Comparative analysis of two numerical methods to measure Hausdorff dimension of the fractional Brownian motion

Using Monte Carlo simulation techniques, we look at statistical properties of two numerical methods (the extended counting method and the variance counting method) developed to estimate the Hausdorff dimension of a time series and applied to the fractional Brownian motion.     

Recursions for the Individual Risk Model

In the actuarial literature,several exact and approximative recursive methods have been proposedfor calculating the distribution of a sum of mutually independent compound Bernoulli distributed randomvariables.In this paper,we give an overview of these methods.We compare their performance with the straight-forward convolution technique by counting the number of dot operations involved in each method.It turns outthat in many practicle situations,the recursive methods outperform the convolution method.     

BMAP的轨道分析和Q过程的伴随MAP

本文用轨道分析方法研究批量Markov到达过程(BMAP),有别于研究BMAP常用的矩阵解析方法.通过BMAP的表现(D_k,k=0,1,2,…),得到BMAP的跳跃概率,证明了BMAP的相过程是时间齐次Markov链,求出了相过程的转移概率和密度矩阵.此外,给定一个带有限状态空间的Q过程J,其跳跃点的计数过程记为N,证明了Q过程J的伴随过程X*=(N,J)是一个MAP,求出了该MAP的转移概率和表现(D_0,D_1),它们是通过密度矩阵Q来表述的.     

The circle method with weights for the representation of integers by quadratic forms

When attacking Diophantine counting problems by the circle method, the use of smoothly weighted counting functions has become commonplace to avoid technical difficulties. It can, however, be problematic to then recover corresponding results for the unweighted number of solutions.     

A Problem in Permutations: the Game of 'Mousetrap'

The game of 'Mousetrap, a problem in permutations, first introduced by Arthur Cayley in 1857 and independently addressed by Cayley and Adolph Steen in 1878, has been largely unexamined since. The game involves permutations of n cards numbered consecutively from 1 to n. The cards are laid out face up in some order and the game is played by counting on the cards, beginning the count with 1. If at any time the number of the count matches the number on the card, this is called a hit and the card is thrown out. The counting begins again with 1 on the next card and returns to the first card when the nth card is reached. Each time a card is hit, that card is removed and the counting starts over at 1. The game continues until all the cards have been hit and thrown out (the player wins) or until the counting reaches n with no cards having been hit (the cards win). The game is re-introduced here and a summary of both Cayley's and Steen's work is presented. Computer programs, written to generate the types of permutations dealt with by Steen, uncovered discrepancies in his work. Further examination of these discrepancies lead to the discovery of a combinatorial pattern of coefficients which Steen was unable to recognize because of his computational errors. Corrected versions of Steen's erroneous formulas are presented.     

Graph Compositions and Flats of Cycle Matroids

Abstract

We give an alternative method for counting the number of graph compositions of any graph G. In particular we show that counting the number of graph compositions of a graph G is equivalent to counting the number of flats of its cycle matroid. Then we give one condition for non isomorphic graphs to have the same number of graph compositions.     

Riordan 矩阵在广义 Motzkin 路计数中的应用

用Riordan矩阵的方法研究了具有4种步型的加权格路(广义Motzkin路)的计数问题,引入了一类新的计数矩阵,即广义Motzkin矩阵.同时给出了这类矩阵的Riordan表示,也得到了广义Motzkin路的计数公式.Catalan矩阵,Schrder矩阵和Motzkin矩阵都是广义Motzkin矩阵的特殊情形.     

Statistical Analysis of a Spatial Counting Process Modelling Crystallization of Polymers

The nucleation phase of the crystallization of polymers is described in terms of a stochastic spatial counting process, whose intensity depends upon the available volume. Estimation of the relevant parameters of the process are obtained via the maximum likelihood method [6]. The asymptotic properties of the estimators (proved in [6]) are applied to study their qualitative behaviour, as a function of the available volume and time. In this paper, a goodness of fit of the stochastic model proposed has been carried out via a Kolmogorov-Smirnov approach. This revised version was published online in June 2006 with corrections to the Cover Date.     

Some Applications of the Schutzenberger-Bertoni Method

In this work we study some applications of the Schutzenberger-Bertoni counting method.     

A penalty method for nonparametric estimation of the intensity function of a counting process

Nonparametric estimators are proposed for the logarithm of the intensity function of some univariate counting processes. An Aalen multiplicative intensity model is specified for our counting process and the estimators are derived by a penalized maximum likelihood method similar to the method introduced by Silverman for probability density estimation. Asymptotic properties of the estimators, such as uniform consistency and normality, are investigated and some illustrative examples from survival theory are analyzed.This work was conducted while the author was visiting the Department of Mathematics, University of California at Irvine.     

标度系统一致性矩阵容量的计算方法

本文研究正互反矩阵的变换性质 ,提出一种保持正互反矩阵一致性程度的等价分类 ,为计算各种标度系统下的一致矩阵容量提供了计算方法     

A generalized Goulden–Jackson cluster method and lattice path enumeration

The Goulden–Jackson cluster method is a powerful tool for obtaining generating functions counting words in a free monoid by occurrences of a set of subwords. We introduce a generalization of the cluster method for monoid networks, which generalize the combinatorial framework of free monoids. As a sample application of the generalized cluster method, we compute bivariate and multivariate generating functions counting Motzkin paths – both with height bounded and unbounded – by statistics corresponding to the number of occurrences of various subwords, yielding both closed-form and continued fraction formulas.     

A nonparametric procedure to detect periods in time series

Suppose that for a given time series the experimenter knows that it has a certain periodic property and that he wishes to find out the length of the period. For this problem a nonparametric procedure is proposed. It consists of a new smoothing technique based on Kendall's Tau and a specific counting method. The procedure is studied under a simple model of periodic time series which are composed of periodic (deterministic) functions, a linear trend and exchangeable (stochastic) sequences. The performance of the procedure is illustrated by a simple example.     

How Many Needles are in a Haystack, or How to Solve #P-Complete Counting Problems Fast

We present two randomized entropy-based algorithms for approximating quite general #P-complete counting problems, like the number of Hamiltonian cycles in a graph, the permanent, the number of self-avoiding walks and the satisfiability problem. In our algorithms we first cast the underlying counting problem into an associate rare-event probability estimation, and then apply dynamic importance sampling (IS) to estimate efficiently the desired counting quantity. We construct the IS distribution by using two different approaches: one based on the cross-entropy (CE) method and the other one on the stochastic version of the well known minimum entropy (MinxEnt) method. We also establish convergence of our algorithms and confidence intervals for some special settings and present supportive numerical results, which strongly suggest that both ones (CE and MinxEnt) have polynomial running time in the size of the problem.     

On the block counting process and the fixation line of the Bolthausen–Sznitman coalescent

The block counting process and the fixation line of the Bolthausen–Sznitman coalescent are analyzed. It is shown that these processes, properly scaled, converge in the Skorohod topology to the Mittag-Leffler process and to Neveu’s continuous-state branching process respectively as the initial state tends to infinity. Strong relations to Siegmund duality, Mehler semigroups and self-decomposability are pointed out. Furthermore, spectral decompositions for the generators and transition probabilities of the block counting process and the fixation line of the Bolthausen–Sznitman coalescent are provided leading to explicit expressions for functionals such as hitting probabilities and absorption times.     

Note on enumeration of partitions contained in a given shape

Carlitz, Handa, and Mohanty proved determinantal formulas for counting partitions contained in a fixed bounding shape by area. Gessel and Viennot introduced a combinatorial method for proving such formulas by interpreting the determinants as counting suitable configurations of signed lattice paths. This note describes an alternative combinatorial approach that uses sign-reversing involutions to prove matrix inversion results. Combining these results with the classical adjoint formula for the inverse of a matrix, we obtain a new derivation of the Handa–Mohanty determinantal formula.     

截断样本下的强率函数和密度函数核估计的渐进正态性

本文用[1]发展的计数过程去研究截断样本下强率函数核估计的渐进正态性．在弱于[7]和[10]的条件下，得到了更一般的结果．接着我们将这种方法运用到密度函数核估计，在较弱的条件下，得到了截断样本下密度函数核估计的渐进正态性．     

Automated counting of lego towers

H.N.V. Temperley's method for counting vertically convex polyominoes is modified, generalized, and most importantly, programmed (in Maple).     

Painleve I, Coverings of the Sphere and Belyi Functions

The theory of poles of solutions of Painleve I (PI) is equivalent to the Nevanlinna problem of constructing a meromorphic function ramified over five points—counting multiplicities—and without critical points. We construct such meromorphic functions as limits of rational ones. In the case of the tritronquée solution, they turn out to be Belyi functions.