. Finally, all the random times included in the model construction are assumed to be independent of each other. The main aim of the paper is to analyze the effect of the nonreliability of the servers on the mean and variance of the response time for the SUs by using simulation.

The existing notion of the Kostrikin radical as a radical in the Kurosh–Amitsur sense on classes of Mal’tsev algebras over rings with 1/6 is not completely justified. More precisely, to the fullest extent it is true for classes of Lie algebras over fields of characteristic zero and, as shown in the given paper, classes of algebraic Lie algebras of degree not greater than n over rings with 1/n! at all n ≥ 1. Similar conclusions are obtained in the paper also for the Jordan, regular, and extremal radicals constructed analogously to the Kostrikin radical.

In this paper, we aim to investigate the mean-variance portfolio selection in an economy with inflation risk. In the financial market, the inflation index can only be partially observed by a signal process. We transform the initial problem into an equivalent completely observed problem. The effect of the partially observed price index on the optimization problem is twofold. Firstly, the equivalent completely observed problem involves more estimation error. Secondly, the mean-variance criterion is distorted. Higher moment is assigned with a bigger weight. The optimization goal does not satisfy the assumption in the Bellman’s optimality condition and we derive the equilibrium strategy based on the extended HJB equation. Besides, we also show the results of the efficient frontier and strategy in the precommitment case. In the end of this paper, we present a sensitivity analysis to show the economic behaviors of the investor and compare the efficient strategies and frontiers in precommitment case and equilibrium case.

In the paper, we consider a nonlinear integrodifferential equation of the third order with delay. We establish sufficient conditions guaranteeing the global existence and boundedness of the solutions of the analyzed equation. We use the Lyapunov second method to prove the main result. An example is also given to illustrate the applicability of our result. The result of this paper is new and improves previously known results.

The variance-gamma (VG) distributions form a four-parameter family that includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and approximation on Wiener space. Recently, Stein’s method has been extended to the VG distribution. However, technical difficulties have meant that bounds for distributional approximations have only been given for smooth test functions (typically requiring at least two derivatives for the test function). In this paper, which deals with symmetric variance-gamma (SVG) distributions, and a companion paper (Gaunt 2018), which deals with the whole family of VG distributions, we address this issue. In this paper, we obtain new bounds for the derivatives of the solution of the SVG Stein equation, which allow for approximations to be made in the Kolmogorov and Wasserstein metrics, and also introduce a distributional transformation that is natural in the context of SVG approximation. We apply this theory to obtain Wasserstein or Kolmogorov error bounds for SVG approximation in four settings: comparison of VG and SVG distributions, SVG approximation of functionals of isonormal Gaussian processes, SVG approximation of a statistic for binary sequence comparison, and Laplace approximation of a random sum of independent mean zero random variables.