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Let S0 := 0 and Sk := ξ1 + ··· + ξk for k ∈ ℕ := {1, 2, …}, where {ξk : k ∈ ℕ} are independent copies of a random variable ξ with values in ℕ and distribution pk := P{ξ = k}, k ∈ ℕ. We interpret the random walk {Sk : k = 0, 1, 2, …} as a particle jumping to the right through integer positions. Fix n ∈ ℕ and modify the process by requiring that the particle is bumped back to its current state each time a jump would bring the particle to a state larger than or equal to n. This constraint defines an increasing Markov chain {Rk(n) : k = 0, 1, 2, …} which never reaches the state n. We call this process a random walk with barrier n. Let Mn denote the number of jumps of the random walk with barrier n. This paper focuses on the asymptotics of Mn as n tends to ∞. A key observation is that, under p1 > 0, {Mn : n ∈ ℕ} satisfies the distributional recursion M1 = 0 and for n = 2, 3, …, where In is independent of M2, …, Mn−1 with distribution P{In = k} = pk / (p1 + ··· + pn−1), k ∈ {1, …, n − 1}. Depending on the tail behavior of the distribution of ξ, several scalings for Mn and corresponding limiting distributions come into play, including stable distributions and distributions of exponential integrals of subordinators. The methods used in this paper are mainly probabilistic. The key tool is to compare (couple) the number of jumps, Mn, with the first time, Nn, when the unrestricted random walk {Sk : k = 0, 1, …} reaches a state larger than or equal to n. The results are applied to derive the asymptotics of the number of collision events (that take place until there is just a single block) for β(a, b)-coalescent processes with parameters 0 < a < 2 and b = 1.
In this paper we investigate the ‘local’ properties of a random mapping model, TnD̂, which maps the set {1, 2, …, n} into itself. The random mapping TnD̂, which was introduced in a companion paper (Hansen and Jaworski (2008)), is constructed using a collection of exchangeable random variables D̂1, …, D̂n which satisfy In the random digraph, GnD̂, which represents the mapping TnD̂, the in-degree sequence for the vertices is given by the variables D̂1, D̂2, …, D̂n, and, in some sense, GnD̂ can be viewed as an analogue of the general independent degree models from random graph theory. By local properties we mean the distributions of random mapping characteristics related to a given vertex v of GnD̂ - for example, the numbers of predecessors and successors of v in GnD̂. We show that the distribution of several variables associated with the local structure of GnD̂ can be expressed in terms of expectations of simple functions of D̂1, D̂2, …, D̂n. We also consider two special examples of TnD̂ which correspond to random mappings with preferential and anti-preferential attachment, and determine, for these examples, exact and asymptotic distributions for the local structure variables considered in this paper. These distributions are also of independent interest.
A new type of basic hypergeometric series based on Macdonald polynomials is introduced. Besides a pair of Macdonald polynomials attached to two different sets of variables, a key ingredient in the basic hypergeometric series is a bisymmetric function related to Macdonald’s commuting family of q-difference operators, to the Selberg integrals of Tarasov and Varchenko, and to alternating sign matrices. Our main result for series is a multivariable generalization of the celebrated q-binomial theorem. In the limit this q-binomial sum yields a new Selberg integral for Jack polynomials.
We define a subgraph of the zero divisor graph of a ring, associated to the ring idempotents. We study its properties and prove that for large classes of rings the connectedness of the graph is equivalent to the indecomposability of the ring and in those cases we also calculate the graph’s diameter.
We consider two different models of small-world graphs on nodes whose locations are modelled by a stochastic point process. In the first model each node is connected to a fixed number of its nearest neighbours, while in the second model each node is connected to all nodes located within some fixed distance. In both models, nodes are additionally connected via shortcuts to other nodes chosen uniformly at random. We obtain sufficient conditions for connectivity in the first model, and necessary conditions in the second model. Thereby, we show that connectivity is achieved at a smaller value of total degree (nearest neighbours plus shortcuts) in the first model. We also obtain bounds on the diameter of the graph in this model.
Consider a random graph, having a prespecified degree distribution F, but other than that being uniformly distributed, describing the social structure (friendship) in a large community. Suppose that one individual in the community is externally infected by an infectious disease and that the disease has its course by assuming that infected individuals infect their not yet infected friends independently with probability p. For this situation, we determine the values of R0, the basic reproduction number, and τ0, the asymptotic final size in the case of a major outbreak. Furthermore, we examine some different local vaccination strategies, where individuals are chosen randomly and vaccinated, or friends of the selected individuals are vaccinated, prior to the introduction of the disease. For the studied vaccination strategies, we determine Rv, the reproduction number, and τv, the asymptotic final proportion infected in the case of a major outbreak, after vaccinating a fraction v.
Large deviation estimates are derived for sums of random variables with certain dependence structures, including finite population statistics and random graphs. The argument is based on Stein's method, but with a novel modification of Stein's equation inspired by the Cramér transform.
The variable generalised stochastic epidemic model, which allows for variability in both the susceptibilities and infectivities of individuals, is analysed. A very different epidemic model which exhibits variable susceptibility and infectivity is the random-graph epidemic model. A suitable coupling of the two epidemic models is derived which enables us to show that, whilst the epidemics are very different in appearance, they have the same asymptotic final size distribution. The coupling provides a novel approach to studying random-graph epidemic models.
A large deviations principle (LDP), demonstrated for occupancy problems with indistinguishable balls, is generalized to the case in which balls are distinguished by a finite number of colors. The colors of the balls are chosen independently from the occupancy process itself. There are r balls thrown into n urns with the probability of a ball entering a given urn being 1/n (i.e. Maxwell-Boltzmann statistics). The LDP applies with the scale parameter, n, tending to infinity and r increasing proportionally. The LDP holds under mild restrictions, the key one being that the coloring process by itself satisfies an LDP. This includes the important special cases of deterministic coloring patterns and colors chosen with fixed probabilities independently for each ball.
We consider growing random recursive trees in random environments, in which at each step a new vertex is attached (by an edge of random length) to an existing tree vertex according to a probability distribution that assigns the tree vertices masses proportional to their random weights. The main aim of the paper is to study the asymptotic behaviour of the distance from the newly inserted vertex to the tree's root and that of the mean numbers of outgoing vertices as the number of steps tends to ∞. Most of the results are obtained under the assumption that the random weights have a product form with independent, identically distributed factors.
An occupancy model that has arisen in the investigation of randomized distributed schedules in all-optical networks is considered. The model consists of B initially empty urns, and at stage j of the process dj ≤ B balls are placed in distinct urns with uniform probability. Let Mi(j) denote the number of urns containing i balls at the end of stage j. An explicit expression for the joint factorial moments of M0(j) and M1(j) is obtained. A multivariate generating function for the joint factorial moments of Mi(j), 0 ≤ i ≤ I, is derived (where I is a positive integer). Finally, the case in which the dj, j ≥ 1, are independent, identically distributed random variables is investigated.
Consider the random variable Ln defined as the length of a longest common subsequence of two random strings of length n and whose random characters are independent and identically distributed over a finite alphabet. Chvátal and Sankoff showed that the limit γ=limn→∞E[Ln]/n is well defined. The exact value of this constant is not known, but various methods for the computation of upper and lower bounds have been discussed in the literature. Even so, high-precision bounds are hard to come by. In this paper we discuss how large deviation theory can be used to derive a consistent sequence of upper bounds, (qm)m∈ℕ, on γ, and how Monte Carlo simulation can be used in theory to compute estimates, q̂m, of the qm such that, for given Ξ > 0 and Λ ∈ (0,1), we have P[γ < q̂ < γ + Ξ] ≥ Λ. In other words, with high probability the result is an upper bound that approximates γ to high precision. We establish O((1 − Λ)−1Ξ−(4+ε)) as a theoretical upper bound on the complexity of computing q̂m to the given level of accuracy and confidence. Finally, we discuss a practical heuristic based on our theoretical approach and discuss its empirical behavior.
In a recent paper, Kleinberg (2000) considered a small-world network model consisting of a d-dimensional lattice augmented with shortcuts. The probability of a shortcut being present between two points decays as a power, r-α, of the distance, r, between them. Kleinberg showed that greedy routeing is efficient if α = d and that there is no efficient decentralised routeing algorithm if α ≠ d. The results were extended to a continuum model by Franceschetti and Meester (2003). In our work, we extend the result to more realistic models constructed from a Poisson point process wherein each point is connected to all its neighbours within some fixed radius, and possesses random shortcuts to more distant nodes as described above.
We consider a family of long-range percolation models (Gp)p>0 on ℤd that allow dependence between edges and have the following connectivity properties for p ∈ (1/d, ∞): (i) the degree distribution of vertices in Gp has a power-law distribution; (ii) the graph distance between points x and y is bounded by a multiple of logpdlogpd|x - y| with probability 1 - o(1); and (iii) an adversary can delete a relatively small number of nodes from Gp(ℤd ∩ [0, n]d), resulting in two large, disconnected subgraphs.
We propose a simple and efficient scheme for ranking all teams in a tournament where matches can be played simultaneously. We show that the distribution of the number of rounds of the proposed scheme can be derived using lattice path counting techniques used in ballot problems. We also discuss our method from the viewpoint of parallel sorting algorithms.
In Bhatt and Roy's minimal directed spanning tree construction for a random, partially ordered set of points in the unit square, all edges must respect the ‘coordinatewise’ partial order and there must be a directed path from each vertex to a minimal element. We study the asymptotic behaviour of the total length of this graph with power-weighted edges. The limiting distribution is given by the sum of a normal component away from the boundary plus a contribution introduced by the boundary effects, which can be characterized by a fixed-point equation, and is reminiscent of limits arising in the probabilistic analysis of certain algorithms. As the exponent of the power weighting increases, the distribution undergoes a phase transition from the normal contribution being dominant to the boundary effects being dominant. In the critical case in which the weight is simple Euclidean length, both effects contribute significantly to the limit law.
Let F be a probability distribution with support on the nonnegative integers. We describe two algorithms for generating a stationary random graph, with vertex set ℤ, in which the degrees of the vertices are independent, identically distributed random variables with distribution F. Focus is on an algorithm generating a graph in which, initially, a random number of ‘stubs’ with distribution F is attached to each vertex. Each stub is then randomly assigned a direction (left or right) and the edge configuration obtained by pairing stubs pointing to each other, first exhausting all possible connections between nearest neighbors, then linking second-nearest neighbors, and so on. Under the assumption that F has finite mean, it is shown that this algorithm leads to a well-defined configuration, but that the expected length of the shortest edge attached to a given vertex is infinite. It is also shown that any stationary algorithm for pairing stubs with random, independent directions causes the total length of the edges attached to a given vertex to have infinite mean. Connections to the problem of constructing finitary isomorphisms between Bernoulli shifts are discussed.
The trie is a sort of digital tree. Ideally, to achieve balance, the trie should grow from an unbiased source generating keys of bits with equal likelihoods. In practice, the lack of bias is not always guaranteed. We investigate the distance between randomly selected pairs of nodes among the keys in a biased trie. This research complements that of Christophi and Mahmoud (2005); however, the results and some of the methodology are strikingly different. Analytical techniques are still useful for moments calculation. Both mean and variance are of polynomial order. It is demonstrated that the standardized distance approaches a normal limiting random variable. This is proved by the contraction method, whereby the limit distribution is shown to approach the fixed-point solution of a distributional equation in the Wasserstein metric space.
In DNA sequences, specific words may take on biological functions as marker or signalling sequences. These may often be identified by frequent-word analyses as being particularly abundant. Accurate statistics is needed to assess the statistical significance of these word frequencies. The set of shuffled sequences - letter sequences having the same k-word composition, for some choice of k, as the sequence being analysed - is considered the most appropriate sample space for analysing word counts. However, little is known about these word counts. Here we present exact formulae for word counts in shuffled sequences.