Asymptotic mean values of Gaussian polytopes

Size: px
Start display at page:

Download "Asymptotic mean values of Gaussian polytopes"

Transcription

1 Asyptotic ean values of Gaussian polytopes Daniel Hug, Götz Olaf Munsonius and Matthias Reitzner Abstract We consider geoetric functionals of the convex hull of norally distributed rando points in Euclidean space R d. In particular, we deterine the asyptotic behaviour of the expected value of such functionals and of related geoetric probabilities, as the nuber of points increases. Introduction Let X, X,... be independent identically distributed rando points in Euclidean space R d. Geoetric functionals such as volue, surface area, ean width, or the nuber of k-faces, of the convex hull of such rando points have been studied repeatedly in the literature. A recent survey is provided in []. If the rando points are chosen fro a given copact convex set K R d with non-epty interior, it is natural to consider the unifor distribution on K. More generally, the distribution function ay have a density with respect to Lebesgue easure. In case the doain is R d, the noral distribution is a canonical choice. Another ethod of generating n + rando points in R d goes back to a suggestion by Goodan and Pollack. Let R denote a rando rotation of R n, i.e. a stochastic choice fro the orthogonal group On under noralized Haar easure, let Π d : R n R d be the projection to the first d coponents d < n, put Π := Π d R, and let v,..., v n+ be the vertices of a regular siplex T n in R n. Then Πv,..., Πv n+ are n+ rando points in R d in the Goodan-Pollack odel. Clearly, as long as one considers rotation invariant functionals of such rando points, one can project to a rando linear subspace, instead of first rotating randoly and then projecting to a fixed subspace. For further inforation on this Grassann approach and related work of Vershik and Sporyshev [5], we refer to [3]. In connection with the Goodan-Pollack odel, Affentranger and Schneider [3] especially found an expression for the expected value Ef k ΠT n of the nuber of k-faces of the rando polytope ΠT n, for 0 k < d < n, in ters of external and internal angles of T n and its faces. In addition, they showed that asyptotically Ef k ΠT n d d βt k, T d π log n d. d k + as n, where βt k, T d is the internal angle of a regular d -siplex at one of its k- diensional faces. It was also observed by these authors that the value Ef d ΠT n coincides with the expected nuber of facets of the convex hull of n + independent and norally distributed rando points in R d. An explanation for this relationship was subsequently found by Baryshnikov and Vitale [4]. To describe an iportant consequence of their result, and for later use, we call an i.i.d. sequence of standard Gaussian rando points in R d a Gaussian saple in R d. Let X,..., X n+ be a Gaussian AMS 99 subject classifications. Priary 5A, 60D05; secondary 5B, 6H0. Key words and phrases. Rando points, convex hull, f-vector, geoetric probability, noral distribution, Gaussian saple, Stochastic Geoetry.

2 saple in R d. Its convex hull will be called a Gaussian polytope in R d and denoted by [X,..., X n+ ]. Let ϕ be an affine invariant easurable functional on the convex polytopes. Then it is shown in [4] that ϕπt n d = ϕ[x,..., X n+ ],. where = d eans equality in distribution. Thus, if X,..., X n is a standard Gaussian saple and f k denotes the nuber of k-faces, cobining. and., we get Ef k [X,..., X n ] d d βt k, T d π log n d.3 d k + as n see [4, Theore 3]. A direct derivation of this asyptotic expansion has been given by Raynaud [] in the special case when k = d. A ain objective of the present work is to provide a direct derivation of.3 for all k {0,..., d }. Incidentally, the present approach leads to a new expression for the internal angles of a regular siplex. A basic idea of the geoetric part of our ethod is to characterize a k-face of a polytope by considering the projection of the vertices of the polytope to the orthogonal copleent of that face. Another geoetric tool, which we will apply repeatedly, is the classical affine Blaschke- Petkantschin forula. Thus, exploiting the fact that the projection to a subspace of a norally distributed point is again norally distributed, we can rewrite the expected value in ters of geoetric probabilities of the for PY / [Y,..., Y n k ],.4 where Y, Y,..., Y n k are independent norally distributed rando points in R d k with different variances. Note that.4 is the probability that a norally distributed rando point is contained in a Gaussian polytope in R d k. In a second step, we then derive the asyptotic behaviour of such geoetric probabilities. A ajor advantage of the present ore direct treatent of norally distributed rando points is that it can be applied to functionals which are not necessarily affine invariant. More explicitly, we are able to obtain results for a class of rotation invariant functionals that has been introduced by Wieacker [7], and has further been studied by Affentranger and Wieacker [] and Affentranger []. Particular cases of such functionals are the total k-diensional volue V k skel k P of the k-faces of a polytope P, and the nuber of k-faces f k P. For these we obtain as a consequence of a ore general result: Theore.. Let X,..., X n be i.i.d. rando points in R d with coon standard noral distribution. Then EV k skel k [X,..., X n ] c k,d log n d.5 and Ef k [X,..., X n ] c k,d log n d.6 as n, where c k,d and c k,d are constants depending only on k and d. The constants c k,d and c k,d are given in Section 4. These results copleent asyptotic expansions for the ean values of querassintegrals of Gaussian polytopes, which were given by Affentranger []. Iportant further contributions to convex hulls of norally distributed rando points are due to Hueter [7], who proved a Central Liit Theore for V d [X,..., X n ] and f 0 [X,..., X n ]. We also investigate functionals of the centrally syetric convex hull [±X,..., ±X n ], where again X,..., X n is a standard Gaussian saple in R d. It follows fro [4] that the syetric convex

3 hull of a Gaussian saple can be obtained by randoly rotating and projecting to R d a regular crosspolytope in R n. This fact was used by Böröczky and Henk [5], who thus found the surprising result that the asyptotic expansion does not change if T n in. is replaced by a regular n-diensional crosspolytope. Apart fro aditting the treatent of ore general functionals also in the syetric situation, our ethod leads to an alternative and ore direct explanation for this phenoenon. Auxiliary results In this section, we will fix our notation and provide soe auxiliary results. We will work in Euclidean spaces R n of varying diensions n. The nor in these spaces will always be denoted by. For points x,..., x R n, the convex hull of these points is denoted by [x,..., x ]. If P R n is a convex polytope, then we write F k P for the set of its k-diensional faces and f k P for the nuber of these k-faces, where k {0,..., n}. The k-diensional volue of the convex hull of k + points x 0,..., x k is denoted by k x 0,..., x k. Finally, k-diensional Lebesgue easure in a k-diensional flat E R n is denoted by λ E, or siply by λ k, if the affine subspace E is clear fro the context. The affine Blaschke-Petkantschin forula will be an iportant tool in our analysis. Let Ek n be the space of k-flats in R n, and let L n k be the space of k-diensional linear subspaces of Rn, k {0,..., n}. Both spaces are endowed with the usual topologies. The rotation invariant Haar probability easure on L n k is denoted by ν k the diension n will always be clear fro the context. Moreover, a otion invariant Haar easure on Ek n is defined by µ k := L n k L {L + y } λ L dy ν k dl, where L is the orthogonal copleent of L L n k in Rn. Then, for n, q {0,..., n} and any non-negative easurable function f : R n q+ R, the affine Blaschke-Petkantschin forula see [3, 6.] states that... fx 0,..., x q λ n dx 0... λ n dx q. R n R n = c nq q! n q... fx 0,..., x q q x 0,..., x q n q λ E dx 0... λ E dx q µ q de, where E n q E E c nq := ω n q+ ω n ω ω q and ω r := π r /Γ r, r > 0; for r N, ωr is the volue of the r -diensional unit sphere. In addition to the Blaschke-Petkantschin forula, we will require ore specific preparations related to the ultidiensional noral distribution. As usual, we fix an underlying probability space Ω, A, P. A rando point X in R n, defined on Ω, is said to be norally distributed with positive definite n n- covariance atrix Σ and ean 0 if XP has the density f Σ x = π n det Σ exp xt Σ x, x R n ; then we write X d = N0, Σ. For siplicity, we will exclusively consider the case Σ = σ I n, σ > 0. 3

4 The distribution function of the one-diensional noral distribution N0, is given by φz := π z e t dt, z R. The Landau sybols o and O, which will be used several ties in the following, are defined as usual. Moreover, writing fx gx for real-valued functions f, g, defined on a suitable subset of R, we ean that fx/gx as x. The natural logarith will be denoted by log. Finally, all constants which are used subsequently, depend only on the paraeters that are indicated. Lea.. For α, β > 0 and s R, and as β. φz β α z s exp αz dz = Γα α π α β α log β α+s + o φz β α z s exp αz dz = Γα π α β α log β α+s + o Proof. A coplete proof can be given, for instance, by refining and extending an arguent of Affentranger see [, Appendix II] or by generalizing an alternative approach indicated in [8]. The asyptotic expansion provided in Lea. will be used several ties. A first application is given in the proof of the next result, which will be needed in Section 4. There the following expressions arise naturally. For a 0, p, q, r R with p > q > r > 0 and γ R, we define I a p, q, r; γ := This quantity will be copared with as p. φz p q zs a+q r γ + z a/ exp rs γ + z q rz ds dz. J a p, q, r; γ := r φz p q z a exp qz rγ dz Lea.. Let a 0, and let p, q, r R satisfy q > r > 0. Then, uniforly in γ R, I a p, q, r; γ J a p, q, r; γ = O p q log p q+a 3 as p. Proof. By Fubini s theore, I a p, q, r; γ = φz p q z γ + z a exp q rz s a+q r exp r γ + z s ds dz.. 4

5 Repeated partial integration yields that s a+q r exp rγ + z s ds rγ + z exp rγ + z c a, q, r γ + z exp rγ + z,.3 where c a, q, r is a constant. Hence,. and.3 iply that I ap, q, r; γ φz p q z γ r + z a exp qz rγ dz c a, q, r φz p q z γ + z a 4 exp qz rγ dz. Then, for z, r > 0, a 0 and γ R, we use the estiates z γ + z a z a exp rγ c a, rz a and with a constant c a, r, to infer that z γ + z a 4 exp rγ c a, rz a 3, I a p, q, r; γ J a p, q, r; γ c 3 a, q, r φz p q z a exp qz dz, where c 3 a, q, r is a constant. Now an application of Lea. copletes the proof. We reark that a siilar result holds, with essentially the sae proof, if in the definition of I a and J a the function φ is replaced by φ. 3 Transition to probabilities Throughout this paper, X,..., X n will be independent rando points with X i d = N 0, I d. For n d +, k {0,..., d } and I {,..., n} with I = k +, we define h I x,..., x n := {[x i : i I] F k [x,..., x n ]}, x,..., x n R d, and put I 0 := {,..., k + }. By syetry, we then obtain for the ean nuber of k-faces of the P-alost surely siplicial Gaussian polytope [X,..., X n ] that Ef k [X,..., X n ] = h I X,..., X n dp = I =k+ n k + h I0 X,..., X n dp. 3. 5

6 In order to transfor this ean value into a basic geoetric probability, we define for d, k N and q 0 the constant k Md, k, q := π d k+... k x 0,..., x k q exp x i λ d dx 0... λ d dx k. R d R d i=0 In the case when q N, Md, k, q is the q-th oent of the rando k-diensional volue of a rando k-siplex [X 0,..., X k ] with k + independent and norally distributed vertices X i = N 0, d I d, i = 0,..., k. The following lea will be applied in the special case when d = k. Lea 3.. For d, k N, k d and q 0, Md, k, q = π k q c dk c q+dk q k +. k! Proof. For q N 0 this can be shown as in the proof of Satz 6.3. in [3]. The general case follows by using the connection with the Wishart distribution cf. [0], [9, p. 437, 4.5.3] and [6, pp. 303, 35]; see also [4]. Theore 3.. Let X,..., X n be n d + independent rando points in R d d with X i = N 0, I d. Then, for k {0,..., d }, n Ef k [X,..., X n ] = PY / [Y,..., Y n k ], k + where Y, Y,..., Y n k are independent rando points in R d k with Y = d N 0, k+ I d k and Y i d = N 0, I d k for i =,..., n k. Proof. Using 3., the Blaschke-Petkantschin forula. and the definition of µ k, we obtain where Ef k [X,..., X n ] n n = π d n... h I0 x,..., x n exp x i λ d dx... λ d dx n k + R d R d i= = c 4 n, k, d h I0 z + y,..., z k+ + y, x k+,..., x n R d R d L d L k L L k+ n k z,..., z k+ d k exp z i k + y x i i= i=k+ λ L dz... λ L dz k+ λ L dyν k dlλ d dx k+... λ d dx n, c 4 n, k, d := n π d n c dk k! d k. k + Assue that z,..., z k+ L are affinely independent, let z k+,..., z n L and y L. Then, for λ L -alost all y k+,..., y n L, [z + y,..., z k+ + y] F k [z + y,..., z k+ + y, z k+ + y k+,..., z n + y n ] 6

7 if and only if Hence, defining for y, y k+,..., y n R d, we obtain Ef k [X,..., X n ] [ = c 5 n, k, d... L d k L y / [y k+,..., y n ]. gy, y k+,..., y n := {y / [y k+,..., y n ]}, L ] k+ k z,..., z k+ d k exp z i λ L dz... λ L dz k+... gy, y k+,..., y n exp n y i k + y L L i=k+ λ L dy k+... λ L dy n λ L dyν k dl, i= where c 5 n, k, d := c 4 n, k, dπ kn k. Thus, by Lea 3. and the rotation invariance of the integrand, it follows that Ef k [X,..., X n ] = c 5 n, k, dπ k k+ Mk, k, d k... gy, y k+,..., y n exp R d k R d k λ d k dy k+... λ d k dy n λ d k dy. n i=k+ y i k + y Applying Lea 3. and siplifying the constants, we obtain the assertion of the theore. In the reainder of this section, we will explain how the preceding arguent can be odified to yield a siilar relation in the centrally syetric case. Moreover, the approach will be extended to cover ore general functionals. 3. The centrally syetric case Let X,..., X n be n d independent rando points in R d with X i d = N 0, I d. We write [x,..., x n ] c := [x, x,..., x n, x n ] for the centrally syetric convex hull of x,..., x n I + J = k +, we put R d. For subsets I, J {,..., n} with h IJ x,..., x n := {[x i, x j : i I, j J] F k [x,..., x n ] c } 7

8 and set I 0 := {,..., k + }, J 0 :=. Since [X,..., X n ] c is P-alost surely a siplicial polytope, by syetry and by the reflection invariance of the noral distribution, we find that Ef k [X,..., X n ] c = = k+ r=0 I =r J =k+ r k+ r=0 n r = k+ n k + h IJ X,..., X n dp n r h I0 J k + r 0 X,..., X n dp h I0 J 0 X,..., X n dp. The integral thus obtained can be further siplified as shown in the next theore. Theore 3.3. Let X,..., X n be n d independent rando points in R d d with X i = N 0, I d. Then, for k {0,..., d }, n Ef k [X,..., X n ] c = k+ PY / [Y,..., Y n k ] c, k + where Y, Y,..., Y n k are independent rando points in R d k with Y = d N 0, k+ I d k and Y i d = N 0, I d k for i =,..., n k. Proof. Repeat the proof of Theore 3. with g replaced by for y, y k+,..., y n R d. g c y, y k+,..., y n := {y / [y k+,..., y n ] c } 3. A general functional A class of functionals, which has first been introduced by Wieacker [7] and has further been studied in [], [], depends on two paraeters. For a polytope P R d, real nubers a, b 0 and k {0,..., d }, we define T d,k a,b P := ηf a λ k F b, F F k P where λ k F denotes the k-diensional Lebesgue easure of a k-diensional face F F k P calculated in the affine hull afff of F, and ηf := distafff, 0 is defined as the distance of afff fro the origin. For a = b = 0, we have T d,k 0,0 = f k. But already for a = 0, b = we get a functional which is not affine invariant, but erely rotation invariant; in that case, T d,k 0, P = λ k F F F k P is the total k-diensional volue of the k-skeleton of P. In particular, T d,d 0, P is the surface area of a d-diensional polytope P R d. Finally, we ephasize that T d,d, P = dλ d P if 0 P. 8

9 If X,..., X n are n d + independent rando points in R d with X i d = N 0, I d, then P-alost surely [X i : i I] is a k-diensional polytope whenever I {,..., n} with I = k +, and we put η I := η[x i : i I], λ k,i := λ k [X i : i I], h I := h I X,..., X n. By syetry we thus obtain ET d,k a,b [X,..., X n ] = n k + h I0 η I0 a λ k,i0 b dp, where I 0 := {,..., k + }. Theore 3.4. Let X,..., X n be n d + independent rando points in R d d with X i = N 0, I d. Then, for k {0,..., d } and a, b 0, where ET d,k a,b [X,..., X n ] = n k + Cb, k, d b k k + Γ Cb, k, d := k! Γ {Y / [Y,..., Y n k ]} Y a dp, j= d+b+ j d+ j and Y, Y,..., Y n k are independent rando points in R d k with Y d = N N 0, I d k for i =,..., n k. Proof. By the sae arguents as in the proof of Theore 3., we get ET d,k 0, k+ I d d k and Y i = a,b [X,..., X n ] k+ = c 5 n, k, d... k z,..., z k+ d k+b exp z i λdz... λdz k+ R k R k i= n... gy, y k+,..., y n y a exp y i k + y R d k R d k i=k+ λ d k dy k+... λ d k dy n λ d k dy. The proof is copleted by using Lea 3. and by siplifying the constants. Clearly, a centrally syetric version of Theore 3.4 could be stated and proved in a siilar way. 4 Asyptotic expansions In Theore 3. the ean nuber of k-faces Ef k [X,..., X n ] of a Gaussian polytope in R d has been expressed in ters of a basic geoetric probability. In this section, we will derive the asyptotic expansion of probabilities of this type. For this purpose, let l, N with l + and k >, and let Y, Y,..., Y l be independent rando points in R with Y = d N 0, k + I d and Y i = N 0, I. 9

10 The choice k {0,..., d }, l = n k and = d k then corresponds to the situation of Theore 3.. In order to state our result, we define constants A, k :=, A, k :=... u,..., u R R [u,...,u ] exp u i k + u λ duλ du... λ du for, and i= C, k := +k k + Γ + k + Γ π k++ for N. An interpretation of the nubers A, k in ters of interior angles of regular siplices will be given below in the case when k N. We now consider the asyptotic behaviour of the probability that a norally distributed rando point is contained in a Gaussian polytope. Theore 4.. Let l, N and k >. Let Y, Y,..., Y l be independent rando points in R with Y = d N 0, k+ I d and Y i = N 0, I. Then as l. PY / [Y,..., Y l ] C, ka, k l k+ log l +k Cobining Theore 3. and a special case of Theore 4., we obtain the expansion.3, though with a different for of the constant, i.e. for k {0,..., d }, Ef k [X,..., X n ] Cd k, k Ad k, klog n d 4. k +! as n, giving the constant c k,d in.6. By coparison, we thus conclude that Ad k, k = d kγ d k d k π d k!k + d k d βt k, T d, 4. for k {0,..., d }. Relation 4. can be interpreted as an apparently new integral representation for the interior angles of a regular siplex. It would be nice to have a short direct proof of 4., possibly extending to ore general paraeters, if the analytic expression for βt k, T d obtained in [5,.3] with α = /d k and n = d k is used. Proof of Theore 4.. We can assue that l + and put A := {Y / [Y,..., Y l ]}. Then Wendel s theore [6] yields that l PA = PA {0 int [Y,..., Y l ]} + O. For a set F R, we define pos F := {λx : x F, λ > }; hence, if F is an -diensional convex set with 0 / F, then pos F is the truncated cone generated by F. Under the assuption that the origin is an interior point of [Y,..., Y l ], we decopose 0 l

11 the copleent of [Y,..., Y l ] into the truncated cones generated by the facets of [Y,..., Y l ]. Thus, again applying Wendel s theore and by syetry, we get l PA = P Y pos [Y,..., Y ], aff{y,..., Y } [0, Y +,..., Y l ] = l + O. Define indicator functions h 0 and h by putting and h 0 y,..., y l := {aff{y,..., y } [0, y,..., y l ] = }, h y, y,..., y := {y pos [y,..., y ]}, where y, y,..., y l R. Hence, PA can be rewritten as PA = = l k + π l+... h 0 y,..., y l h y, y,..., y R R }{{ } l+ l exp y i k + y λ dyλ dy... λ dy l + O i= l l l k + π +... φdistaff{y,..., y }, 0 l h y, y,..., y R R }{{ } + exp y i k + y λ dyλ dy... λ dy + O i= where Fubini s theore has been used in the second step. Now we first consider the case. We apply the Blaschke-Petkantschin forula. and use the rotation invariance of the integrand as in the proof of Theore 3.. Identifying R with the orthogonal copleent e R of the unit vector e, we finally get PA = pl,, k + O φ l with pl,, k := l c 6, k... φz l h y, u + ze,..., u + ze R R R u,..., u exp u i z k + y i= λ dyλ du... λ du λ dz l l l, and c 6, k := k +! Γ. π

12 It reains to evaluate the asyptotic behaviour of pl,, k. The transforation forula for ultiple integrals yields that h y, u + ze,..., u + ze exp k + y λ dy and hence = R [u,...,u ] zs exp k + s u + z λ duλ ds, l pl,, k = c 6, k... u,..., u R R [u,...,u ] exp u i I 0 l + k +, + k +, k + ; u 4.3 i= λ duλ du... λ du, where the functional I a, for a 0, was introduced in Section. Define ql,, k by the right-hand side of 4.3, but with I 0 replaced by J 0. Then Lea. iplies that PA = ql,, k + O l k+ log l +k. By substituting the definition of A, k and applying Lea., we can coplete the proof in the case. The case = follows easily by a direct arguent specializing the preceding one. 4. Again the centrally syetric case This subsection is devoted to the study of the asyptotic behaviour of the probabilities P Y / [Y,..., Y n k ] c arising in Theore 3.3. More generally, we obtain the following result by a siilar reasoning as for Theore 4.. Theore 4.. Let l, N and k >. Let Y, Y,..., Y l be independent rando points in R with Y = d N 0, k+ I d and Y i = N 0, I. Then as l. P Y / [Y,..., Y l ] c k+ C, ka, k l k+ log l +k In particular, by cobining Theores 4. and 4. we deduce the following asyptotic relation for which no direct proof sees to be known. Corollary 4.3. Let l, N and k >. Let Y, Y,..., Y l be independent rando points in R with Y = d N 0, k+ I d and Y i = N 0, I. Then as l. P Y / [Y,..., Y l ] c k+ P Y / [Y,..., Y l ]

13 Proof of Theore 4.. Assue that l. For y, y,..., y l R, we define g c y, y,..., y l := {y / [y,..., y l ] c }. Abbreviating A c := {Y / [Y,..., Y l ] c }, we get PA c = k + π l+... g c y, y,..., y l R R l exp y i k + y λ dyλ dy... λ dy l. i= Since 0 int [Y,..., Y l ] c holds P-alost surely, we can decopose R \ [Y,..., Y l ] c as in the proof of Theore 4.. Recall that h y, y,..., y = {y pos [y,..., y ]} and define h y,..., y l := {[y,..., y ] F [y,..., y l ] c }, for y, y,..., y l R. By syetry and by the reflection invariance of the noral distribution, we get PA c = l l r k + π l+... h y, y,..., y h y,..., y l r r r=0 R R l exp y i k + y λ dyλ dy... λ dy l i= l = k + π +... φdistaff{y,..., y }, 0 l R R h y, y,..., y exp y i k + y i= λ dyλ dy... λ dy. Here we used that [Y,..., Y ] is a facet of [Y,..., Y l ] c if and only if the l rando points Y +,..., Y l lie between the hyperplane aff{y,..., Y } and its reflection in the origin, P-alost surely. By the sae arguents as in the proof of Theore 4., we now obtain that PA c = l + c6, k A, k k + + O l k+ log l +k. An application of the second part of Lea. then yields the result. A cobination of Theores 3.3 and 4. and relation 4. show that φz l z exp + k + z dz Ef k [X,..., X n ] c Cd k, k Ad k, klog n d Ef k [X,..., X n ], k +! where X,..., X n is a Gaussian saple. 3

14 4. The general functional We now turn to the asyptotic expansion of the integral {Y / [Y,..., Y n k ]} Y a dp, which is related to the expected value ET d,k a,b [X,..., X n ] as shown in Theore 3.4. Again we consider a ore general situation. Theore 4.4. Let l, N and k >. Let Y, Y,..., Y l be independent rando points in R with Y = d N 0, k+ I d and Y i = N 0, I. Then {Y / [Y,..., Y l ]} Y a dp C, ka, k l k+ log l +k+a as l. Proof. We ay assue that l +. Following the proof of Theore 4., we deduce that E a l,, k := {Y / [Y,..., Y l ]} Y a dp l = c 6, k... φz l h y, u + ze,..., u + ze R R R u,..., u y a exp u i z k + y i= λ dyλ du... λ du λ dz + O φ l. By the transforation forula, h y, u + ze,..., u + ze y a exp k + y λ dy = R [u,...,u ] zs +a u + z a/ exp k + s u + z λ duλ ds. Thus, by an application of Lea. we finally get E a l,, k = l c6, k A, k k + + O l k+ log l +k+a φz l z a exp k + + z dz, fro which the assertion follows by another application of Lea.. For k {0,..., d }, we can cobine Theores 3.4 and 4.4 with 4. to find the asyptotic expansion for the expected value of the general functional ET d,k d d a,b [X,..., X n ] Cb, k, d βt k, T d π d log n d+a, 4.4 k + d 4

15 where Cb, k, d was defined in Theore 3.4. The special case a = 0, b = has already been entioned in the Introduction; the constant c k,d in.5 now follows fro 4.4. Moreover, we get here Wendel s theore is used again and Eλ d [X,..., X n ] κ d log n d EV d [X,..., X n ] ω d log n d, where κ d = ω d /d is the volue of the d-diensional unit ball. These two special relations had previously been established in []. References [] F. Affentranger. The convex hull of rando points with spherically syetric distributions. Rend. Se. Mat. Univ. Politec. Torino 49 99, [] F. Affentranger and J.A. Wieacker. On the convex hull of unifor rando points in a siple d- polytope. Discrete Coput. Geo. 6 99, [3] F. Affentranger and R. Schneider. Rando projections of regular siplices. Discrete Coput. Geo. 7 99, 9 6. [4] Y. M. Baryshnikov and R. A. Vitale. Regular siplices and Gaussian saples. Discrete Coput. Geo. 994, [5] K. Böröczky and M. Henk. Rando projections of regular polytopes. Arch. Math , [6] M. L. Eaton. Multivariate Statistics, a Vector Space Approach. Wiley, New York, 983. [7] I. Hueter. Liit theores for the convex hull of rando points in higher diensions. Trans. Aer. Math. Soc , [8] Y. Lonke. On rando sections of the cube. Discrete Coput. Geo , [9] A. M. Mathai. An Introduction to Geoetrical Probability. Gordon and Breach, 999. [0] R. E. Miles. Isotropic rando siplices. Adv. in Appl. Probab. 3 97, [] H. Raynaud. Sur l enveloppe convexe des nuages de points aléatoires dans R n I. J. Appl. Probab , [] R. Schneider. Discrete Aspects of Stochastic Geoetry. In Handbook of Discrete and Coputational Geoetry, J.E. Goodan and J. O Rourke eds, nd ed., CRC Press, Boca Raton to appear. [3] R. Schneider and W. Weil. Integralgeoetrie. Teubner, Stuttgart, 99. [4] J.W. Silverstein. The sallest eigenvalue of a large-diensional Wishart atrix. Ann. Probab , [5] A. M. Vershik and P. V. Sporyshev. Asyptotic behavior of the nuber of faces of rando polyhedra and the neighborliness proble. Selecta Math. Soviet. 99,

16 [6] J. G. Wendel. A proble in geoetric probability. Math. Scand. 96, 09. [7] J.A. Wieacker. Einige Problee der polyedrischen Approxiation. Diploarbeit, Freiburg i.br., 978. Authors addresses: Daniel Hug and Götz Olaf Munsonius, Matheatisches Institut, Albert-Ludwigs-Universität, Eckerstr., D-7904 Freiburg i. Br., Gerany e-ail: daniel.hug@ath.uni-freiburg.de, olaf@unsonius.de Matthias Reitzner, Institut für Analysis und Technische Matheatik, Technische Universität Wien, Wiedner Hauptstrasse 8 0, A-040 Vienna, Austria e-ail: Matthias.Reitzner+e4@tuwien.ac.at 6

Chapter 6 1-D Continuous Groups

Chapter 6 1-D Continuous Groups Chapter 6 1-D Continuous Groups Continuous groups consist of group eleents labelled by one or ore continuous variables, say a 1, a 2,, a r, where each variable has a well- defined range. This chapter explores:

More information

Block designs and statistics

Block designs and statistics Bloc designs and statistics Notes for Math 447 May 3, 2011 The ain paraeters of a bloc design are nuber of varieties v, bloc size, nuber of blocs b. A design is built on a set of v eleents. Each eleent

More information

Tail Estimation of the Spectral Density under Fixed-Domain Asymptotics

Tail Estimation of the Spectral Density under Fixed-Domain Asymptotics Tail Estiation of the Spectral Density under Fixed-Doain Asyptotics Wei-Ying Wu, Chae Young Li and Yiin Xiao Wei-Ying Wu, Departent of Statistics & Probability Michigan State University, East Lansing,

More information

Least Squares Fitting of Data

Least Squares Fitting of Data Least Squares Fitting of Data David Eberly, Geoetric Tools, Redond WA 98052 https://www.geoetrictools.co/ This work is licensed under the Creative Coons Attribution 4.0 International License. To view a

More information

PREPRINT 2006:17. Inequalities of the Brunn-Minkowski Type for Gaussian Measures CHRISTER BORELL

PREPRINT 2006:17. Inequalities of the Brunn-Minkowski Type for Gaussian Measures CHRISTER BORELL PREPRINT 2006:7 Inequalities of the Brunn-Minkowski Type for Gaussian Measures CHRISTER BORELL Departent of Matheatical Sciences Division of Matheatics CHALMERS UNIVERSITY OF TECHNOLOGY GÖTEBORG UNIVERSITY

More information

Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature

Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature Seicircle law for generalized Curie-Weiss atrix ensebles at subcritical teperature Werner Kirsch Fakultät für Matheatik und Inforatik FernUniversität in Hagen, Gerany Thoas Kriecherbauer Matheatisches

More information

Algebraic Montgomery-Yang problem: the log del Pezzo surface case

Algebraic Montgomery-Yang problem: the log del Pezzo surface case c 2014 The Matheatical Society of Japan J. Math. Soc. Japan Vol. 66, No. 4 (2014) pp. 1073 1089 doi: 10.2969/jsj/06641073 Algebraic Montgoery-Yang proble: the log del Pezzo surface case By DongSeon Hwang

More information

Feature Extraction Techniques

Feature Extraction Techniques Feature Extraction Techniques Unsupervised Learning II Feature Extraction Unsupervised ethods can also be used to find features which can be useful for categorization. There are unsupervised ethods that

More information

3.8 Three Types of Convergence

3.8 Three Types of Convergence 3.8 Three Types of Convergence 3.8 Three Types of Convergence 93 Suppose that we are given a sequence functions {f k } k N on a set X and another function f on X. What does it ean for f k to converge to

More information

Tail estimates for norms of sums of log-concave random vectors

Tail estimates for norms of sums of log-concave random vectors Tail estiates for nors of sus of log-concave rando vectors Rados law Adaczak Rafa l Lata la Alexander E. Litvak Alain Pajor Nicole Toczak-Jaegerann Abstract We establish new tail estiates for order statistics

More information

FAST DYNAMO ON THE REAL LINE

FAST DYNAMO ON THE REAL LINE FAST DYAMO O THE REAL LIE O. KOZLOVSKI & P. VYTOVA Abstract. In this paper we show that a piecewise expanding ap on the interval, extended to the real line by a non-expanding ap satisfying soe ild hypthesis

More information

The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters

The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Parameters journal of ultivariate analysis 58, 96106 (1996) article no. 0041 The Distribution of the Covariance Matrix for a Subset of Elliptical Distributions with Extension to Two Kurtosis Paraeters H. S. Steyn

More information

A Bernstein-Markov Theorem for Normed Spaces

A Bernstein-Markov Theorem for Normed Spaces A Bernstein-Markov Theore for Nored Spaces Lawrence A. Harris Departent of Matheatics, University of Kentucky Lexington, Kentucky 40506-0027 Abstract Let X and Y be real nored linear spaces and let φ :

More information

Random Process Review

Random Process Review Rando Process Review Consider a rando process t, and take k saples. For siplicity, we will set k. However it should ean any nuber of saples. t () t x t, t, t We have a rando vector t, t, t. If we find

More information

. The univariate situation. It is well-known for a long tie that denoinators of Pade approxiants can be considered as orthogonal polynoials with respe

. The univariate situation. It is well-known for a long tie that denoinators of Pade approxiants can be considered as orthogonal polynoials with respe PROPERTIES OF MULTIVARIATE HOMOGENEOUS ORTHOGONAL POLYNOMIALS Brahi Benouahane y Annie Cuyt? Keywords Abstract It is well-known that the denoinators of Pade approxiants can be considered as orthogonal

More information

On the Homothety Conjecture

On the Homothety Conjecture On the Hoothety Conjecture Elisabeth M Werner Deping Ye Abstract Let K be a convex body in R n and δ > 0 The hoothety conjecture asks: Does K δ = ck iply that K is an ellipsoid? Here K δ is the convex

More information

The Hilbert Schmidt version of the commutator theorem for zero trace matrices

The Hilbert Schmidt version of the commutator theorem for zero trace matrices The Hilbert Schidt version of the coutator theore for zero trace atrices Oer Angel Gideon Schechtan March 205 Abstract Let A be a coplex atrix with zero trace. Then there are atrices B and C such that

More information

Optimal Jamming Over Additive Noise: Vector Source-Channel Case

Optimal Jamming Over Additive Noise: Vector Source-Channel Case Fifty-first Annual Allerton Conference Allerton House, UIUC, Illinois, USA October 2-3, 2013 Optial Jaing Over Additive Noise: Vector Source-Channel Case Erah Akyol and Kenneth Rose Abstract This paper

More information

The degree of a typical vertex in generalized random intersection graph models

The degree of a typical vertex in generalized random intersection graph models Discrete Matheatics 306 006 15 165 www.elsevier.co/locate/disc The degree of a typical vertex in generalized rando intersection graph odels Jerzy Jaworski a, Michał Karoński a, Dudley Stark b a Departent

More information

Statistics and Probability Letters

Statistics and Probability Letters Statistics and Probability Letters 79 2009 223 233 Contents lists available at ScienceDirect Statistics and Probability Letters journal hoepage: www.elsevier.co/locate/stapro A CLT for a one-diensional

More information

Computational and Statistical Learning Theory

Computational and Statistical Learning Theory Coputational and Statistical Learning Theory Proble sets 5 and 6 Due: Noveber th Please send your solutions to learning-subissions@ttic.edu Notations/Definitions Recall the definition of saple based Radeacher

More information

Moments of the product and ratio of two correlated chi-square variables

Moments of the product and ratio of two correlated chi-square variables Stat Papers 009 50:581 59 DOI 10.1007/s0036-007-0105-0 REGULAR ARTICLE Moents of the product and ratio of two correlated chi-square variables Anwar H. Joarder Received: June 006 / Revised: 8 October 007

More information

L p moments of random vectors via majorizing measures

L p moments of random vectors via majorizing measures L p oents of rando vectors via ajorizing easures Olivier Guédon, Mark Rudelson Abstract For a rando vector X in R n, we obtain bounds on the size of a saple, for which the epirical p-th oents of linear

More information

arxiv: v1 [math.pr] 17 May 2009

arxiv: v1 [math.pr] 17 May 2009 A strong law of large nubers for artingale arrays Yves F. Atchadé arxiv:0905.2761v1 [ath.pr] 17 May 2009 March 2009 Abstract: We prove a artingale triangular array generalization of the Chow-Birnbau- Marshall

More information

Generalized eigenfunctions and a Borel Theorem on the Sierpinski Gasket.

Generalized eigenfunctions and a Borel Theorem on the Sierpinski Gasket. Generalized eigenfunctions and a Borel Theore on the Sierpinski Gasket. Kasso A. Okoudjou, Luke G. Rogers, and Robert S. Strichartz May 26, 2006 1 Introduction There is a well developed theory (see [5,

More information

New upper bound for the B-spline basis condition number II. K. Scherer. Institut fur Angewandte Mathematik, Universitat Bonn, Bonn, Germany.

New upper bound for the B-spline basis condition number II. K. Scherer. Institut fur Angewandte Mathematik, Universitat Bonn, Bonn, Germany. New upper bound for the B-spline basis condition nuber II. A proof of de Boor's 2 -conjecture K. Scherer Institut fur Angewandte Matheati, Universitat Bonn, 535 Bonn, Gerany and A. Yu. Shadrin Coputing

More information

STRONG LAW OF LARGE NUMBERS FOR SCALAR-NORMED SUMS OF ELEMENTS OF REGRESSIVE SEQUENCES OF RANDOM VARIABLES

STRONG LAW OF LARGE NUMBERS FOR SCALAR-NORMED SUMS OF ELEMENTS OF REGRESSIVE SEQUENCES OF RANDOM VARIABLES Annales Univ Sci Budapest, Sect Cop 39 (2013) 365 379 STRONG LAW OF LARGE NUMBERS FOR SCALAR-NORMED SUMS OF ELEMENTS OF REGRESSIVE SEQUENCES OF RANDOM VARIABLES MK Runovska (Kiev, Ukraine) Dedicated to

More information

The proofs of Theorem 1-3 are along the lines of Wied and Galeano (2013).

The proofs of Theorem 1-3 are along the lines of Wied and Galeano (2013). A Appendix: Proofs The proofs of Theore 1-3 are along the lines of Wied and Galeano (2013) Proof of Theore 1 Let D[d 1, d 2 ] be the space of càdlàg functions on the interval [d 1, d 2 ] equipped with

More information

TEST OF HOMOGENEITY OF PARALLEL SAMPLES FROM LOGNORMAL POPULATIONS WITH UNEQUAL VARIANCES

TEST OF HOMOGENEITY OF PARALLEL SAMPLES FROM LOGNORMAL POPULATIONS WITH UNEQUAL VARIANCES TEST OF HOMOGENEITY OF PARALLEL SAMPLES FROM LOGNORMAL POPULATIONS WITH UNEQUAL VARIANCES S. E. Ahed, R. J. Tokins and A. I. Volodin Departent of Matheatics and Statistics University of Regina Regina,

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 11 10/15/2008 ABSTRACT INTEGRATION I

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 11 10/15/2008 ABSTRACT INTEGRATION I MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 11 10/15/2008 ABSTRACT INTEGRATION I Contents 1. Preliinaries 2. The ain result 3. The Rieann integral 4. The integral of a nonnegative

More information

Upper and Lower Bounds on the Capacity of Wireless Optical Intensity Channels

Upper and Lower Bounds on the Capacity of Wireless Optical Intensity Channels ISIT7, Nice, France, June 4 June 9, 7 Upper and Lower Bounds on the Capacity of Wireless Optical Intensity Channels Ahed A. Farid and Steve Hranilovic Dept. Electrical and Coputer Engineering McMaster

More information

ON REGULARITY, TRANSITIVITY, AND ERGODIC PRINCIPLE FOR QUADRATIC STOCHASTIC VOLTERRA OPERATORS MANSOOR SABUROV

ON REGULARITY, TRANSITIVITY, AND ERGODIC PRINCIPLE FOR QUADRATIC STOCHASTIC VOLTERRA OPERATORS MANSOOR SABUROV ON REGULARITY TRANSITIVITY AND ERGODIC PRINCIPLE FOR QUADRATIC STOCHASTIC VOLTERRA OPERATORS MANSOOR SABUROV Departent of Coputational & Theoretical Sciences Faculty of Science International Islaic University

More information

A remark on a success rate model for DPA and CPA

A remark on a success rate model for DPA and CPA A reark on a success rate odel for DPA and CPA A. Wieers, BSI Version 0.5 andreas.wieers@bsi.bund.de Septeber 5, 2018 Abstract The success rate is the ost coon evaluation etric for easuring the perforance

More information

Consistent Multiclass Algorithms for Complex Performance Measures. Supplementary Material

Consistent Multiclass Algorithms for Complex Performance Measures. Supplementary Material Consistent Multiclass Algoriths for Coplex Perforance Measures Suppleentary Material Notations. Let λ be the base easure over n given by the unifor rando variable (say U over n. Hence, for all easurable

More information

On Conditions for Linearity of Optimal Estimation

On Conditions for Linearity of Optimal Estimation On Conditions for Linearity of Optial Estiation Erah Akyol, Kuar Viswanatha and Kenneth Rose {eakyol, kuar, rose}@ece.ucsb.edu Departent of Electrical and Coputer Engineering University of California at

More information

Non-Parametric Non-Line-of-Sight Identification 1

Non-Parametric Non-Line-of-Sight Identification 1 Non-Paraetric Non-Line-of-Sight Identification Sinan Gezici, Hisashi Kobayashi and H. Vincent Poor Departent of Electrical Engineering School of Engineering and Applied Science Princeton University, Princeton,

More information

arxiv: v1 [math.mg] 27 Jan 2016

arxiv: v1 [math.mg] 27 Jan 2016 On the monotonicity of the moments of volumes of random simplices arxiv:67295v [mathmg] 27 Jan 26 Benjamin Reichenwallner and Matthias Reitzner University of Salzburg and University of Osnabrueck Abstract

More information

E0 370 Statistical Learning Theory Lecture 6 (Aug 30, 2011) Margin Analysis

E0 370 Statistical Learning Theory Lecture 6 (Aug 30, 2011) Margin Analysis E0 370 tatistical Learning Theory Lecture 6 (Aug 30, 20) Margin Analysis Lecturer: hivani Agarwal cribe: Narasihan R Introduction In the last few lectures we have seen how to obtain high confidence bounds

More information

Estimating Parameters for a Gaussian pdf

Estimating Parameters for a Gaussian pdf Pattern Recognition and achine Learning Jaes L. Crowley ENSIAG 3 IS First Seester 00/0 Lesson 5 7 Noveber 00 Contents Estiating Paraeters for a Gaussian pdf Notation... The Pattern Recognition Proble...3

More information

Machine Learning Basics: Estimators, Bias and Variance

Machine Learning Basics: Estimators, Bias and Variance Machine Learning Basics: Estiators, Bias and Variance Sargur N. srihari@cedar.buffalo.edu This is part of lecture slides on Deep Learning: http://www.cedar.buffalo.edu/~srihari/cse676 1 Topics in Basics

More information

4 = (0.02) 3 13, = 0.25 because = 25. Simi-

4 = (0.02) 3 13, = 0.25 because = 25. Simi- Theore. Let b and be integers greater than. If = (. a a 2 a i ) b,then for any t N, in base (b + t), the fraction has the digital representation = (. a a 2 a i ) b+t, where a i = a i + tk i with k i =

More information

Quantum algorithms (CO 781, Winter 2008) Prof. Andrew Childs, University of Waterloo LECTURE 15: Unstructured search and spatial search

Quantum algorithms (CO 781, Winter 2008) Prof. Andrew Childs, University of Waterloo LECTURE 15: Unstructured search and spatial search Quantu algoriths (CO 781, Winter 2008) Prof Andrew Childs, University of Waterloo LECTURE 15: Unstructured search and spatial search ow we begin to discuss applications of quantu walks to search algoriths

More information

Keywords: Estimator, Bias, Mean-squared error, normality, generalized Pareto distribution

Keywords: Estimator, Bias, Mean-squared error, normality, generalized Pareto distribution Testing approxiate norality of an estiator using the estiated MSE and bias with an application to the shape paraeter of the generalized Pareto distribution J. Martin van Zyl Abstract In this work the norality

More information

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation Course Notes for EE227C (Spring 2018): Convex Optiization and Approxiation Instructor: Moritz Hardt Eail: hardt+ee227c@berkeley.edu Graduate Instructor: Max Sichowitz Eail: sichow+ee227c@berkeley.edu October

More information

Biostatistics Department Technical Report

Biostatistics Department Technical Report Biostatistics Departent Technical Report BST006-00 Estiation of Prevalence by Pool Screening With Equal Sized Pools and a egative Binoial Sapling Model Charles R. Katholi, Ph.D. Eeritus Professor Departent

More information

M ath. Res. Lett. 15 (2008), no. 2, c International Press 2008 SUM-PRODUCT ESTIMATES VIA DIRECTED EXPANDERS. Van H. Vu. 1.

M ath. Res. Lett. 15 (2008), no. 2, c International Press 2008 SUM-PRODUCT ESTIMATES VIA DIRECTED EXPANDERS. Van H. Vu. 1. M ath. Res. Lett. 15 (2008), no. 2, 375 388 c International Press 2008 SUM-PRODUCT ESTIMATES VIA DIRECTED EXPANDERS Van H. Vu Abstract. Let F q be a finite field of order q and P be a polynoial in F q[x

More information

Alireza Kamel Mirmostafaee

Alireza Kamel Mirmostafaee Bull. Korean Math. Soc. 47 (2010), No. 4, pp. 777 785 DOI 10.4134/BKMS.2010.47.4.777 STABILITY OF THE MONOMIAL FUNCTIONAL EQUATION IN QUASI NORMED SPACES Alireza Kael Mirostafaee Abstract. Let X be a linear

More information

Some Classical Ergodic Theorems

Some Classical Ergodic Theorems Soe Classical Ergodic Theores Matt Rosenzweig Contents Classical Ergodic Theores. Mean Ergodic Theores........................................2 Maxial Ergodic Theore.....................................

More information

Polygonal Designs: Existence and Construction

Polygonal Designs: Existence and Construction Polygonal Designs: Existence and Construction John Hegean Departent of Matheatics, Stanford University, Stanford, CA 9405 Jeff Langford Departent of Matheatics, Drake University, Des Moines, IA 5011 G

More information

E0 370 Statistical Learning Theory Lecture 5 (Aug 25, 2011)

E0 370 Statistical Learning Theory Lecture 5 (Aug 25, 2011) E0 370 Statistical Learning Theory Lecture 5 Aug 5, 0 Covering Nubers, Pseudo-Diension, and Fat-Shattering Diension Lecturer: Shivani Agarwal Scribe: Shivani Agarwal Introduction So far we have seen how

More information

RIGIDITY OF QUASI-EINSTEIN METRICS

RIGIDITY OF QUASI-EINSTEIN METRICS RIGIDITY OF QUASI-EINSTEIN METRICS JEFFREY CASE, YU-JEN SHU, AND GUOFANG WEI Abstract. We call a etric quasi-einstein if the -Bakry-Eery Ricci tensor is a constant ultiple of the etric tensor. This is

More information

Pseudo-marginal Metropolis-Hastings: a simple explanation and (partial) review of theory

Pseudo-marginal Metropolis-Hastings: a simple explanation and (partial) review of theory Pseudo-arginal Metropolis-Hastings: a siple explanation and (partial) review of theory Chris Sherlock Motivation Iagine a stochastic process V which arises fro soe distribution with density p(v θ ). Iagine

More information

Sharp Time Data Tradeoffs for Linear Inverse Problems

Sharp Time Data Tradeoffs for Linear Inverse Problems Sharp Tie Data Tradeoffs for Linear Inverse Probles Saet Oyak Benjain Recht Mahdi Soltanolkotabi January 016 Abstract In this paper we characterize sharp tie-data tradeoffs for optiization probles used

More information

Symmetrization of Lévy processes and applications 1

Symmetrization of Lévy processes and applications 1 Syetrization of Lévy processes and applications 1 Pedro J. Méndez Hernández Universidad de Costa Rica July 2010, resden 1 Joint work with R. Bañuelos, Purdue University Pedro J. Méndez (UCR Syetrization

More information

Supplementary Material for Fast and Provable Algorithms for Spectrally Sparse Signal Reconstruction via Low-Rank Hankel Matrix Completion

Supplementary Material for Fast and Provable Algorithms for Spectrally Sparse Signal Reconstruction via Low-Rank Hankel Matrix Completion Suppleentary Material for Fast and Provable Algoriths for Spectrally Sparse Signal Reconstruction via Low-Ran Hanel Matrix Copletion Jian-Feng Cai Tianing Wang Ke Wei March 1, 017 Abstract We establish

More information

Four-vector, Dirac spinor representation and Lorentz Transformations

Four-vector, Dirac spinor representation and Lorentz Transformations Available online at www.pelagiaresearchlibrary.co Advances in Applied Science Research, 2012, 3 (2):749-756 Four-vector, Dirac spinor representation and Lorentz Transforations S. B. Khasare 1, J. N. Rateke

More information

Solutions of some selected problems of Homework 4

Solutions of some selected problems of Homework 4 Solutions of soe selected probles of Hoework 4 Sangchul Lee May 7, 2018 Proble 1 Let there be light A professor has two light bulbs in his garage. When both are burned out, they are replaced, and the next

More information

13.2 Fully Polynomial Randomized Approximation Scheme for Permanent of Random 0-1 Matrices

13.2 Fully Polynomial Randomized Approximation Scheme for Permanent of Random 0-1 Matrices CS71 Randoness & Coputation Spring 018 Instructor: Alistair Sinclair Lecture 13: February 7 Disclaier: These notes have not been subjected to the usual scrutiny accorded to foral publications. They ay

More information

12 Towards hydrodynamic equations J Nonlinear Dynamics II: Continuum Systems Lecture 12 Spring 2015

12 Towards hydrodynamic equations J Nonlinear Dynamics II: Continuum Systems Lecture 12 Spring 2015 18.354J Nonlinear Dynaics II: Continuu Systes Lecture 12 Spring 2015 12 Towards hydrodynaic equations The previous classes focussed on the continuu description of static (tie-independent) elastic systes.

More information

A new type of lower bound for the largest eigenvalue of a symmetric matrix

A new type of lower bound for the largest eigenvalue of a symmetric matrix Linear Algebra and its Applications 47 7 9 9 www.elsevier.co/locate/laa A new type of lower bound for the largest eigenvalue of a syetric atrix Piet Van Mieghe Delft University of Technology, P.O. Box

More information

RAFIA(MBA) TUTOR S UPLOADED FILE Course STA301: Statistics and Probability Lecture No 1 to 5

RAFIA(MBA) TUTOR S UPLOADED FILE Course STA301: Statistics and Probability Lecture No 1 to 5 Course STA0: Statistics and Probability Lecture No to 5 Multiple Choice Questions:. Statistics deals with: a) Observations b) Aggregates of facts*** c) Individuals d) Isolated ites. A nuber of students

More information

DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS

DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS ISSN 1440-771X AUSTRALIA DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS An Iproved Method for Bandwidth Selection When Estiating ROC Curves Peter G Hall and Rob J Hyndan Working Paper 11/00 An iproved

More information

On the cells in a stationary Poisson hyperplane mosaic

On the cells in a stationary Poisson hyperplane mosaic On the cells in a stationary Poisson hyperplane mosaic Matthias Reitzner and Rolf Schneider Abstract Let X be the mosaic generated by a stationary Poisson hyperplane process X in R d. Under some mild conditions

More information

Shannon Sampling II. Connections to Learning Theory

Shannon Sampling II. Connections to Learning Theory Shannon Sapling II Connections to Learning heory Steve Sale oyota echnological Institute at Chicago 147 East 60th Street, Chicago, IL 60637, USA E-ail: sale@athberkeleyedu Ding-Xuan Zhou Departent of Matheatics,

More information

Intelligent Systems: Reasoning and Recognition. Perceptrons and Support Vector Machines

Intelligent Systems: Reasoning and Recognition. Perceptrons and Support Vector Machines Intelligent Systes: Reasoning and Recognition Jaes L. Crowley osig 1 Winter Seester 2018 Lesson 6 27 February 2018 Outline Perceptrons and Support Vector achines Notation...2 Linear odels...3 Lines, Planes

More information

Ştefan ŞTEFĂNESCU * is the minimum global value for the function h (x)

Ştefan ŞTEFĂNESCU * is the minimum global value for the function h (x) 7Applying Nelder Mead s Optiization Algorith APPLYING NELDER MEAD S OPTIMIZATION ALGORITHM FOR MULTIPLE GLOBAL MINIMA Abstract Ştefan ŞTEFĂNESCU * The iterative deterinistic optiization ethod could not

More information

Multi-Dimensional Hegselmann-Krause Dynamics

Multi-Dimensional Hegselmann-Krause Dynamics Multi-Diensional Hegselann-Krause Dynaics A. Nedić Industrial and Enterprise Systes Engineering Dept. University of Illinois Urbana, IL 680 angelia@illinois.edu B. Touri Coordinated Science Laboratory

More information

Uniform Approximation and Bernstein Polynomials with Coefficients in the Unit Interval

Uniform Approximation and Bernstein Polynomials with Coefficients in the Unit Interval Unifor Approxiation and Bernstein Polynoials with Coefficients in the Unit Interval Weiang Qian and Marc D. Riedel Electrical and Coputer Engineering, University of Minnesota 200 Union St. S.E. Minneapolis,

More information

Extension of CSRSM for the Parametric Study of the Face Stability of Pressurized Tunnels

Extension of CSRSM for the Parametric Study of the Face Stability of Pressurized Tunnels Extension of CSRSM for the Paraetric Study of the Face Stability of Pressurized Tunnels Guilhe Mollon 1, Daniel Dias 2, and Abdul-Haid Soubra 3, M.ASCE 1 LGCIE, INSA Lyon, Université de Lyon, Doaine scientifique

More information

arxiv: v1 [math.nt] 14 Sep 2014

arxiv: v1 [math.nt] 14 Sep 2014 ROTATION REMAINDERS P. JAMESON GRABER, WASHINGTON AND LEE UNIVERSITY 08 arxiv:1409.411v1 [ath.nt] 14 Sep 014 Abstract. We study properties of an array of nubers, called the triangle, in which each row

More information

Hybrid System Identification: An SDP Approach

Hybrid System Identification: An SDP Approach 49th IEEE Conference on Decision and Control Deceber 15-17, 2010 Hilton Atlanta Hotel, Atlanta, GA, USA Hybrid Syste Identification: An SDP Approach C Feng, C M Lagoa, N Ozay and M Sznaier Abstract The

More information

An l 1 Regularized Method for Numerical Differentiation Using Empirical Eigenfunctions

An l 1 Regularized Method for Numerical Differentiation Using Empirical Eigenfunctions Journal of Matheatical Research with Applications Jul., 207, Vol. 37, No. 4, pp. 496 504 DOI:0.3770/j.issn:2095-265.207.04.0 Http://jre.dlut.edu.cn An l Regularized Method for Nuerical Differentiation

More information

ON THE TWO-LEVEL PRECONDITIONING IN LEAST SQUARES METHOD

ON THE TWO-LEVEL PRECONDITIONING IN LEAST SQUARES METHOD PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY Physical and Matheatical Sciences 04,, p. 7 5 ON THE TWO-LEVEL PRECONDITIONING IN LEAST SQUARES METHOD M a t h e a t i c s Yu. A. HAKOPIAN, R. Z. HOVHANNISYAN

More information

Distributed Subgradient Methods for Multi-agent Optimization

Distributed Subgradient Methods for Multi-agent Optimization 1 Distributed Subgradient Methods for Multi-agent Optiization Angelia Nedić and Asuan Ozdaglar October 29, 2007 Abstract We study a distributed coputation odel for optiizing a su of convex objective functions

More information

Soft Computing Techniques Help Assign Weights to Different Factors in Vulnerability Analysis

Soft Computing Techniques Help Assign Weights to Different Factors in Vulnerability Analysis Soft Coputing Techniques Help Assign Weights to Different Factors in Vulnerability Analysis Beverly Rivera 1,2, Irbis Gallegos 1, and Vladik Kreinovich 2 1 Regional Cyber and Energy Security Center RCES

More information

In this chapter, we consider several graph-theoretic and probabilistic models

In this chapter, we consider several graph-theoretic and probabilistic models THREE ONE GRAPH-THEORETIC AND STATISTICAL MODELS 3.1 INTRODUCTION In this chapter, we consider several graph-theoretic and probabilistic odels for a social network, which we do under different assuptions

More information

Detection and Estimation Theory

Detection and Estimation Theory ESE 54 Detection and Estiation Theory Joseph A. O Sullivan Sauel C. Sachs Professor Electronic Systes and Signals Research Laboratory Electrical and Systes Engineering Washington University 11 Urbauer

More information

Necessity of low effective dimension

Necessity of low effective dimension Necessity of low effective diension Art B. Owen Stanford University October 2002, Orig: July 2002 Abstract Practitioners have long noticed that quasi-monte Carlo ethods work very well on functions that

More information

APPROXIMATION BY GENERALIZED FABER SERIES IN BERGMAN SPACES ON INFINITE DOMAINS WITH A QUASICONFORMAL BOUNDARY

APPROXIMATION BY GENERALIZED FABER SERIES IN BERGMAN SPACES ON INFINITE DOMAINS WITH A QUASICONFORMAL BOUNDARY NEW ZEALAND JOURNAL OF MATHEMATICS Volue 36 007, 11 APPROXIMATION BY GENERALIZED FABER SERIES IN BERGMAN SPACES ON INFINITE DOMAINS WITH A QUASICONFORMAL BOUNDARY Daniyal M. Israfilov and Yunus E. Yildirir

More information

Model Fitting. CURM Background Material, Fall 2014 Dr. Doreen De Leon

Model Fitting. CURM Background Material, Fall 2014 Dr. Doreen De Leon Model Fitting CURM Background Material, Fall 014 Dr. Doreen De Leon 1 Introduction Given a set of data points, we often want to fit a selected odel or type to the data (e.g., we suspect an exponential

More information

The linear sampling method and the MUSIC algorithm

The linear sampling method and the MUSIC algorithm INSTITUTE OF PHYSICS PUBLISHING INVERSE PROBLEMS Inverse Probles 17 (2001) 591 595 www.iop.org/journals/ip PII: S0266-5611(01)16989-3 The linear sapling ethod and the MUSIC algorith Margaret Cheney Departent

More information

Lower Bounds for Quantized Matrix Completion

Lower Bounds for Quantized Matrix Completion Lower Bounds for Quantized Matrix Copletion Mary Wootters and Yaniv Plan Departent of Matheatics University of Michigan Ann Arbor, MI Eail: wootters, yplan}@uich.edu Mark A. Davenport School of Elec. &

More information

arxiv: v1 [math.co] 19 Apr 2017

arxiv: v1 [math.co] 19 Apr 2017 PROOF OF CHAPOTON S CONJECTURE ON NEWTON POLYTOPES OF q-ehrhart POLYNOMIALS arxiv:1704.0561v1 [ath.co] 19 Apr 017 JANG SOO KIM AND U-KEUN SONG Abstract. Recently, Chapoton found a q-analog of Ehrhart polynoials,

More information

arxiv: v2 [math.nt] 5 Sep 2012

arxiv: v2 [math.nt] 5 Sep 2012 ON STRONGER CONJECTURES THAT IMPLY THE ERDŐS-MOSER CONJECTURE BERND C. KELLNER arxiv:1003.1646v2 [ath.nt] 5 Sep 2012 Abstract. The Erdős-Moser conjecture states that the Diophantine equation S k () = k,

More information

CS Lecture 13. More Maximum Likelihood

CS Lecture 13. More Maximum Likelihood CS 6347 Lecture 13 More Maxiu Likelihood Recap Last tie: Introduction to axiu likelihood estiation MLE for Bayesian networks Optial CPTs correspond to epirical counts Today: MLE for CRFs 2 Maxiu Likelihood

More information

An Approximate Model for the Theoretical Prediction of the Velocity Increase in the Intermediate Ballistics Period

An Approximate Model for the Theoretical Prediction of the Velocity Increase in the Intermediate Ballistics Period An Approxiate Model for the Theoretical Prediction of the Velocity... 77 Central European Journal of Energetic Materials, 205, 2(), 77-88 ISSN 2353-843 An Approxiate Model for the Theoretical Prediction

More information

Physics 215 Winter The Density Matrix

Physics 215 Winter The Density Matrix Physics 215 Winter 2018 The Density Matrix The quantu space of states is a Hilbert space H. Any state vector ψ H is a pure state. Since any linear cobination of eleents of H are also an eleent of H, it

More information

Kinetic Theory of Gases: Elementary Ideas

Kinetic Theory of Gases: Elementary Ideas Kinetic Theory of Gases: Eleentary Ideas 17th February 2010 1 Kinetic Theory: A Discussion Based on a Siplified iew of the Motion of Gases 1.1 Pressure: Consul Engel and Reid Ch. 33.1) for a discussion

More information

COS 424: Interacting with Data. Written Exercises

COS 424: Interacting with Data. Written Exercises COS 424: Interacting with Data Hoework #4 Spring 2007 Regression Due: Wednesday, April 18 Written Exercises See the course website for iportant inforation about collaboration and late policies, as well

More information

PRÜFER SUBSTITUTIONS ON A COUPLED SYSTEM INVOLVING THE p-laplacian

PRÜFER SUBSTITUTIONS ON A COUPLED SYSTEM INVOLVING THE p-laplacian Electronic Journal of Differential Equations, Vol. 23 (23), No. 23, pp. 9. ISSN: 72-669. URL: http://ejde.ath.txstate.edu or http://ejde.ath.unt.edu ftp ejde.ath.txstate.edu PRÜFER SUBSTITUTIONS ON A COUPLED

More information

IN modern society that various systems have become more

IN modern society that various systems have become more Developent of Reliability Function in -Coponent Standby Redundant Syste with Priority Based on Maxiu Entropy Principle Ryosuke Hirata, Ikuo Arizono, Ryosuke Toohiro, Satoshi Oigawa, and Yasuhiko Takeoto

More information

THE CENTER OF MASS FOR SPATIAL BRANCHING PROCESSES AND AN APPLICATION FOR SELF-INTERACTION

THE CENTER OF MASS FOR SPATIAL BRANCHING PROCESSES AND AN APPLICATION FOR SELF-INTERACTION THE CENTER OF MASS FOR SPATIAL BRANCHING PROCESSES AND AN APPLICATION FOR SELF-INTERACTION Abstract. Consider the center of ass of a supercritical branching-brownian otion, or that of a supercritical super-brownian

More information

Kernel Methods and Support Vector Machines

Kernel Methods and Support Vector Machines Intelligent Systes: Reasoning and Recognition Jaes L. Crowley ENSIAG 2 / osig 1 Second Seester 2012/2013 Lesson 20 2 ay 2013 Kernel ethods and Support Vector achines Contents Kernel Functions...2 Quadratic

More information

The Fundamental Basis Theorem of Geometry from an algebraic point of view

The Fundamental Basis Theorem of Geometry from an algebraic point of view Journal of Physics: Conference Series PAPER OPEN ACCESS The Fundaental Basis Theore of Geoetry fro an algebraic point of view To cite this article: U Bekbaev 2017 J Phys: Conf Ser 819 012013 View the article

More information

ON SEQUENCES OF NUMBERS IN GENERALIZED ARITHMETIC AND GEOMETRIC PROGRESSIONS

ON SEQUENCES OF NUMBERS IN GENERALIZED ARITHMETIC AND GEOMETRIC PROGRESSIONS Palestine Journal of Matheatics Vol 4) 05), 70 76 Palestine Polytechnic University-PPU 05 ON SEQUENCES OF NUMBERS IN GENERALIZED ARITHMETIC AND GEOMETRIC PROGRESSIONS Julius Fergy T Rabago Counicated by

More information

Learnability of Gaussians with flexible variances

Learnability of Gaussians with flexible variances Learnability of Gaussians with flexible variances Ding-Xuan Zhou City University of Hong Kong E-ail: azhou@cityu.edu.hk Supported in part by Research Grants Council of Hong Kong Start October 20, 2007

More information

Ph 20.3 Numerical Solution of Ordinary Differential Equations

Ph 20.3 Numerical Solution of Ordinary Differential Equations Ph 20.3 Nuerical Solution of Ordinary Differential Equations Due: Week 5 -v20170314- This Assignent So far, your assignents have tried to failiarize you with the hardware and software in the Physics Coputing

More information

Asymptotics of weighted random sums

Asymptotics of weighted random sums Asyptotics of weighted rando sus José Manuel Corcuera, David Nualart, Mark Podolskij arxiv:402.44v [ath.pr] 6 Feb 204 February 7, 204 Abstract In this paper we study the asyptotic behaviour of weighted

More information

DERIVING PROPER UNIFORM PRIORS FOR REGRESSION COEFFICIENTS

DERIVING PROPER UNIFORM PRIORS FOR REGRESSION COEFFICIENTS DERIVING PROPER UNIFORM PRIORS FOR REGRESSION COEFFICIENTS N. van Erp and P. van Gelder Structural Hydraulic and Probabilistic Design, TU Delft Delft, The Netherlands Abstract. In probles of odel coparison

More information

General Properties of Radiation Detectors Supplements

General Properties of Radiation Detectors Supplements Phys. 649: Nuclear Techniques Physics Departent Yarouk University Chapter 4: General Properties of Radiation Detectors Suppleents Dr. Nidal M. Ershaidat Overview Phys. 649: Nuclear Techniques Physics Departent

More information