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作者：Linusson, S; Wästlund, J
作者单位：Linkoping University
摘要：An assignment problem is the optimization problem of finding, in an m by n matrix of nonnegative real numbers, k entries, no two in the same row or column, such that their sum is minimal. Such an optimization problem is called a random assignment problem if the matrix entries are random variables. We give a formula for the expected value of the optimal k-assignment in a matrix where some of the entries are zero, and all other entries are independent exponentially distributed random variables w...
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作者：Zhan, DP
作者单位：California Institute of Technology
摘要：This paper introduces the annulus SLEkappa processes in doubly connected domains. Annulus SLE6 has the same law as stopped radial SLE6, up to a time-change. For kappa not equal 6, some weak equivalence relation exists between annulus SLEkappa and radial SLEkappa. Annulus SLE2 is the scaling limit of the corresponding loop-erased conditional random walk, which implies that a certain form of SLE2 satisfies the reversibility property. We also consider the disc SLEkappa process defined as a limiti...
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作者：Johnson, O; Barron, A
作者单位：University of Cambridge; Yale University
摘要：We give conditions for an O(1/n) rate of convergence of Fisher information and relative entropy in the Central Limit Theorem. We use the theory of projections in L-2 spaces and Poincare inequalities, to provide a better understanding of the decrease in Fisher information implied by results of Barron and Brown. We show that if the standardized Fisher information ever becomes finite then it converges to zero.
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作者：Gao, ZC; Wormald, NC
作者单位：University of Macau; University of Waterloo; University of Melbourne
摘要：We give a general result showing that the asymptotic behaviour of high moments determines the shape of distributions which are asymptotically normal. Both the factorial and non-factorial (non-central) moments are treated. This differs from the usual moment method in combinatorics, as the expected value may tend to infinity quite rapidly. Applications are given to submap counts in random planar triangulations, where we use a simple argument to asymptotically determine high moments for the numbe...
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作者：Rider, B
作者单位：Duke University
摘要：Consider Ginibre's ensemble of N x N non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance 1/N.As N up arrow infinity the normalized counting measure of the eigenvalues converges to the uniform measure on the unit disk in the complex plane. In this note we describe fluctuations about this Circular Law. First we obtain finite N formulas for the covariance of certain linear statistics of the eigenvalues. Asymptotics of these objects couple...
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作者：Zambotti, L
作者单位：Scuola Normale Superiore di Pisa; University of Bielefeld
摘要：We consider a delphi interface model on a one-dimensional lattice with repulsion from a hard wall. We suppose that the repulsion is of the form cphi(-alpha-1), where c,alpha>0 and phi denotes the height of the interface from the wall. We prove convergence of the equilibrium fluctuations around the hydrodynamic limit to the solution of a SPDE with singular drift. If c-->0 the system becomes the Funaki-Olla delphi interface model with reflection at the wall, whose equilibrium fluctuations conver...
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作者：Klemelä, J; Tsybakov, AB
作者单位：Ruprecht Karls University Heidelberg; Universite Paris Cite; Sorbonne Universite
摘要：We consider nonparametric estimation of a multivariate function and its partial derivatives at a fixed point when the Riesz transform of the function is observed in Gaussian white noise. We assume that the unknown function belongs to some Sobolev class and construct an estimation procedure which achieves the best asymptotic minimax risk when the smoothness of the function is unknown.
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作者：Bertail, P; Clémençon, S
作者单位：Japan Science & Technology Agency (JST); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Nanterre; Sorbonne Universite; Universite Paris Cite
摘要：This paper is devoted to the problem of estimating functionals of type mu( f) = integral fd mu from observations drawn from a positive recurrent atomic Markov chain X = (X-n)(nis an element ofN) with stationary distribution mu. The properties of different estimators are studied. Beyond an accurate estimation of their bias, the estimation of their asymptotic variance is considered. We also show that the results of Malinovskii (1987) on the validity of the formal Edgeworth expansion for sample m...
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作者：Gamarnik, D
作者单位：International Business Machines (IBM); IBM USA
摘要：Our model is a generalized linear programming relaxation of a much studied random K-SAT problem. Specifically, a set of linear constraints on K variables is fixed. From a pool of n variables, K variables are chosen uniformly at random and a constraint is chosen from also uniformly at random. This procedure is repeated m times independently. We are interested in whether the resulting linear programming problem is feasible. We prove that the feasibility property experiences a linear phase transi...
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作者：Freidlin, M; Weber, M
作者单位：University System of Maryland; University of Maryland College Park
摘要：In this paper we consider random perturbations of dynamical systems and diffusion processes with a first integral. We calculate, under some assumptions, the limiting behavior of the slow component of the perturbed system in an appropriate time scale for a general class of perturbations. The phase space of the slow motion is a graph defined by the first integral. This is a natural generalization of the results concerning random perturbations of Hamiltonian systems. Considering diffusion process...
