Limit laws for area coverage in non Boolean models

Size: px
Start display at page:

Download "Limit laws for area coverage in non Boolean models"

Transcription

1 Limit laws for area coverage in non oolean models Tamal anerjee January 28, 2009 Abstract. Sensor nodes being deployed randomly, one typically models its location by a point process in an appropriate space. The sensing region of each sensor is described by a sequence of independent and identically distributed random sets. Hence sensor network coverage is generally analyzed by an equivalent coverage process. Properties of both area coverage and path coverage are well known in the literature for homogeneous sensor deployments. We study two models where the sensor nodes are deployed according to a stationary ox point process and a non homogeneous Poisson point process respectively. We derive asymptotic properties of vacancy in both the models. Key words. ox point process, non homogeneous Poisson point process, oolean model, area coverage, sensor networks. AMS subject classifications 2000). Primary 60D05; 60G70 Secondary 60K37; 60G55 Department of Mathematics, Indian Institute of Science, angalore , India, banerjee@math.iisc.ernet.in 1

2 1 Introduction 1.1 Motivation overage by a sensor network has always been a challenging problem from both theoretical and application viewpoint. A sensor is a device that measures a physical quantity over a region and converts it into a signal which can be read by an instrument or an observer. The union of all such sensing regions in the sensor field is the coverage provided by the sensor network. overage of a sensor network provides a measure of the quality of surveillance that the network can provide. Some of the common applications of sensor network includes environmental monitoring, emergency rescue, ambient control and surveillance networks. Adopting homogeneous scenarios in modeling the sensor locations is often too simplistic. For example, in applications like battlefield surveillance, an exact area of deployment is not known, at the same time a finite number of sensors are to be deployed over a large area. Even after deploying sensors, its location may change over time due to environmental factors like wind, river stream, rain, etc. Sometimes, a priori knowledge of the sensor field can be used to determine the concentration of sensors in the sensor field. This may result in higher concentration of sensors in some parts and lower concentration in others. Non uniform operational characteristics like interference, frequency of data collection and communication, etc., also results in non uniform degradation of the network [9]). An appropriate way to model such deployments is to assume a non homogeneous distribution for the location of sensors. For instance, the stochastic environmental heterogeneity for the distribution of the sensor nodes may be modeled by a ox point process. This motivates us to consider two such models for sensor deployment and study their coverage properties. In the first model we assume that the sensor locations are distributed according to a stationary ox point process and in the later model we consider a non homogeneous Poisson distribution for the sensor locations. 2

3 1.2 Model Description Let P {ξ i, i 1} be a stochastic point process in d, d 1 and {S 1, S 2,...} be i.i.d random sets in d, independent of P. Then {ξ i + S i, i 1} is called a coverage process. If in addition, P is a stationary Poisson point process then is a oolean model. The points of P may be interpreted as the location of sensors in a random sensor network and the shapes S i may be thought of as the sensing area about the ith sensor. Instead of working with random sets S i, we assume the sets S i s to be a fixed non random) non empty, orel measurable subset say S) of d with finite content c i.e, 0 < c = S < ). We consider the following two modes of deployment of sensors:- i) Model I P {ξ i, i 1} be a ox point process in d. We have the following definition of ox point process from [5] pp ). Let x), x d, be a non negative random field i.e, a non negative stochastic process indexed in d ) defined over some probability space. onditional on x) = λx), for x d, let Pλ) be a non homogeneous Poisson process with intensity function λ. Then P P ) is a ox point process. We assume that is stationary, i.e, E[ x)] = λ, a constant not depending on x. ii) Model II P {ξ i, i 1} be a non homogeneous Poisson process in d with intensity function λx). We assume the following bounds on the intensity function λx), for every fixed d, with finite content 0 λ l ± S) λx) λ u ± S) < x ± S, 1.1) the addition and substraction being understood in the Minkowski sense. 1.1) may be interpreted as the constraints on the number of sensors to be deployed in an operational 3

4 area, which we assume to be known for each fixed. However in Section 3 we study the limit laws keeping fixed. Hence we drop the argument and denote λ l ± S) respectively λ u ± S)) as λ l respectively λ u ) for the rest of the paper. 1.3 Previous Work The coverage problem is one of the oldest in geometric probability. overage processes arising naturally in stochastic geometry have been studied in [12] along with their applications. However the oolean model seems to be the most famous random set model in stochastic geometry. The area coverage properties for the oolean model have been extensively studied in the literature, most notably in [5]. One may also see [8] for some recent results in the case of one coverage. The coverage of a line by a two dimensional oolean model was investigated in [13]. In [10] the authors considers a coverage process where the shapes S i have distributions that depend on the locations of their centers. They analyze the probability of the event that the whole of d will be covered by such a coverage process. The growth of tumor cells have been modeled using coverage process in [2]. The statistical properties of the coverage of a one dimensional path induced by a two dimensional non homogeneous random sensor network have been studied in [9]. In [7] coverage by a finite number of heterogeneous sensors is analyzed using integral geometry. The ox process have been actively applied in Finance and isk Theory [1,6] and in forestry [11]. To the best of our knowledge, the problem of area coverage in the two models, described above has not been addressed before. 1.4 Organization of the Paper and Summary of esults Our paper is in the same sprit as those that study area coverage as in [5]). In Section 2 we consider a coverage process arising out of a ox point process Model I). We derive the expectation and variance of vacancy. Finally we study the asymptotic vacancy under suitable scaling and obtain a central limit theorem for the vacancy. 4

5 We carry out similar type of analysis in Section 3 when P is a non homogeneous Poisson process Model II). We study the asymptotic vacancy under suitable conditions on the intensity function of the non homogeneous Poisson process and derive a central limit theorem for the vacancy. The techniques of the proofs in both cases are in general similar to those in hapter 3 of [5]. We provide a detailed proof for the ox process and indicate a sketch in the other case. 2 overage in a ox point process Model I) 2.1 Expectation and Variance of Vacancy onsider a coverage process {ξ i +S i, i 1} when P is as in i) of Section 1.2. Let be a orel subset of d, 0 < < and S i S i 1, S being a fixed non random) non empty, orel measurable subset of d with finite content c. Define the following indicator function for a point x d 1 if x / ξ i + S, i 1, χx) = 0 otherwise. We define the vacancy V within, to be the d-dimensional volume of the part not covered by, i.e., V = V ) = χx) dx. 2.1) 5

6 y Fubini s theorem and stationarity of the ox point process we obtain from [5] [ ] EV ) = E χx)dx = Pr[ x / ξ i + S, i 1] dx = Pr[ ξ i / x S, i 1] dx = Pr[ ξ i / S, i 1] dx = E [e S x) dx ]. Similarly, we have [e x1 x2 S) S) x) dx] E[χx 1 ) χx 2 )] = E )] = E [e x1 x2 S x) dx+ S x) dx x1 x2 S) S) x) dx = E [ e 2 S x) dx x.e 1 x 2 S) S) x) dx]. 2.2) The last line following from the stationarity of the ox point process. ov[χx 1 ) χx 2 )] = E[χx 1 ) χx 2 )] E[χx 1 )]E[χx 2 )] [ = E e 2 S x) dx x.e 1 x 2 S) S) x) dx] [ E e ]) 2 S x) dx. 2.3) Hence V AV ) = = ov[χx 1 ) χx 2 )] dx 1 dx 2 [ E e 2 S x) dx x.e 1 x 2 S) S) x) dx] E [e ]) ) 2 S x) dx dx 1 dx ) 6

7 2.2 Limit Laws for Model I onsider a coverage process δ) with fixed shapes S and P same as in i) of Section 1.2. We scale the shapes S by δ δ < 1) in the δ) model. Let V be the vacancy within the region 0 < < ) arising from the δ) model. An excellent discussion for studying limit laws in scaled models can be found in Section 3.4 of [5]. ecall that λ = E[ x)]. Theorem 2.1. onsider the scaled coverage process δ). Let δ 0 as a.s. ) ) such that δ d δz) dz δz) dz ρ a.s. 0 < ρ < ), V A e ) δd S δz) dz 0 a.s. d, 0 < <, x) > 0 a.s. and δd λ l, l being any positive constant. Then, δz) dz i) EV ) e ρ S. 2.5) ii) V AV ) ) iii) E V EV ) p 0, 1 p <. 2.7) 7

8 iv) ) δz) dz V AV ) a.s. σ 2 ρ e 2ρ S d [ e ρ y S) S) 1 ] dy. 2.8) Theorem 2.2. onsider the scaled coverage process δ). Let δ 0 as a.s. ) ) such that δ d δz) dz δz) dz ρ a.s. 0 < ρ < ), V A e ) δd S δz) dz 0 a.s. d, 0 < <, x) > 0 a.s. and δd λ l. Then, δz) dz ) 1/2 δz) dz {V EV )} d N0, σ 2 ) a.s. 2.9) where σ 2 is same as in 2.8). emark 2.1. From the scaling laws we have δz) dz a.s. λ. Hence the condition δ d λ l is needed for the above results to hold. emark 2.2. If x) γ, a constant then V A e ) δd S δz) dz = 0. Therefore the condition ) V A e ) δd S δz) dz 0 a.s. is not required in [5] to prove the central limit δz) dz theorem for vacancy in a oolean model. emark 2.3. The limit laws of vacancy for the oolean model can be derived from the above theorems by choosing x) γ, a constant. 8

9 3 overage in a Non Homogeneous Poisson Process Model II) 3.1 Expectation and Variance of Vacancy onsider a coverage process {ξ i + S i, i 1} when P is as in ii) of Section 1.2. Let be a non empty orel subset of d with finite content and S i S i 1, S being a fixed non random) non empty, orel measurable subset of d with finite content c. Define the following indicator function for a point x d 1 if x / ξ i + S, i 1, χx) = 0 otherwise. We define the vacancy V N within, to be the d-dimensional volume of the part not covered by, i.e., V N = V N ) = χx) dx. 3.1) y similar calculations as in Section 2.1 we obtain [ ] EV N ) = E χx)dx = Pr[ x / ξ i + S, i 1] dx = Pr[ ξ i / x S, i 1] dx = e ) x S λt) dt dx. 3.2) 9

10 Similarly, we have E[χx 1 )χx 2 )] = Pr[ x 1 / ξ i + S, i 1 and x 2 / ξ i + S, i 1 ] = Pr[ ξ i / x 1 S, i 1 and ξ i / x 2 S, i 1 ] = Pr[ ξ i / x 1 S) x 2 S), i 1 ] = e x 1 S) x 2 S) λt) dt = e x 1 S λt) dt+ x 2 S λt) dt x 1 S) x 2 S) λt) dt ). 3.3) ov[χx 1 ) χx 2 )] = E[χx 1 ) χx 2 )] E[χx 1 )]E[χx 2 )] ) = e x 1 S λt) dt+ x 2 S λt) dt x 1 S) x 2 S) λt) dt e x 1 S λt) dt) e x 2 S λt) dt). 3.4) Hence V AV N ) = ) e x 1 S λt) dt+ x 2 S [e λt) dt ] x 1 S) x 2 S) λt) dt 1 dx 1 dx ) We have the following bounds for V AV N ) from 1.1) e 2λu S [ e λ l x 1 x 2 +S) S 1 ] dx 1 dx 2 V AV N ) [ e 2λl S e λ u x 1 x 2 +S) S 1 ] dx 1 dx ) 3.2 Limit Laws for Model II onsider a coverage process δ) with fixed shapes S, P same as in ii) of Section 1.2 and the intensity function λx) of the non homogeneous Poisson point process satisfying the bound 10

11 in 1.1). We scale the shapes S by δ δ < 1) in this δ) model. Let V N be the vacancy within the region 0 < < ) arising from the δ) model. To obtain non trivial coverage we assume λ l > 0 and λ u > 0. We obtain the following results by same techniques as in [5]. Lemma 3.1. If δ 0, as λ l and λ u, such that δ d λ l ρ l and δ d λ u ρ u, where 0 < ρ l ρ u <, then for the scaled process δ), lim sup EV N ) e ρ l S λ l,λ u 3.7) and lim inf EV N) e ρu S. 3.8) λ l,λ u If ρ l = ρ = ρ u, then EV N ) e ρ S. 3.9) Lemma 3.2. If δ 0, as λ l and λ u, such that δ d λ l ρ l and δ d λ u ρ u, where 0 < ρ l ρ u <, then for the scaled process, i) V AV N ) 0, even if ρ l ρu). 3.10) ii) E V N EV N ) p 0, 1 p <. 3.11) iii) lim sup λ l V AV N ) ρ l e 2ρ l S e ρ u y+s) S 1 ) dy 3.12) λ l,λ u d and lim sup λ u V AV N ) ρ u e 2ρ l S e ρ u y+s) S 1 ) dy. 3.13) λ l,λ u d 11

12 iv) lim inf λ lv AV N ) ρ l e 2ρu S e ρ l y+s) S 1 ) dy 3.14) λ l,λ u d and lim inf λ uv AV N ) ρ u e 2ρu S e ρ l y+s) S 1 ) dy. 3.15) λ l,λ u d Lemma 3.3. If ρ l = ρ = ρ u then under the same scaling law as in Lemma 3.1 we have for the scaled process, λ i V AV N ) σ 2 ρ e 2ρ S d e ρ y+s) S 1 ) dy for i {l, u}. 3.16) Lemma 3.4. onsider the scaled coverage process δ). If δ 0, as λ l, and λ u, such that δ d λ l ρ and δ d λ u ρ, 0 < ρ <, then for the scaled process, λ 1/2 i {V N EV N )} d N0, σ 2 ) for i {l, u} 3.17) where σ 2 is same as in 3.16). emark 3.1. As mentioned in Section 1.2 both ρ u and ρ l will depend on and S. However, since and S are kept fixed in the entire analysis, we do not indicate their dependence in the notation. emark 3.2. As λ l and λ u, the intensity function λx), pointwise for all x in the area of interest. Hence the scaling law implies δ d λx) ρ, pointwise for all x in that region. 12

13 4 Proof of Main results 4.1 Proof of esults in Model I Proof of Theorem ) follows trivially by dominated convergence theorem. y 2.4) and the inequality e x 1 xe x, x 0, we have, V AV ) [ = E e 2 δs x) dx.e [ E e 2 ) δs x) dx [ E x 1 x 2 δs) δs) x 1 x 2 δs) δs) x) dx] x 1 x 2 δs) δs) ] x) dx [ 2 δ d λ x 1 x 2 S) S) + V A δ E [e ]) ) 2 δs x) dx dx 1 dx 2 x x) dx) e 1 x 2 δs) δs) x) dx)] dx 1 dx V A e ) δs x) dx dx 1 dx V A e ) δs x) dx e δs x) dx ) ]. 4.1) The last line following from Fubini s theorem and the fact that E[ x)] = λ. oth the terms in 4.1) converges to zero under the given scaling law and the fact that S has a finite content. Hence 2.6) follows. y hebychev s inequality, P[ V EV ) > ɛ] V AV ) ɛ 2 0. Hence V EV ) 0 in probability. Since 0 V, the dominated convergence theorem gives us the L p convergence in 2.7). Applying the change of variables x 1 x 2 = y and x 2 = x, we obtain from 2.4) V AV ) = δ d [ dx E e 2δd S δz) dz.e δd y S) S) δz) dz] E [e ]) ) 2 δd S δz) dz dy. x ) δ 4.2) 13

14 It is easy to see under the given scaling law [ f δ x) = E e 2δd S δz) dz.e δd y S) S) δz) dz] E [e ]) ) 2 δd S δz) dz δ 1 x ) m e 2ρ S d e ρ y S) S) 1 ) dy. 4.3) dy y dominated convergence theorem, ) δz) dz V AV ) ρ m dx ρm, as δz) dz a.s. Hence we have 2.8). Proof of Theorem 2.2. Let r be a large positive constant. We divide all of d into a regular lattice of d dimensional cubes of side length τrδ),where τ = 2c = 2 S, so that each cube is separated from its adjacent cube by a spacing strip of width 2τδ). Let A 1 denote the union of all the cubes which are wholly contained within. A 2 be the union of all the spacing strips that are wholly contained within. Finally we denote A 3 as the intersection with of all the spacing strips and the cubes that are contained only partially within. The above configuration is illustrated in Figure 1 for dimension d=2. Let V i) the region A i. The vacancy within can be expressed as, be the vacancy within V = V 1) + V 2) + V 3). As δ 0, under the assumption of the theorem the cubes gets finer and we have A 3 0 a.s. 4.4) 14

15 Figure 1: The region shaded in dark represents A 1 whereas the lightly shaded region represents A 2. The unshaded part within the region represents A 3. We also have, A 2 l, where l is a constant independent of r. 4.5) r The vacancy V i) within the region A i satisfies V AV i) ) [ = E e 2 δs x) dx.e A i A i [ e 2 ) δs x) dx A i A i A i E d E [ x 1 x 2 δs) δs) A i δ 2d λ S ) 2 + A i 2 V A x 1 x 2 δs) δs) x) dx] x 1 x 2 δs) δs) ] x) dx E [e ]) ) 2 δs x) dx dx 1 dx 2 x x) dx) e 1 x 2 δs) δs) x) dx)] dx 1 dx 2 + A i 2 V A e ) δs x) dx dx 1 dx 2 + A i 2 V A e ) δs x) dx e δs x) dx ). 4.6) The last line following from Fubini s theorem and stationarity of the ox process. From 4.4), 4.5) and emark 2.1, we have, lim δz) dz ) δz) dz 15 V AV 3) ) = 0 a.s. 4.7)

16 and lim lim sup r δz) dz ) δz) dz V AV 2) ) = 0 a.s. 4.8) Hence we observe that the only significant term involves V 1) theorem it is enough to show that, and to prove the central limit {V 1) 1) 1) EV )}/V AV ))1/2 d N0, 1) a.s. 4.9) and lim lim sup r δz) dz δz) dz V AV 1 ) V AV ) ) = 0 a.s. 4.10) Let n denote the number of small cubes of length τrδ which make up the region A 1, and let D i denote the ith of these cubes, for 1 i n. We further denote by U i the contribution to V 1) from D i. Then we have V 1) = n i=1 U i. Since the shape δs is contained within a sphere of radius τδ, and the cubes D i are least 2τδ distance apart, the shape δs can not intersect more than one cube. Due to stationarity of the ox point process the variables U i are identically distributed. Hence U i s are i.i.d random variables and we have n V AV 1) ) = V AU i ) = nv AU i ). i Let D be a d dimensional cube of side length τr having the same orientation as D 1. For any two real sequences a n and b n a n b n implies a n /b n 1 as n. From 2.4) we obtain V AV 1) = n D i ) D i nδ 2d e 2ρ S [ E e 2 δs x) dx.e e ρ x 1 x 2 S) S) 1 ) dx 1 dx 2. D D x 1 x 2 δs) δs) x) dx] E [e ]) ) 2 δs x) dx dx 1 dx 2 16

17 Since n = O δz) dz) a.s. we have i E U i EU i ) 3 i V aru = E U i EU i ) 2 E U i EU i ) i)) 3/2 i V aru i)) 3/2 2 D i V aru i ) i V aru i)) 3/2 = 2τrδ) d i V aru i)) 1/2 = O ) ) 1/2 δz) dz ) as δz) dz a.s. Hence 4.9) follows by Lyapunov s central limit theorem. y auchy-schwarz inequality we have V AV ) V AV 1) ) [ )] 2 = E [V E V )] 2 E V E V 1) [ )) = E V 2) + V 3) E V 2) + V 3) [ ) 4 V A + V A V 2) V 3) 2V V 2) V 3) E )] 1/2 [ V A V ) + V A V 2) ))] 2V V 2) V 3) ) )] 1/2 + V A. V 3) 4.12) 4.10) follows from 2.8), 4.7), 4.8) and 4.12). Hence as δz) dz a.s. we have Theorem 2.2. emark 4.1. The condition showing 4.3), 4.7) and 4.8). ) δz) dz V A e ) δd S δz) dz 0 a.s. is used only in 4.2 Proof of esults in Model II y using asymptotic properties of vacancy for the oolean model as in [5], pp ), one can derive all the results for asymptotic vacancy in Section 3.2. While investigating the asymptotic properties of vacancy for the ox point process in Section 2.2, we have modified the proofs given in [5] and illustrated the detailed techniques. Hence to avoid repetitions we 17

18 indicate only a sketch of the proofs in the non homogeneous model. In all the proof that follows the operational area is kept fixed. Proof of Lemma 3.1. We have from 3.2) e λu S EV N ) e λ l S. 4.13) Thus the expected vacancy is bounded from above respectively from below) by the expectation of vacancy in a oolean model driven by a Poisson point process with intensity λ l respectively λ u ) and generated by the same shapes S. Now scaling the shapes S by δs we have, e λuδd S EV N ) e λ lδ d S. Hence 3.7) and 3.8) follows under the scaling law in Lemma 3.1. In the case when ρ u = ρ = ρ l, 3.9) follows trivially. Proof of Lemma 3.2. From equation 3.6) for the scaled process we have V AV N ) e 2λ lδ d S [ e λuδd x 1 x 2 δ +S) S ) 1 ] dx 1 dx ) 3.10) now follows by the same argument as in 2.6) of Theorem 2.1. y hebychev s inequality, P[ V N EV N ) > ɛ] V AV N) ɛ 2 0. Hence V N EV N ) 0 in probability. Since 0 V N, the dominated convergence theorem gives us the L p convergence in 3.11). y making the change of variable, x 1 x 2 = y and x 2 = x, as in the proof of 2.8) in Theorem 2.1 one can prove 3.12), 3.13), 3.14) and 18

19 3.15). Lemma 3.3 follows trivially from Lemma 3.2 when ρ l = ρ = ρ u. Proof of Lemma 3.4. We proceed exactly as in the proof of Theorem 2.2. Unless otherwise stated all the notations that are used in the proof of Theorem 2.2 will have an analogous meaning for Model II. We obtain the following equations for the scaled process from 3.6) and [5]. V AV i) N ) [ e 2λ l δs e λ u x 1 x 2 +δs) δs ) 1 ] dx 1 dx 2 A i A i λ u δ 2d e λuδd S A i S ) Hence and lim lim λ uv A λ l,λ u lim sup r λ l,λ u V 3) N λ u V A ) = ) V 2) N ) = ) Hence to prove the central limit theorem it is sufficient to prove that {V 1) N 1) 1) EV N )}/V AV N )1/2 d N0, 1), 4.18) and lim lim sup λ u V A r λ l,λ u V 1) N ) V AV N )) = ) 19

20 n i=1 E U i EU i ) 3 τrδ)d n i=1 V AU 3/2 i)) n i=1 V aru i)) 1/2 τrδ) d ne 2λu δs D i D i [e λ l x 1 x 2 +δs) δs 1] dx 1 dx 2 ) 1/2 = Oλ 1/2 u ) 0 under the given scaling law. 4.20) Therefore 4.18) follows by Lyapunov s central limit theorem. The rest of the proof follows as in [5] pp ). The other statement in Lemma 3.4 can be proved in a similar way. 5 elated Problems The results of [5] for asymptotic vacancy in a oolean model have been generalized in [4], using the notion of associated random measures. It could be interesting to obtain similar generalization results for the coverage processes studied in our paper. It is not clear if one can obtain a central limit theorem for the vacancy in non homogeneous deployment of sensors without imposing condition 1.1) on the intensity function. One can carry out a similar type of analysis of path coverage as in [9,13] for the ox point process. Acknowledgements The present author would like to thank Debleena Thacker for drawing the figure and providing important suggestions in preparing this report. 20

21 eferences [1] S. ASU AND A. DASSIOS, A ox process with log-normal intensity, Insurance: Mathematics and Economics, Volume 31, pp , [2] N. ESSIE AND F. L. HUNTING, A spatial statistical analysis of Tumor growth, Journal of the American Statistical Association, Volume 87, No. 418, [3] N. EISENAUM, A ox process involved in the ose-einstein condensation, Annales Henri Poincare, irkhauser asel, Volume 9, No. 6, Oct [4] STEVEN N. EVANS, escaling the Vacancy of a oolean overage Process, Seminar on Stochastic Processes, irkhauser, pp , [5] P.HALL, Introduction to the Theory of overage Process, John Wiley and Sons, [6] DAVID LANDO, On ox processes and credit risky securities, eview of Derivatives esearch, Springer Netherlands, Volume 2, No. 2-3, pp , Dec [7] L. LAZOS AND. POOVENDAN, Stochastic coverage in heterogeneous sensor networks, AM Transactions on Sensor Networks 2, 3 August), pp , [8]. LIU AND D. TOWSLEY, A study on the coverage of large scale networks, Proceedings of AM MobiHoc, [9] P. MANOHA, S. SUNDHA AM AND D. MANJUNATH, On the path coverage properties by a non homogeneous sensor field, Proceedings of IEEE Globecom, San Francisco A, USA, Nov 30-Dec 02, [10] I. MOLHANOV AND V. SHEAKOV, overage of the Whole Space, Advances in Applied Probabilty SGSA) 35, pp ,

22 [11] J. MOLLE, A.. SYVESVEEN AND. P. WAAGEPETESEN, Log Gaussian ox processes: A statistical model for analyzing stand structural heterogeneity in forestry, Proceedings of First European onference for Information Technology in Agriculture, openhagen, 1997 to appear). [12] D. STOYAN, W. S. KENDALL AND J. MEKE, Stochastic geometry and its Applications, John Wiley and Sons, 2nd edition, [13] S. SUNDHA AM, D. MANJUNATH, S. K. IYE, AND D. YOGESHWAAN, On the path sensing properties of random sensor networks, IEEE Transactions on Mobile omputing, pp , May

Probabilistic model for Intrusion Detection in Wireless Sensor Network

Probabilistic model for Intrusion Detection in Wireless Sensor Network Probabilistic model for Intrusion Detection in Wireless Sensor Network Maduri Chopde, Kimi Ramteke and Satish Kamble Department of Computer Science PICT, Pune Pune University, India madhurichopde@gmail.com,

More information

ONE of the main applications of wireless sensor networks

ONE of the main applications of wireless sensor networks 2658 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 52, NO. 6, JUNE 2006 Coverage by Romly Deployed Wireless Sensor Networks Peng-Jun Wan, Member, IEEE, Chih-Wei Yi, Member, IEEE Abstract One of the main

More information

Research Reports on Mathematical and Computing Sciences

Research Reports on Mathematical and Computing Sciences ISSN 1342-2804 Research Reports on Mathematical and Computing Sciences Long-tailed degree distribution of a random geometric graph constructed by the Boolean model with spherical grains Naoto Miyoshi,

More information

Topics in Stochastic Geometry. Lecture 4 The Boolean model

Topics in Stochastic Geometry. Lecture 4 The Boolean model Institut für Stochastik Karlsruher Institut für Technologie Topics in Stochastic Geometry Lecture 4 The Boolean model Lectures presented at the Department of Mathematical Sciences University of Bath May

More information

MATH 31BH Homework 1 Solutions

MATH 31BH Homework 1 Solutions MATH 3BH Homework Solutions January 0, 04 Problem.5. (a) (x, y)-plane in R 3 is closed and not open. To see that this plane is not open, notice that any ball around the origin (0, 0, 0) will contain points

More information

Course 212: Academic Year Section 1: Metric Spaces

Course 212: Academic Year Section 1: Metric Spaces Course 212: Academic Year 1991-2 Section 1: Metric Spaces D. R. Wilkins Contents 1 Metric Spaces 3 1.1 Distance Functions and Metric Spaces............. 3 1.2 Convergence and Continuity in Metric Spaces.........

More information

Asymptotic Distribution of The Number of Isolated Nodes in Wireless Ad Hoc Networks with Unreliable Nodes and Links

Asymptotic Distribution of The Number of Isolated Nodes in Wireless Ad Hoc Networks with Unreliable Nodes and Links Asymptotic Distribution of The Number of Isolated Nodes in Wireless Ad Hoc Networs with Unreliable Nodes and Lins Chih-Wei Yi, Peng-Jun Wan, Kuo-Wei Lin and Chih-Hao Huang Department of Computer Science

More information

Metric Spaces and Topology

Metric Spaces and Topology Chapter 2 Metric Spaces and Topology From an engineering perspective, the most important way to construct a topology on a set is to define the topology in terms of a metric on the set. This approach underlies

More information

UPPER DEVIATIONS FOR SPLIT TIMES OF BRANCHING PROCESSES

UPPER DEVIATIONS FOR SPLIT TIMES OF BRANCHING PROCESSES Applied Probability Trust 7 May 22 UPPER DEVIATIONS FOR SPLIT TIMES OF BRANCHING PROCESSES HAMED AMINI, AND MARC LELARGE, ENS-INRIA Abstract Upper deviation results are obtained for the split time of a

More information

Introduction to Real Analysis Alternative Chapter 1

Introduction to Real Analysis Alternative Chapter 1 Christopher Heil Introduction to Real Analysis Alternative Chapter 1 A Primer on Norms and Banach Spaces Last Updated: March 10, 2018 c 2018 by Christopher Heil Chapter 1 A Primer on Norms and Banach Spaces

More information

Math 4317 : Real Analysis I Mid-Term Exam 1 25 September 2012

Math 4317 : Real Analysis I Mid-Term Exam 1 25 September 2012 Instructions: Answer all of the problems. Math 4317 : Real Analysis I Mid-Term Exam 1 25 September 2012 Definitions (2 points each) 1. State the definition of a metric space. A metric space (X, d) is set

More information

The Lebesgue Integral

The Lebesgue Integral The Lebesgue Integral Brent Nelson In these notes we give an introduction to the Lebesgue integral, assuming only a knowledge of metric spaces and the iemann integral. For more details see [1, Chapters

More information

1 Introduction. 2 Measure theoretic definitions

1 Introduction. 2 Measure theoretic definitions 1 Introduction These notes aim to recall some basic definitions needed for dealing with random variables. Sections to 5 follow mostly the presentation given in chapter two of [1]. Measure theoretic definitions

More information

LAW OF LARGE NUMBERS FOR THE SIRS EPIDEMIC

LAW OF LARGE NUMBERS FOR THE SIRS EPIDEMIC LAW OF LARGE NUMBERS FOR THE SIRS EPIDEMIC R. G. DOLGOARSHINNYKH Abstract. We establish law of large numbers for SIRS stochastic epidemic processes: as the population size increases the paths of SIRS epidemic

More information

large number of i.i.d. observations from P. For concreteness, suppose

large number of i.i.d. observations from P. For concreteness, suppose 1 Subsampling Suppose X i, i = 1,..., n is an i.i.d. sequence of random variables with distribution P. Let θ(p ) be some real-valued parameter of interest, and let ˆθ n = ˆθ n (X 1,..., X n ) be some estimate

More information

On Locating-Dominating Codes in Binary Hamming Spaces

On Locating-Dominating Codes in Binary Hamming Spaces Discrete Mathematics and Theoretical Computer Science 6, 2004, 265 282 On Locating-Dominating Codes in Binary Hamming Spaces Iiro Honkala and Tero Laihonen and Sanna Ranto Department of Mathematics and

More information

University Of Calgary Department of Mathematics and Statistics

University Of Calgary Department of Mathematics and Statistics University Of Calgary Department of Mathematics and Statistics Hawkes Seminar May 23, 2018 1 / 46 Some Problems in Insurance and Reinsurance Mohamed Badaoui Department of Electrical Engineering National

More information

STAT 7032 Probability Spring Wlodek Bryc

STAT 7032 Probability Spring Wlodek Bryc STAT 7032 Probability Spring 2018 Wlodek Bryc Created: Friday, Jan 2, 2014 Revised for Spring 2018 Printed: January 9, 2018 File: Grad-Prob-2018.TEX Department of Mathematical Sciences, University of Cincinnati,

More information

Delay-Based Connectivity of Wireless Networks

Delay-Based Connectivity of Wireless Networks Delay-Based Connectivity of Wireless Networks Martin Haenggi Abstract Interference in wireless networks causes intricate dependencies between the formation of links. In current graph models of wireless

More information

Mathematics for Economists

Mathematics for Economists Mathematics for Economists Victor Filipe Sao Paulo School of Economics FGV Metric Spaces: Basic Definitions Victor Filipe (EESP/FGV) Mathematics for Economists Jan.-Feb. 2017 1 / 34 Definitions and Examples

More information

A mathematical framework for Exact Milestoning

A mathematical framework for Exact Milestoning A mathematical framework for Exact Milestoning David Aristoff (joint work with Juan M. Bello-Rivas and Ron Elber) Colorado State University July 2015 D. Aristoff (Colorado State University) July 2015 1

More information

SHARP BOUNDARY TRACE INEQUALITIES. 1. Introduction

SHARP BOUNDARY TRACE INEQUALITIES. 1. Introduction SHARP BOUNDARY TRACE INEQUALITIES GILES AUCHMUTY Abstract. This paper describes sharp inequalities for the trace of Sobolev functions on the boundary of a bounded region R N. The inequalities bound (semi-)norms

More information

Chapter 4. The dominated convergence theorem and applications

Chapter 4. The dominated convergence theorem and applications Chapter 4. The dominated convergence theorem and applications The Monotone Covergence theorem is one of a number of key theorems alllowing one to exchange limits and [Lebesgue] integrals (or derivatives

More information

From Fractional Brownian Motion to Multifractional Brownian Motion

From Fractional Brownian Motion to Multifractional Brownian Motion From Fractional Brownian Motion to Multifractional Brownian Motion Antoine Ayache USTL (Lille) Antoine.Ayache@math.univ-lille1.fr Cassino December 2010 A.Ayache (USTL) From FBM to MBM Cassino December

More information

NEW FRONTIERS IN APPLIED PROBABILITY

NEW FRONTIERS IN APPLIED PROBABILITY J. Appl. Prob. Spec. Vol. 48A, 209 213 (2011) Applied Probability Trust 2011 NEW FRONTIERS IN APPLIED PROBABILITY A Festschrift for SØREN ASMUSSEN Edited by P. GLYNN, T. MIKOSCH and T. ROLSKI Part 4. Simulation

More information

Product measure and Fubini s theorem

Product measure and Fubini s theorem Chapter 7 Product measure and Fubini s theorem This is based on [Billingsley, Section 18]. 1. Product spaces Suppose (Ω 1, F 1 ) and (Ω 2, F 2 ) are two probability spaces. In a product space Ω = Ω 1 Ω

More information

Stochastic Optimization with Inequality Constraints Using Simultaneous Perturbations and Penalty Functions

Stochastic Optimization with Inequality Constraints Using Simultaneous Perturbations and Penalty Functions International Journal of Control Vol. 00, No. 00, January 2007, 1 10 Stochastic Optimization with Inequality Constraints Using Simultaneous Perturbations and Penalty Functions I-JENG WANG and JAMES C.

More information

Introduction to Hausdorff Measure and Dimension

Introduction to Hausdorff Measure and Dimension Introduction to Hausdorff Measure and Dimension Dynamics Learning Seminar, Liverpool) Poj Lertchoosakul 28 September 2012 1 Definition of Hausdorff Measure and Dimension Let X, d) be a metric space, let

More information

SELECTIVELY BALANCING UNIT VECTORS AART BLOKHUIS AND HAO CHEN

SELECTIVELY BALANCING UNIT VECTORS AART BLOKHUIS AND HAO CHEN SELECTIVELY BALANCING UNIT VECTORS AART BLOKHUIS AND HAO CHEN Abstract. A set U of unit vectors is selectively balancing if one can find two disjoint subsets U + and U, not both empty, such that the Euclidean

More information

Gravitational allocation to Poisson points

Gravitational allocation to Poisson points Gravitational allocation to Poisson points Sourav Chatterjee joint work with Ron Peled Yuval Peres Dan Romik Allocation rules Let Ξ be a discrete subset of R d. An allocation (of Lebesgue measure to Ξ)

More information

Pricing of Cyber Insurance Contracts in a Network Model

Pricing of Cyber Insurance Contracts in a Network Model Pricing of Cyber Insurance Contracts in a Network Model Stefan Weber Leibniz Universität Hannover www.stochastik.uni-hannover.de (joint work with Matthias Fahrenwaldt & Kerstin Weske) WU Wien December

More information

1 Lesson 1: Brunn Minkowski Inequality

1 Lesson 1: Brunn Minkowski Inequality 1 Lesson 1: Brunn Minkowski Inequality A set A R n is called convex if (1 λ)x + λy A for any x, y A and any λ [0, 1]. The Minkowski sum of two sets A, B R n is defined by A + B := {a + b : a A, b B}. One

More information

SIGNAL STRENGTH LOCALIZATION BOUNDS IN AD HOC & SENSOR NETWORKS WHEN TRANSMIT POWERS ARE RANDOM. Neal Patwari and Alfred O.

SIGNAL STRENGTH LOCALIZATION BOUNDS IN AD HOC & SENSOR NETWORKS WHEN TRANSMIT POWERS ARE RANDOM. Neal Patwari and Alfred O. SIGNAL STRENGTH LOCALIZATION BOUNDS IN AD HOC & SENSOR NETWORKS WHEN TRANSMIT POWERS ARE RANDOM Neal Patwari and Alfred O. Hero III Department of Electrical Engineering & Computer Science University of

More information

Functional Analysis, Math 7320 Lecture Notes from August taken by Yaofeng Su

Functional Analysis, Math 7320 Lecture Notes from August taken by Yaofeng Su Functional Analysis, Math 7320 Lecture Notes from August 30 2016 taken by Yaofeng Su 1 Essentials of Topology 1.1 Continuity Next we recall a stronger notion of continuity: 1.1.1 Definition. Let (X, d

More information

Stochastic Volatility and Correction to the Heat Equation

Stochastic Volatility and Correction to the Heat Equation Stochastic Volatility and Correction to the Heat Equation Jean-Pierre Fouque, George Papanicolaou and Ronnie Sircar Abstract. From a probabilist s point of view the Twentieth Century has been a century

More information

Random Bernstein-Markov factors

Random Bernstein-Markov factors Random Bernstein-Markov factors Igor Pritsker and Koushik Ramachandran October 20, 208 Abstract For a polynomial P n of degree n, Bernstein s inequality states that P n n P n for all L p norms on the unit

More information

Homework 11. Solutions

Homework 11. Solutions Homework 11. Solutions Problem 2.3.2. Let f n : R R be 1/n times the characteristic function of the interval (0, n). Show that f n 0 uniformly and f n µ L = 1. Why isn t it a counterexample to the Lebesgue

More information

Problem Set 1: Solutions Math 201A: Fall Problem 1. Let (X, d) be a metric space. (a) Prove the reverse triangle inequality: for every x, y, z X

Problem Set 1: Solutions Math 201A: Fall Problem 1. Let (X, d) be a metric space. (a) Prove the reverse triangle inequality: for every x, y, z X Problem Set 1: s Math 201A: Fall 2016 Problem 1. Let (X, d) be a metric space. (a) Prove the reverse triangle inequality: for every x, y, z X d(x, y) d(x, z) d(z, y). (b) Prove that if x n x and y n y

More information

EQUIVALENCE OF TOPOLOGIES AND BOREL FIELDS FOR COUNTABLY-HILBERT SPACES

EQUIVALENCE OF TOPOLOGIES AND BOREL FIELDS FOR COUNTABLY-HILBERT SPACES EQUIVALENCE OF TOPOLOGIES AND BOREL FIELDS FOR COUNTABLY-HILBERT SPACES JEREMY J. BECNEL Abstract. We examine the main topologies wea, strong, and inductive placed on the dual of a countably-normed space

More information

Stochastic process for macro

Stochastic process for macro Stochastic process for macro Tianxiao Zheng SAIF 1. Stochastic process The state of a system {X t } evolves probabilistically in time. The joint probability distribution is given by Pr(X t1, t 1 ; X t2,

More information

CHAPTER 4 IMPERFECTIONS IN SOLIDS PROBLEM SOLUTIONS

CHAPTER 4 IMPERFECTIONS IN SOLIDS PROBLEM SOLUTIONS 4-1 CHAPTER 4 IMPERFECTIONS IN SOLIDS PROBLEM SOLUTIONS Vacancies and Self-Interstitials 4.1 In order to compute the fraction of atom sites that are vacant in copper at 1357 K, we must employ Equation

More information

A square Riemann integrable function whose Fourier transform is not square Riemann integrable

A square Riemann integrable function whose Fourier transform is not square Riemann integrable A square iemann integrable function whose Fourier transform is not square iemann integrable Andrew D. Lewis 2009/03/18 Last updated: 2009/09/15 Abstract An explicit example of such a function is provided.

More information

Asymptotic normality of conditional distribution estimation in the single index model

Asymptotic normality of conditional distribution estimation in the single index model Acta Univ. Sapientiae, Mathematica, 9, 207 62 75 DOI: 0.55/ausm-207-000 Asymptotic normality of conditional distribution estimation in the single index model Diaa Eddine Hamdaoui Laboratory of Stochastic

More information

Theorem 2.1 (Caratheodory). A (countably additive) probability measure on a field has an extension. n=1

Theorem 2.1 (Caratheodory). A (countably additive) probability measure on a field has an extension. n=1 Chapter 2 Probability measures 1. Existence Theorem 2.1 (Caratheodory). A (countably additive) probability measure on a field has an extension to the generated σ-field Proof of Theorem 2.1. Let F 0 be

More information

EURECOM Campus SophiaTech CS Sophia Antipolis cedex FRANCE

EURECOM Campus SophiaTech CS Sophia Antipolis cedex FRANCE EURECOM Campus SophiaTech CS 593 694 Sophia Antipolis cedex FRANCE Research Report RR-5-34 Distribution of the Number of Poisson Points in Poisson Voronoi Tessellation December, 4 George Arvanitakis Tel

More information

Probability and Measure

Probability and Measure Part II Year 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2018 84 Paper 4, Section II 26J Let (X, A) be a measurable space. Let T : X X be a measurable map, and µ a probability

More information

Sobolev spaces. May 18

Sobolev spaces. May 18 Sobolev spaces May 18 2015 1 Weak derivatives The purpose of these notes is to give a very basic introduction to Sobolev spaces. More extensive treatments can e.g. be found in the classical references

More information

SIGNAL STRENGTH LOCALIZATION BOUNDS IN AD HOC & SENSOR NETWORKS WHEN TRANSMIT POWERS ARE RANDOM. Neal Patwari and Alfred O.

SIGNAL STRENGTH LOCALIZATION BOUNDS IN AD HOC & SENSOR NETWORKS WHEN TRANSMIT POWERS ARE RANDOM. Neal Patwari and Alfred O. SIGNAL STRENGTH LOCALIZATION BOUNDS IN AD HOC & SENSOR NETWORKS WHEN TRANSMIT POWERS ARE RANDOM Neal Patwari and Alfred O. Hero III Department of Electrical Engineering & Computer Science University of

More information

The Azéma-Yor Embedding in Non-Singular Diffusions

The Azéma-Yor Embedding in Non-Singular Diffusions Stochastic Process. Appl. Vol. 96, No. 2, 2001, 305-312 Research Report No. 406, 1999, Dept. Theoret. Statist. Aarhus The Azéma-Yor Embedding in Non-Singular Diffusions J. L. Pedersen and G. Peskir Let

More information

Notes 1 : Measure-theoretic foundations I

Notes 1 : Measure-theoretic foundations I Notes 1 : Measure-theoretic foundations I Math 733-734: Theory of Probability Lecturer: Sebastien Roch References: [Wil91, Section 1.0-1.8, 2.1-2.3, 3.1-3.11], [Fel68, Sections 7.2, 8.1, 9.6], [Dur10,

More information

(b) If f L p (R), with 1 < p, then Mf L p (R) and. Mf L p (R) C(p) f L p (R) with C(p) depending only on p.

(b) If f L p (R), with 1 < p, then Mf L p (R) and. Mf L p (R) C(p) f L p (R) with C(p) depending only on p. Lecture 3: Carleson Measures via Harmonic Analysis Much of the argument from this section is taken from the book by Garnett, []. The interested reader can also see variants of this argument in the book

More information

Cross-Selling in a Call Center with a Heterogeneous Customer Population. Technical Appendix

Cross-Selling in a Call Center with a Heterogeneous Customer Population. Technical Appendix Cross-Selling in a Call Center with a Heterogeneous Customer opulation Technical Appendix Itay Gurvich Mor Armony Costis Maglaras This technical appendix is dedicated to the completion of the proof of

More information

Lecture Notes in Advanced Calculus 1 (80315) Raz Kupferman Institute of Mathematics The Hebrew University

Lecture Notes in Advanced Calculus 1 (80315) Raz Kupferman Institute of Mathematics The Hebrew University Lecture Notes in Advanced Calculus 1 (80315) Raz Kupferman Institute of Mathematics The Hebrew University February 7, 2007 2 Contents 1 Metric Spaces 1 1.1 Basic definitions...........................

More information

Uniformly discrete forests with poor visibility

Uniformly discrete forests with poor visibility Uniformly discrete forests with poor visibility Noga Alon August 19, 2017 Abstract We prove that there is a set F in the plane so that the distance between any two points of F is at least 1, and for any

More information

On the quantiles of the Brownian motion and their hitting times.

On the quantiles of the Brownian motion and their hitting times. On the quantiles of the Brownian motion and their hitting times. Angelos Dassios London School of Economics May 23 Abstract The distribution of the α-quantile of a Brownian motion on an interval [, t]

More information

Asymptotic behavior for sums of non-identically distributed random variables

Asymptotic behavior for sums of non-identically distributed random variables Appl. Math. J. Chinese Univ. 2019, 34(1: 45-54 Asymptotic behavior for sums of non-identically distributed random variables YU Chang-jun 1 CHENG Dong-ya 2,3 Abstract. For any given positive integer m,

More information

The main results about probability measures are the following two facts:

The main results about probability measures are the following two facts: Chapter 2 Probability measures The main results about probability measures are the following two facts: Theorem 2.1 (extension). If P is a (continuous) probability measure on a field F 0 then it has a

More information

Introduction to Empirical Processes and Semiparametric Inference Lecture 12: Glivenko-Cantelli and Donsker Results

Introduction to Empirical Processes and Semiparametric Inference Lecture 12: Glivenko-Cantelli and Donsker Results Introduction to Empirical Processes and Semiparametric Inference Lecture 12: Glivenko-Cantelli and Donsker Results Michael R. Kosorok, Ph.D. Professor and Chair of Biostatistics Professor of Statistics

More information

Asymptotic Nonequivalence of Nonparametric Experiments When the Smoothness Index is ½

Asymptotic Nonequivalence of Nonparametric Experiments When the Smoothness Index is ½ University of Pennsylvania ScholarlyCommons Statistics Papers Wharton Faculty Research 1998 Asymptotic Nonequivalence of Nonparametric Experiments When the Smoothness Index is ½ Lawrence D. Brown University

More information

Triple integrals in Cartesian coordinates (Sect. 15.5)

Triple integrals in Cartesian coordinates (Sect. 15.5) Triple integrals in Cartesian coordinates (Sect. 5.5) Triple integrals in rectangular boes. Triple integrals in arbitrar domains. Volume on a region in space. Triple integrals in rectangular boes Definition

More information

ON FRACTAL DIMENSION OF INVARIANT SETS

ON FRACTAL DIMENSION OF INVARIANT SETS ON FRACTAL DIMENSION OF INVARIANT SETS R. MIRZAIE We give an upper bound for the box dimension of an invariant set of a differentiable function f : U M. Here U is an open subset of a Riemannian manifold

More information

arxiv: v2 [math.pr] 27 Oct 2015

arxiv: v2 [math.pr] 27 Oct 2015 A brief note on the Karhunen-Loève expansion Alen Alexanderian arxiv:1509.07526v2 [math.pr] 27 Oct 2015 October 28, 2015 Abstract We provide a detailed derivation of the Karhunen Loève expansion of a stochastic

More information

The square root rule for adaptive importance sampling

The square root rule for adaptive importance sampling The square root rule for adaptive importance sampling Art B. Owen Stanford University Yi Zhou January 2019 Abstract In adaptive importance sampling, and other contexts, we have unbiased and uncorrelated

More information

Stochastic Calculus. Kevin Sinclair. August 2, 2016

Stochastic Calculus. Kevin Sinclair. August 2, 2016 Stochastic Calculus Kevin Sinclair August, 16 1 Background Suppose we have a Brownian motion W. This is a process, and the value of W at a particular time T (which we write W T ) is a normally distributed

More information

Performance Estimates of the Pseudo-Random Method for Radar Detection

Performance Estimates of the Pseudo-Random Method for Radar Detection 1 Performance Estimates of the Pseudo-Random Method for Radar Detection Alexander Fish and Shamgar Gurevich Abstract A performance of the pseudo-random method for the radar detection is analyzed. The radar

More information

THE SOLOW-SWAN MODEL WITH A NEGATIVE LABOR GROWTH RATE

THE SOLOW-SWAN MODEL WITH A NEGATIVE LABOR GROWTH RATE Journal of Mathematical Sciences: Advances and Applications Volume 9, Number /,, Pages 9-38 THE SOLOW-SWAN MODEL WITH A NEGATIVE LABOR GROWTH RATE School of Economic Mathematics Southwestern University

More information

The double layer potential

The double layer potential The double layer potential In this project, our goal is to explain how the Dirichlet problem for a linear elliptic partial differential equation can be converted into an integral equation by representing

More information

The properties of L p -GMM estimators

The properties of L p -GMM estimators The properties of L p -GMM estimators Robert de Jong and Chirok Han Michigan State University February 2000 Abstract This paper considers Generalized Method of Moment-type estimators for which a criterion

More information

BALANCING GAUSSIAN VECTORS. 1. Introduction

BALANCING GAUSSIAN VECTORS. 1. Introduction BALANCING GAUSSIAN VECTORS KEVIN P. COSTELLO Abstract. Let x 1,... x n be independent normally distributed vectors on R d. We determine the distribution function of the minimum norm of the 2 n vectors

More information

Math General Topology Fall 2012 Homework 1 Solutions

Math General Topology Fall 2012 Homework 1 Solutions Math 535 - General Topology Fall 2012 Homework 1 Solutions Definition. Let V be a (real or complex) vector space. A norm on V is a function : V R satisfying: 1. Positivity: x 0 for all x V and moreover

More information

A Dynamic Contagion Process with Applications to Finance & Insurance

A Dynamic Contagion Process with Applications to Finance & Insurance A Dynamic Contagion Process with Applications to Finance & Insurance Angelos Dassios Department of Statistics London School of Economics Angelos Dassios, Hongbiao Zhao (LSE) A Dynamic Contagion Process

More information

Sampling Contingency Tables

Sampling Contingency Tables Sampling Contingency Tables Martin Dyer Ravi Kannan John Mount February 3, 995 Introduction Given positive integers and, let be the set of arrays with nonnegative integer entries and row sums respectively

More information

UNCERTAINTY FUNCTIONAL DIFFERENTIAL EQUATIONS FOR FINANCE

UNCERTAINTY FUNCTIONAL DIFFERENTIAL EQUATIONS FOR FINANCE Surveys in Mathematics and its Applications ISSN 1842-6298 (electronic), 1843-7265 (print) Volume 5 (2010), 275 284 UNCERTAINTY FUNCTIONAL DIFFERENTIAL EQUATIONS FOR FINANCE Iuliana Carmen Bărbăcioru Abstract.

More information

ELEMENTS OF PROBABILITY THEORY

ELEMENTS OF PROBABILITY THEORY ELEMENTS OF PROBABILITY THEORY Elements of Probability Theory A collection of subsets of a set Ω is called a σ algebra if it contains Ω and is closed under the operations of taking complements and countable

More information

Duality of multiparameter Hardy spaces H p on spaces of homogeneous type

Duality of multiparameter Hardy spaces H p on spaces of homogeneous type Duality of multiparameter Hardy spaces H p on spaces of homogeneous type Yongsheng Han, Ji Li, and Guozhen Lu Department of Mathematics Vanderbilt University Nashville, TN Internet Analysis Seminar 2012

More information

Reminder Notes for the Course on Measures on Topological Spaces

Reminder Notes for the Course on Measures on Topological Spaces Reminder Notes for the Course on Measures on Topological Spaces T. C. Dorlas Dublin Institute for Advanced Studies School of Theoretical Physics 10 Burlington Road, Dublin 4, Ireland. Email: dorlas@stp.dias.ie

More information

NOTES ON THE REGULARITY OF QUASICONFORMAL HOMEOMORPHISMS

NOTES ON THE REGULARITY OF QUASICONFORMAL HOMEOMORPHISMS NOTES ON THE REGULARITY OF QUASICONFORMAL HOMEOMORPHISMS CLARK BUTLER. Introduction The purpose of these notes is to give a self-contained proof of the following theorem, Theorem.. Let f : S n S n be a

More information

Fact Sheet Functional Analysis

Fact Sheet Functional Analysis Fact Sheet Functional Analysis Literature: Hackbusch, W.: Theorie und Numerik elliptischer Differentialgleichungen. Teubner, 986. Knabner, P., Angermann, L.: Numerik partieller Differentialgleichungen.

More information

Steiner s formula and large deviations theory

Steiner s formula and large deviations theory Steiner s formula and large deviations theory Venkat Anantharam EECS Department University of California, Berkeley May 19, 2015 Simons Conference on Networks and Stochastic Geometry Blanton Museum of Art

More information

A Short Introduction to Diffusion Processes and Ito Calculus

A Short Introduction to Diffusion Processes and Ito Calculus A Short Introduction to Diffusion Processes and Ito Calculus Cédric Archambeau University College, London Center for Computational Statistics and Machine Learning c.archambeau@cs.ucl.ac.uk January 24,

More information

NATIONAL BOARD FOR HIGHER MATHEMATICS. Research Scholarships Screening Test. Saturday, January 20, Time Allowed: 150 Minutes Maximum Marks: 40

NATIONAL BOARD FOR HIGHER MATHEMATICS. Research Scholarships Screening Test. Saturday, January 20, Time Allowed: 150 Minutes Maximum Marks: 40 NATIONAL BOARD FOR HIGHER MATHEMATICS Research Scholarships Screening Test Saturday, January 2, 218 Time Allowed: 15 Minutes Maximum Marks: 4 Please read, carefully, the instructions that follow. INSTRUCTIONS

More information

RESEARCH REPORT. A note on gaps in proofs of central limit theorems. Christophe A.N. Biscio, Arnaud Poinas and Rasmus Waagepetersen

RESEARCH REPORT. A note on gaps in proofs of central limit theorems.   Christophe A.N. Biscio, Arnaud Poinas and Rasmus Waagepetersen CENTRE FOR STOCHASTIC GEOMETRY AND ADVANCED BIOIMAGING 2017 www.csgb.dk RESEARCH REPORT Christophe A.N. Biscio, Arnaud Poinas and Rasmus Waagepetersen A note on gaps in proofs of central limit theorems

More information

Your first day at work MATH 806 (Fall 2015)

Your first day at work MATH 806 (Fall 2015) Your first day at work MATH 806 (Fall 2015) 1. Let X be a set (with no particular algebraic structure). A function d : X X R is called a metric on X (and then X is called a metric space) when d satisfies

More information

Rice method for the maximum of Gaussian fields

Rice method for the maximum of Gaussian fields Rice method for the maximum of Gaussian fields IWAP, July 8, 2010 Jean-Marc AZAÏS Institut de Mathématiques, Université de Toulouse Jean-Marc AZAÏS ( Institut de Mathématiques, Université de Toulouse )

More information

Key words and phrases. Hausdorff measure, self-similar set, Sierpinski triangle The research of Móra was supported by OTKA Foundation #TS49835

Key words and phrases. Hausdorff measure, self-similar set, Sierpinski triangle The research of Móra was supported by OTKA Foundation #TS49835 Key words and phrases. Hausdorff measure, self-similar set, Sierpinski triangle The research of Móra was supported by OTKA Foundation #TS49835 Department of Stochastics, Institute of Mathematics, Budapest

More information

The Dirichlet boundary problems for second order parabolic operators satisfying a Carleson condition

The Dirichlet boundary problems for second order parabolic operators satisfying a Carleson condition The Dirichlet boundary problems for second order parabolic operators satisfying a Carleson condition Sukjung Hwang CMAC, Yonsei University Collaboration with M. Dindos and M. Mitrea The 1st Meeting of

More information

A Functional Central Limit Theorem for an ARMA(p, q) Process with Markov Switching

A Functional Central Limit Theorem for an ARMA(p, q) Process with Markov Switching Communications for Statistical Applications and Methods 2013, Vol 20, No 4, 339 345 DOI: http://dxdoiorg/105351/csam2013204339 A Functional Central Limit Theorem for an ARMAp, q) Process with Markov Switching

More information

An Introduction to Variational Inequalities

An Introduction to Variational Inequalities An Introduction to Variational Inequalities Stefan Rosenberger Supervisor: Prof. DI. Dr. techn. Karl Kunisch Institut für Mathematik und wissenschaftliches Rechnen Universität Graz January 26, 2012 Stefan

More information

u xx + u yy = 0. (5.1)

u xx + u yy = 0. (5.1) Chapter 5 Laplace Equation The following equation is called Laplace equation in two independent variables x, y: The non-homogeneous problem u xx + u yy =. (5.1) u xx + u yy = F, (5.) where F is a function

More information

Mid Term-1 : Practice problems

Mid Term-1 : Practice problems Mid Term-1 : Practice problems These problems are meant only to provide practice; they do not necessarily reflect the difficulty level of the problems in the exam. The actual exam problems are likely to

More information

Manual for SOA Exam MLC.

Manual for SOA Exam MLC. Chapter 10. Poisson processes. Section 10.5. Nonhomogenous Poisson processes Extract from: Arcones Fall 2009 Edition, available at http://www.actexmadriver.com/ 1/14 Nonhomogenous Poisson processes Definition

More information

A Note on Interference in Random Networks

A Note on Interference in Random Networks CCCG 2012, Charlottetown, P.E.I., August 8 10, 2012 A Note on Interference in Random Networks Luc Devroye Pat Morin Abstract The (maximum receiver-centric) interference of a geometric graph (von Rickenbach

More information

Math 417 Midterm Exam Solutions Friday, July 9, 2010

Math 417 Midterm Exam Solutions Friday, July 9, 2010 Math 417 Midterm Exam Solutions Friday, July 9, 010 Solve any 4 of Problems 1 6 and 1 of Problems 7 8. Write your solutions in the booklet provided. If you attempt more than 5 problems, you must clearly

More information

Wiener Measure and Brownian Motion

Wiener Measure and Brownian Motion Chapter 16 Wiener Measure and Brownian Motion Diffusion of particles is a product of their apparently random motion. The density u(t, x) of diffusing particles satisfies the diffusion equation (16.1) u

More information

Lecture Notes on Metric Spaces

Lecture Notes on Metric Spaces Lecture Notes on Metric Spaces Math 117: Summer 2007 John Douglas Moore Our goal of these notes is to explain a few facts regarding metric spaces not included in the first few chapters of the text [1],

More information

Converse Lyapunov theorem and Input-to-State Stability

Converse Lyapunov theorem and Input-to-State Stability Converse Lyapunov theorem and Input-to-State Stability April 6, 2014 1 Converse Lyapunov theorem In the previous lecture, we have discussed few examples of nonlinear control systems and stability concepts

More information

Upper Bounds on Expected Hitting Times in Mostly-Covered Delay-Tolerant Networks

Upper Bounds on Expected Hitting Times in Mostly-Covered Delay-Tolerant Networks Upper Bounds on Expected Hitting Times in Mostly-Covered Delay-Tolerant Networks Max F. Brugger, Kyle Bradford, Samina Ehsan, Bechir Hamdaoui, Yevgeniy Kovchegov Oregon State University, Corvallis, OR

More information

Tools from Lebesgue integration

Tools from Lebesgue integration Tools from Lebesgue integration E.P. van den Ban Fall 2005 Introduction In these notes we describe some of the basic tools from the theory of Lebesgue integration. Definitions and results will be given

More information

Your first day at work MATH 806 (Fall 2015)

Your first day at work MATH 806 (Fall 2015) Your first day at work MATH 806 (Fall 2015) 1. Let X be a set (with no particular algebraic structure). A function d : X X R is called a metric on X (and then X is called a metric space) when d satisfies

More information

Generalized Neyman Pearson optimality of empirical likelihood for testing parameter hypotheses

Generalized Neyman Pearson optimality of empirical likelihood for testing parameter hypotheses Ann Inst Stat Math (2009) 61:773 787 DOI 10.1007/s10463-008-0172-6 Generalized Neyman Pearson optimality of empirical likelihood for testing parameter hypotheses Taisuke Otsu Received: 1 June 2007 / Revised:

More information