scholarly journals Rate of convergence for traditional Pólya urns

2020 ◽  
Vol 57 (4) ◽  
pp. 1029-1044
Author(s):  
Svante Janson
Keyword(s):  
Rate Of Convergence ◽  
Dirichlet Distribution ◽  
Fixed Number ◽  
Kolmogorov Distance ◽  
Initial Composition ◽  
Exact Distributions ◽  
Polya Urn ◽  
The One ◽  
Lévy Distance ◽  
Direct Calculations

AbstractConsider a Pólya urn with balls of several colours, where balls are drawn sequentially and each drawn ball is immediately replaced together with a fixed number of balls of the same colour. It is well known that the proportions of balls of the different colours converge in distribution to a Dirichlet distribution. We show that the rate of convergence is $\Theta(1/n)$ in the minimal $L_p$ metric for any $p\in[1,\infty]$, extending a result by Goldstein and Reinert; we further show the same rate for the Lévy distance, while the rate for the Kolmogorov distance depends on the parameters, i.e. on the initial composition of the urn. The method used here differs from the one used by Goldstein and Reinert, and uses direct calculations based on the known exact distributions.

scholarly journals A fractional generalization of the dirichlet distribution and related distributions

2021 ◽  
Vol 24 (1) ◽  
pp. 112-136
Author(s):  
Elvira Di Nardo ◽  
Federico Polito ◽  
Enrico Scalas
Keyword(s):  
Monte Carlo ◽  
Probability Density Function ◽  
Monte Carlo Simulations ◽  
Probability Density ◽  
Dirichlet Distribution ◽  
One Dimensional ◽  
Reasonable Approximation ◽  
Generalized Dirichlet Distribution ◽  
The One ◽  
Generalized Dirichlet

Abstract This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the n partitions of the interval [0, Wn ] are independent and identically distributed random variables following the generalized Mittag-Leffler distribution. The expected value and variance of the one-dimensional marginal are derived as well as the form of its probability density function. A related generalized Dirichlet distribution is studied that provides a reasonable approximation for some values of the parameters. The relation between this distribution and other generalizations of the Dirichlet distribution is discussed. Monte Carlo simulations of the one-dimensional marginals for both distributions are presented.

scholarly journals Revisiting the guidelines for ending isolation for COVID-19 patients

eLife ◽  
2021 ◽  
Vol 10 ◽  
Author(s):  
Yong Dam Jeong ◽  
Keisuke Ejima ◽  
Kwang Su Kim ◽  
Shoya Iwanami ◽  
Ana I Bento ◽  
...  
Keyword(s):  
Symptom Onset ◽  
Fixed Time ◽  
Fixed Number ◽  
Mathematical Framework ◽  
Viral Dynamics ◽  
Repeated Testing ◽  
Personalized Approach ◽  
The One ◽  
Scientific Rationale

Since the start of the COVID-19 pandemic, two mainstream guidelines for defining when to end the isolation of SARS-CoV-2-infected individuals have been in use: the one-size-fits-all approach (i.e. patients are isolated for a fixed number of days) and the personalized approach (i.e. based on repeated testing of isolated patients). We use a mathematical framework to model within-host viral dynamics and test different criteria for ending isolation. By considering a fixed time of 10 days since symptom onset as the criterion for ending isolation, we estimated that the risk of releasing an individual who is still infectious is low (0–6.6%). However, this policy entails lengthy unnecessary isolations (4.8–8.3 days). In contrast, by using a personalized strategy, similar low risks can be reached with shorter prolonged isolations. The obtained findings provide a scientific rationale for policies on ending the isolation of SARS-CoV-2-infected individuals.

scholarly journals Optimization results for a generalized coupon collector problem

2016 ◽  
Vol 53 (2) ◽  
pp. 622-629 ◽  
Author(s):  
Emmanuelle Anceaume ◽  
Yann Busnel ◽  
Ernst Schulte-Geers ◽  
Bruno Sericola
Keyword(s):  
Probability Distribution ◽  
Uniform Distribution ◽  
Closed Subset ◽  
Probability Distributions ◽  
Fixed Number ◽  
Coupon Collector ◽  
The One

Abstract In this paper we study a generalized coupon collector problem, which consists of analyzing the time needed to collect a given number of distinct coupons that are drawn from a set of coupons with an arbitrary probability distribution. We suppose that a special coupon called the null coupon can be drawn but never belongs to any collection. In this context, we prove that the almost uniform distribution, for which all the nonnull coupons have the same drawing probability, is the distribution which stochastically minimizes the time needed to collect a fixed number of distinct coupons. Moreover, we show that in a given closed subset of probability distributions, the distribution with all its entries, but one, equal to the smallest possible value is the one which stochastically maximizes the time needed to collect a fixed number of distinct coupons.

scholarly journals Rayleigh-Ritz variational method with suitable asymptotic behaviour

Open Physics ◽  
2014 ◽  
Vol 12 (8) ◽  
Author(s):  
Francisco Fernández ◽  
Javier Garcia
Keyword(s):  
Variational Method ◽  
Asymptotic Behaviour ◽  
Orthogonal Polynomial ◽  
Rate Of Convergence ◽  
Orthogonal Basis ◽  
Basis Sets ◽  
One Dimensional ◽  
Variational Calculations ◽  
Dimensional Models ◽  
The One

AbstractThis paper considers the Rayleigh-Ritz variational calculations with non-orthogonal basis sets that exhibit the correct asymptotic behaviour. This approach is illustrated by constructing suitable basis sets for one-dimensional models such as the two double-well oscillators recently considered by other authors. The rate of convergence of the variational method proves to be considerably greater than the one exhibited by the recently developed orthogonal polynomial projection quantization.

A characterization of lambda-terms transforming numerals

2016 ◽  
Vol 26 ◽  
Author(s):  
PAWEŁ PARYS
Keyword(s):  
Natural Number ◽  
Linear Transformation ◽  
Fixed Number ◽  
The Other ◽  
Natural Numbers ◽  
Data Types ◽  
Fixed Type ◽  
Intersection Types ◽  
The One

AbstractIt is well known that simply typed λ-terms can be used to represent numbers, as well as some other data types. We show that λ-terms of each fixed (but possibly very complicated) type can be described by a finite piece of information (a set of appropriately defined intersection types) and by a vector of natural numbers. On the one hand, the description is compositional: having only the finite piece of information for two closed λ-terms M and N, we can determine its counterpart for MN, and a linear transformation that applied to the vectors of numbers for M and N gives us the vector for MN. On the other hand, when a λ-term represents a natural number, then this number is approximated by a number in the vector corresponding to this λ-term. As a consequence, we prove that in a λ-term of a fixed type, we can store only a fixed number of natural numbers, in such a way that they can be extracted using λ-terms. More precisely, while representing k numbers in a closed λ-term of some type, we only require that there are k closed λ-terms M1,. . .,Mk such that Mi takes as argument the λ-term representing the k-tuple, and returns the i-th number in the tuple (we do not require that, using λ-calculus, one can construct the representation of the k-tuple out of the k numbers in the tuple). Moreover, the same result holds when we allow that the numbers can be extracted approximately, up to some error (even when we only want to know whether a set is bounded or not). All the results remain true when we allow the Y combinator (recursion) in our λ-terms, as well as uninterpreted constants.

scholarly journals A Discrete Control Lyapunov Function for Exponential Orbital Stabilization of the Simplest Walker

2017 ◽  
Vol 9 (5) ◽  
Author(s):  
Pranav A. Bhounsule ◽  
Ali Zamani
Keyword(s):  
Lyapunov Function ◽  
Rate Of Convergence ◽  
Basin Of Attraction ◽  
Discrete Control ◽  
Control Lyapunov Function ◽  
Foot Placement ◽  
Modeling Errors ◽  
Orbital Stabilization ◽  
One Step ◽  
The One

Abstract In this paper, we demonstrate the application of a discrete control Lyapunov function (DCLF) for exponential orbital stabilization of the simplest walking model supplemented with an actuator between the legs. The Lyapunov function is defined as the square of the difference between the actual and nominal velocity of the unactuated stance leg at the midstance position (stance leg is normal to the ramp). The foot placement is controlled to ensure an exponential decay in the Lyapunov function. In essence, DCLF does foot placement control to regulate the midstance walking velocity between successive steps. The DCLF is able to enlarge the basin of attraction by an order of magnitude and to increase the average number of steps to failure by 2 orders of magnitude over passive dynamic walking. We compare DCLF with a one-step dead-beat controller (full correction of disturbance in a single step) and find that both controllers have similar robustness. The one-step dead-beat controller provides the fastest convergence to the limit cycle while using least amount of energy per unit step. However, the one-step dead-beat controller is more sensitive to modeling errors. We also compare the DCLF with an eigenvalue-based controller for the same rate of convergence. Both controllers yield identical robustness but the DCLF is more energy-efficient and requires lower maximum torque. Our results suggest that the DCLF controller with moderate rate of convergence provides good compromise between robustness, energy-efficiency, and sensitivity to modeling errors.

scholarly journals On the accuracy of bootstrapping sample quantiles of strongly mixing sequences

2007 ◽  
Vol 82 (2) ◽  
pp. 263-282 ◽  
Author(s):  
Shuxia Sun
Keyword(s):  
Rate Of Convergence ◽  
Marginal Distribution ◽  
Regularity Conditions ◽  
One Dimensional ◽  
Strongly Mixing ◽  
Moving Block Bootstrap ◽  
Mixing Sequences ◽  
The One ◽  
Approximations To Distributions ◽  
Sample Quantiles

AbstractIn this paper, we examine the rate of convergence of moving block bootstrap (MBB) approximations to the distributions of normalized sample quantiles based on strongly mixing observations. Under suitable smoothness and regularity conditions on the one-dimensional marginal distribution function, the rate of convergence of the MBB approximations to distributions of centered and scaled sample quantiles is of order O(n−1¼ log logn).

Asymptotic approximations for coupon collectors

2009 ◽  
Vol 46 (1) ◽  
pp. 61-96
Author(s):  
Anna Pósfai ◽  
Sándor Csörgő
Keyword(s):  
Distribution Function ◽  
Asymptotic Expansion ◽  
Rate Of Convergence ◽  
Limit Theorems ◽  
Random Number ◽  
Limiting Distribution ◽  
Asymptotic Approximations ◽  
The One ◽  
First Time

A collector samples with replacement a set of n ≧ 2 distinct coupons until he has n − m , 0 ≦ m < n , distinct coupons for the first time. We refine the limit theorems concerning the standardized random number of necessary draws if n → ∞ and m is fixed: we give a one-term asymptotic expansion of the distribution function in question, providing a better approximation of it, than the one given by the limiting distribution function, and proving in particular that the rate of convergence in these limiting theorems is of order (log n )/ n .

Remarks on the quasi-steady one phase Stefan problem

1986 ◽  
Vol 102 (3-4) ◽  
pp. 263-275 ◽  
Author(s):  
Bento Louro ◽  
José-Francisco Rodrigues
Keyword(s):  
Free Boundary ◽  
Variational Inequalities ◽  
Specific Heat ◽  
Rate Of Convergence ◽  
Stefan Problem ◽  
Free Boundaries ◽  
Variational Solutions ◽  
The One ◽  
Regularity Results ◽  
Boundary Estimates

SynopsisThis paper presents some regularity results on the solution and on the free boundary for the one phase Stefan problem with zero specific heat in the framework of the variational inequalities formulation. In particular we show the Hölder continuity of the free boundary. Estimates on the rate of convergence when the specific heat vanishes are given for the variational solutions and for the free boundaries.

An expansion for the distribution function of a random sum

1973 ◽  
Vol 10 (4) ◽  
pp. 869-874 ◽  
Author(s):  
L. M. Marsh
Keyword(s):  
Distribution Function ◽  
Normal Distribution ◽  
Rate Of Convergence ◽  
Special Form ◽  
Edgeworth Expansion ◽  
Random Number ◽  
Probability Generating Function ◽  
Random Variables ◽  
Fixed Number ◽  
Random Sum

The Edgeworth expansion gives an indication of the rate of convergence of the distribution function of the sum of a fixed number of random variables to the normal distribution. A similar expansion is given here for the distribution function of the sum of a random number N of random variables, when the probability generating function of N takes a special form.

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