Related papers: The distribution of values in the quadratic assign…
We consider the problem of optimally sharing a financial position among agents with potentially different reference risk measures. The problem is equivalent to computing the infimal convolution of the risk metrics and finding the so-called…
Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalues, and is of practical interest because of wide range of applications in fields such as structural…
We treat the problem of estimation of orientation parameters whose values are invariant to transformations from a spherical symmetry group. Previous work has shown that any such group-invariant distribution must satisfy a restricted finite…
Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…
The author has previously extended the theory of regular and irregular primes to the setting of arbitrary totally real number fields. It has been conjectured that the Bernoulli numbers, or alternatively the values of the Riemann zeta…
In this paper, we study some properties of a certain kind of permutation $\sigma$ over $\mathbb{F}_{2}^{n}$, where $n$ is a positive integer. The desired properties for $\sigma$ are: (1) the algebraic degree of each component function is…
We consider the problem of allocating a distribution of items to $n$ recipients where each recipient has to be allocated a fixed, prespecified fraction of all items, while ensuring that each recipient does not experience too much envy. We…
In this paper, we develop a functional differentiability approach for solving statistical optimal allocation problems. We derive Hadamard differentiability of the value functions through analyzing the properties of the sorting operator…
We call an objective function or algorithm symmetric with respect to an input if after swapping two parts of the input in any algorithm, the solution of the algorithm and the output remain the same. More formally, for a permutation $\pi$ of…
We consider some generalizations of the Asymmetric Traveling Salesman Path problem. Suppose we have an asymmetric metric G = (V,A) with two distinguished nodes s,t. We are also given a positive integer k. The goal is to find k paths of…
Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…
Let $x$ be a complex random variable such that ${\E {x}=0}$, ${\E |x|^2=1}$, ${\E |x|^{4} < \infty}$. Let $x_{ij}$, $i,j \in \{1,2,...\}$ be independet copies of $x$. Let ${\Xb=(N^{-1/2}x_{ij})}$, $1\leq i,j \leq N$ be a random matrix.…
The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…
We consider the ensemble of $N\times N$ real random symmetric matrices $H_N^{(R)}$ obtained from the determinant form of the Ihara zeta function associated to random graphs $\Gamma_N^{(R)}$ of the long-range percolation radius model with…
We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…
We consider a random walk in i.i.d. random environment with distribution $\nu$ on Z. The problem we are interested in is to provide an estimator of the cumulative distribution function (c.d.f.) F of $\nu$ from the observation of one…
Let $\Delta_{k;n}$ be the maximum number of common neighbors of a set of $k$ vertices in $G(n,p)$. In this paper, we find $a_n$ and $\sigma_n$ such that $\frac{\Delta_{k;n}-a_n}{\sigma_n}$ converges in distribution to a random variable…