On-Line Selection ofc-Alternating Subsequences from a Random Sample

A sequence is a -alternating sequence if any odd term is less than or equal to the next even term and the any even term is greater than or equal to the next odd term , where is a nonnegative constant. In this paper, we present an optimal on-line procedure to select a -alternating subsequence from a symmetric distributed random sample. We also give the optimal selection rate when the sample size goes to infinity.

Stationary Patterns of a Cross-Diffusion Epidemic Model

We investigate the complex dynamics of cross-diffusionSIepidemic model. We first give the conditions of the local and global stability of the nonnegative constant steady states, which indicates that the basic reproduction number determines whether there is an endemic outbreak or not. Furthermore, we prove the existence and nonexistence of the positive nonconstant steady states, which guarantees the existence of the stationary patterns.

Interval Oscillation Criteria of Second Order Mixed Nonlinear Impulsive Differential Equations with Delay

We study the following second order mixed nonlinear impulsive differential equations with delay(r(t)Φα(x′(t)))′+p0(t)Φα(x(t))+∑i=1npi(t)Φβi(x(t-σ))=e(t),t≥t0,t≠τk,x(τk+)=akx(τk),x'(τk+)=bkx'(τk),k=1,2,…, whereΦ*(u)=|u|*-1u,σis a nonnegative constant,{τk}denotes the impulsive moments sequence, andτk+1-τk>σ. Some sufficient conditions for the interval oscillation criteria of the equations are obtained. The results obtained generalize and improve earlier ones. Two examples are considered to illustrate the main results.

Interval Oscillation Criteria for Super-Half-Linear Impulsive Differential Equations with Delay

We study the following second-order super-half-linear impulsive differential equations with delay[r(t)φγ(x′(t))]′+p(t)φγ(x(t-σ))+q(t)f(x(t-σ))=e(t),t≠τk,x(t+)=akx(t),x′(t+)=bkx′(t),t=τk, wheret≥t0∈ℝ,φ*(u)=|u|*-1u,σis a nonnegative constant,{τk}denotes the impulsive moments sequence withτ1<τ2<⋯<τk<⋯,lim k→∞τk=∞, andτk+1-τk>σ. By some classical inequalities, Riccati transformation, and two classes of functions, we give several interval oscillation criteria which generalize and improve some known results. Moreover, we also give two examples to illustrate the effectiveness and nonemptiness of our results.

A bold strategy is not always optimal in the presence of inflation

A gambler, with an initial fortune less than 1, wants to buy a house which sells today for 1. Due to inflation, the price of the house tomorrow will be 1 + α, where α is a nonnegative constant, and will continue to go up at this rate, becoming (1 + α) n on the nth day. Once each day, he can stake any amount of fortune in his possession, but no more than he possesses, on a primitive casino. It is well known that, in a subfair primitive casino without the presence of inflation, the gambler should play boldly. The presence of inflation would motivate the gambler to recognize the time value of his fortune and to try to reach his goal as quickly as possible; intuitively, we would conjecture that the gambler should again play boldly. However, in this note we will show that, unexpectedly, bold play is not necessarily optimal.

A bold strategy is not always optimal in the presence of inflation

A gambler, with an initial fortune less than 1, wants to buy a house which sells today for 1. Due to inflation, the price of the house tomorrow will be 1 + α, where α is a nonnegative constant, and will continue to go up at this rate, becoming (1 + α)n on the nth day. Once each day, he can stake any amount of fortune in his possession, but no more than he possesses, on a primitive casino. It is well known that, in a subfair primitive casino without the presence of inflation, the gambler should play boldly. The presence of inflation would motivate the gambler to recognize the time value of his fortune and to try to reach his goal as quickly as possible; intuitively, we would conjecture that the gambler should again play boldly. However, in this note we will show that, unexpectedly, bold play is not necessarily optimal.

Permutation Pseudographs and Contiguity

The space of permutation pseudographs is a probabilistic model of 2-regular pseudographs on n vertices, where a pseudograph is produced by choosing a permutation σ of {1,2,…, n} uniformly at random and taking the n edges {i,σ(i)}. We prove several contiguity results involving permutation pseudographs (contiguity is a kind of asymptotic equivalence of sequences of probability spaces). Namely, we show that a random 4-regular pseudograph is contiguous with the sum of two permutation pseudographs, the sum of a permutation pseudograph and a random Hamilton cycle, and the sum of a permutation pseudograph and a random 2-regular pseudograph. (The sum of two random pseudograph spaces is defined by choosing a pseudograph from each space independently and taking the union of the edges of the two pseudographs.) All these results are proved simultaneously by working in a general setting, where each cycle of the permutation is given a nonnegative constant multiplicative weight. A further contiguity result is proved involving the union of a weighted permutation pseudograph and a random regular graph of arbitrary degree. All corresponding results for simple graphs are obtained as corollaries.

An estimate of sectional curvatures of hypersurfaces with positive Ricci curvatures

Let M be a hypersurface in Euclidean space and let the Ricci curvature of M be bounded below by some nonnegative constant. In this paper, we estimate the sectional curvature of M in terms of the lower bound of Ricci curvature and the upper bound of mean curvature.