相关论文: Improved Upper Bounds for Pairing Heaps

The paper deals with some problems related to recovering information about an obstacle in an Euclidean space from certain measurements of lengths of generalized geodesics in the exterior of the obstacle. The main result is that if two…

Explicit robust hedging strategies for convex or concave payoffs under a continuous semimartingale model with uncertainty and small transaction costs are constructed. In an asymptotic sense, the upper and lower bounds of the cumulative…

Two concepts of random stopping times in continuous time have been defined in the literature, mixed stopping times and randomized stopping times. We show that under weak conditions these two concepts are equivalent, and, in fact, that all…

We obtain the elementary modes of a system of parity-time reversal ( PT ) - symmetric coupled oscillators with balanced loss and gain . These modes are used to give a physical picture of the phase transition recently reported in experiments…

Heaps of pieces were introduced by Viennot and have applications to algebraic combinatorics, theoretical computer science and statistical physics. In this paper, we how certain combinatorial properties of heaps studied by Fan and by…

In this paper we consider stable matchings subject to assignment constraints. These are matchings that require certain assigned pairs to be included, insist that some other assigned pairs are not, and, importantly, are stable. Our main…

American options in a multi-asset market model with proportional transaction costs are studied in the case when the holder of an option is able to exercise it gradually at a so-called mixed (randomised) stopping time. The introduction of…

We give a unified treatment of decay of correlations for nonuniformly expanding systems with a good inducing scheme. In addition to being more elementary than previous treatments, our results hold for general integrable return time…

Equivalent characterizations of multiportfolio time consistency are deduced for closed convex and coherent set-valued risk measures on $L^p(\Omega,\mathcal F, P; R^d)$ with image space in the power set of $L^p(\Omega,\mathcal F_t,P;R^d)$.…

This paper is about closed hyperbolic surface amalgams with a focus on the growth of the number of closed geodesics. As in the case of surfaces, we show that topological and volume entropies coincide, but we show stark differences in how…

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around a.e. point. We also show a `polynomial Gibbs property' for these systems, and that the convergence to the entropy…

We study the asymptotical behaviour of iterates of piecewise contractive maps of the interval. It is known that Poincar\'e first return maps induced by some Cherry flows on transverse intervals are, up to topological conjugacy, piecewise…

It remains a challenging problem to tightly estimate the worst case response time of an application in a distributed embedded system, especially when there are dependencies between tasks. We discovered that the state-of-the art techniques…

We propose a novel estimation procedure for scale-by-scale lead-lag relationships of financial assets observed at high-frequency in a non-synchronous manner. The proposed estimation procedure does not require any interpolation processing of…

We introduce the notion of fundamental heap for compact orientable surfaces with boundary embedded in $3$-space, which is an isotopy invariant of the embedding. It is a group, endowed with a ternary heap operation, defined using diagrams of…

This paper presents a new anytime algorithm for the marginal MAP problem in graphical models. The algorithm is described in detail, its complexity and convergence rate are studied, and relations to previous theoretical results for the…

We revisit the mergeable dictionaries with shift problem, where the goal is to maintain a family of sets subject to search, split, merge, make-set, and shift operations. The search, split, and make-set operations are the usual well-known…

Physicists have argued that periodic orbit bunching leads to universal spectral fluctuations for chaotic quantum systems. To establish a more detailed mathematical understanding of this fact, it is first necessary to look more closely at…

Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a…

An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…