Extremal properties of shot noise processes

1989 ◽  
Vol 21 (3) ◽  
pp. 513-525 ◽  
Author(s):  
Tailen Hsing ◽  
J. L. Teugels
Keyword(s):  
Shot Noise ◽  
Finite Interval ◽  
Domain Of Attraction ◽  
Time Process ◽  
Important Special Case ◽  
Shot Noise Process ◽  
Increasing Function ◽  
Special Case ◽  
Natural Way ◽  
Extremal Properties

Consider the shot noise process X(t):= Σih(t – τi), , where h is a bounded positive non-increasing function supported on a finite interval, and the are the points of a renewal process η on [0, ). In this paper, the extremal properties of {X(t)} are studied. It is shown that these properties can be investigated in a natural way through a discrete-time process which records the states of {X(t)} at the points of η. The important special case where η is Poisson is treated in detail, and a domain-of-attraction result for the compound Poisson distribution is obtained as a by-product.

Extremal properties of shot noise processes

1989 ◽  
Vol 21 (03) ◽  
pp. 513-525 ◽  
Author(s):  
Tailen Hsing ◽  
J. L. Teugels
Keyword(s):  
Shot Noise ◽  
Finite Interval ◽  
Domain Of Attraction ◽  
Time Process ◽  
Important Special Case ◽  
Shot Noise Process ◽  
Increasing Function ◽  
Special Case ◽  
Natural Way ◽  
Extremal Properties

Consider the shot noise process X(t):= Σi h(t – τ i ), , where h is a bounded positive non-increasing function supported on a finite interval, and the are the points of a renewal process η on [0, ). In this paper, the extremal properties of {X(t)} are studied. It is shown that these properties can be investigated in a natural way through a discrete-time process which records the states of {X(t)} at the points of η. The important special case where η is Poisson is treated in detail, and a domain-of-attraction result for the compound Poisson distribution is obtained as a by-product.

ON THE DENSITY OF HAUSDORFF DIMENSIONS OF BOUNDED TYPE CONTINUED FRACTION SETS: THE TEXAN CONJECTURE

2004 ◽  
Vol 04 (01) ◽  
pp. 63-76 ◽  
Author(s):  
OLIVER JENKINSON
Keyword(s):  
Hausdorff Dimension ◽  
Finite Subset ◽  
Continued Fraction ◽  
Cantor Set ◽  
Computational Method ◽  
Accurate Approximation ◽  
Natural Numbers ◽  
Important Special Case ◽  
The One ◽  
Special Case

Given a non-empty finite subset A of the natural numbers, let EA denote the set of irrationals x∈[0,1] whose continued fraction digits lie in A. In general, EA is a Cantor set whose Hausdorff dimension dim (EA) is between 0 and 1. It is shown that the set [Formula: see text] intersects [0,1/2] densely. We then describe a method for accurately computing dimensions dim (EA), and employ it to investigate numerically the way in which [Formula: see text] intersects [1/2,1]. These computations tend to support the conjecture, first formulated independently by Hensley, and by Mauldin & Urbański, that [Formula: see text] is dense in [0,1]. In the important special case A={1,2}, we use our computational method to give an accurate approximation of dim (E{1,2}), improving on the one given in [18].

scholarly journals On the intensity of crossings by a shot noise process

1987 ◽  
Vol 19 (3) ◽  
pp. 743-745 ◽  
Author(s):  
Tailen Hsing
Keyword(s):  
Shot Noise ◽  
Marginal Probability ◽  
Noise Process ◽  
Shot Noise Process

The crossing intensity of a level by a shot noise process with a monotone response is studied, and it is shown that the intensity can be naturally expressed in terms of a marginal probability.

An Elementary Proof of Suslin Reciprocity

2005 ◽  
Vol 48 (2) ◽  
pp. 221-236 ◽  
Author(s):  
Matt Kerr
Keyword(s):  
Elementary Proof ◽  
Function Fields ◽  
Algebraic Cycles ◽  
Important Special Case ◽  
Special Case

AbstractWe state and prove an important special case of Suslin reciprocity that has found significant use in the study of algebraic cycles. An introductory account is provided of the regulator and norm maps on Milnor K2-groups (for function fields) employed in the proof.

Inequalities for the M/G/∞ queue and related shot noise processes

1987 ◽  
Vol 24 (04) ◽  
pp. 978-989 ◽  
Author(s):  
Fred W. Huffer
Keyword(s):  
Poisson Process ◽  
Shot Noise ◽  
Convex Functions ◽  
Sample Path ◽  
Noise Process ◽  
Shot Noise Process

Suppose that pulses arrive according to a Poisson process of rate λ with the duration of each pulse independently chosen from a distribution F having finite mean. Let X(t) be the shot noise process formed by the superposition of these pulses. We consider functionals H(X) of the sample path of X(t). H is said to be L-superadditive if for all functions f and g. For any distribution F for the pulse durations, we define H(F) = EH(X). We prove that if H is L-superadditive and for all convex functions ϕ, then . Various consequences of this result are explored.

Introduction

2020 ◽  
pp. 1-6
Author(s):  
Peter Scholze ◽  
Jared Weinstein
Keyword(s):  
Moduli Spaces ◽  
Function Fields ◽  
Number Fields ◽  
Important Special Case ◽  
Langlands Correspondence ◽  
Key Innovation ◽  
Perfectoid Spaces ◽  
Definition Of ◽  
Special Case

This introductory chapter provides an overview of Drinfeld's work on the global Langlands correspondence over function fields. Whereas the global Langlands correspondence is largely open in the case of number fields K, it is a theorem for function fields, due to Drinfeld and L. Lafforgue. The key innovation in this case is Drinfeld's notion of an X-shtuka (or simply shtuka). The Langlands correspondence for X is obtained by studying moduli spaces of shtukas. A large part of this course is about the definition of perfectoid spaces and diamonds. There is an important special case where the moduli spaces of shtukas are classical rigid-analytic spaces. This is the case of local Shimura varieties. Some examples of these are the Rapoport-Zink spaces.

On the Hyperplane Sections Through two Given Points of an Algebraic Variety

1970 ◽  
Vol 22 (1) ◽  
pp. 128-133 ◽  
Author(s):  
Wei-Eihn Kuan
Keyword(s):  
Simple Proof ◽  
Hyperplane Section ◽  
Rational Points ◽  
Infinite Field ◽  
Important Special Case ◽  
Irreducible Curve ◽  
Irreducible Variety ◽  
Dimension 2 ◽  
Hyperplane Sections ◽  
Special Case

1. Let k be an infinite field and let V/k be an irreducible variety of dimension ≧ 2 in a projective n-space Pn over k. Let P and Q be two k-rational points on V In this paper, we describe ideal-theoretically the generic hyperplane section of V through P and Q (Theorem 1) and prove that the section is almost always an absolutely irreducible variety over k1/pe if V/k is absolutely irreducible (Theorem 3). As an application (Theorem 4), we give a new simple proof of an important special case of the existence of a curve connecting two rational points of an absolutely irreducible variety [4], namely any two k-rational points on V/k can be connected by an irreducible curve.I wish to thank Professor A. Seidenberg for his continued advice and encouragement on my thesis research.

scholarly journals Deception through Half-Truths

2020 ◽  
Vol 34 (06) ◽  
pp. 10110-10117
Author(s):  
Andrew Estornell ◽  
Sanmay Das ◽  
Yevgeniy Vorobeychik
Keyword(s):  
Polynomial Time ◽  
Transition Function ◽  
Np Hard ◽  
Fundamental Issue ◽  
Fake News ◽  
False Information ◽  
Important Special Case ◽  
Bayes Network ◽  
Special Case

Deception is a fundamental issue across a diverse array of settings, from cybersecurity, where decoys (e.g., honeypots) are an important tool, to politics that can feature politically motivated “leaks” and fake news about candidates. Typical considerations of deception view it as providing false information. However, just as important but less frequently studied is a more tacit form where information is strategically hidden or leaked. We consider the problem of how much an adversary can affect a principal's decision by “half-truths”, that is, by masking or hiding bits of information, when the principal is oblivious to the presence of the adversary. The principal's problem can be modeled as one of predicting future states of variables in a dynamic Bayes network, and we show that, while theoretically the principal's decisions can be made arbitrarily bad, the optimal attack is NP-hard to approximate, even under strong assumptions favoring the attacker. However, we also describe an important special case where the dependency of future states on past states is additive, in which we can efficiently compute an approximately optimal attack. Moreover, in networks with a linear transition function we can solve the problem optimally in polynomial time.

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