On Asymptotics of Optimal Stopping Times

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward. In this analysis, we obtained asymptotic expressions for the expectation and variance of the optimal stopping time as the number of drawn variables became large. In the case of distributions with infinite upper bound, the asymptotic behaviour of these statistics depends solely on the algebraic power of the probability distribution decay rate in the upper limit. In the case of densities with finite upper bound, the asymptotic behaviour of these statistics depends on the algebraic form of the distribution near the finite upper bound. Explicit calculations are provided for several common probability density functions.

Quot-scheme limit of Fubini-Study metrics and Donaldson's functional for vector bundles

For a holomorphic vector bundle $E$ over a polarised K\"ahler manifold, we establish a direct link between the slope stability of $E$ and the asymptotic behaviour of Donaldson's functional, by defining the Quot-scheme limit of Fubini-Study metrics. In particular, we provide an explicit estimate which proves that Donaldson's functional is coercive on the set of Fubini-Study metrics if $E$ is slope stable, and give a new proof of Hermitian-Einstein metrics implying slope stability.

Families of graphs with twin pendent paths and the Braess edge

In the context of a random walk on an undirected graph, Kemeny's constant can measure the average travel time for a random walk between two randomly chosen vertices. We are interested in graphs that behave counter-intuitively in regard to Kemeny's constant: in particular, we examine graphs with a cut-vertex at which at least two branches are paths, regarding whether the insertion of a particular edge into a graph results in an increase of Kemeny's constant. We provide several tools for identifying such an edge in a family of graphs and for analysing asymptotic behaviour of the family regarding the tendency to have that edge; and classes of particular graphs are given as examples. Furthermore, asymptotic behaviours of families of trees are described.

Asymptotic behaviour at the wall in compressible turbulent channels

The asymptotic behaviour of Reynolds stresses close to walls is well established in incompressible flows owing to the constraint imposed by the solenoidal nature of the velocity field. For compressible flows, thus, one may expect a different asymptotic behaviour, which has indeed been noted in the literature. However, the transition from incompressible to compressible scaling, as well as the limiting behaviour for the latter, is largely unknown. Thus, we investigate the effects of compressibility on the near-wall, asymptotic behaviour of turbulent fluxes using a large direct numerical simulation (DNS) database of turbulent channel flow at higher than usual wall-normal resolutions. We vary the Mach number at a constant friction Reynolds number to directly assess compressibility effects. We observe that the near-wall asymptotic behaviour for compressible turbulent flow is different from the corresponding incompressible flow even if the mean density variations are taken into account and semi-local scalings are used. For Mach numbers near the incompressible regimes, the near-wall asymptotic behaviour follows the well-known theoretical behaviour. When the Mach number is increased, turbulent fluxes containing wall-normal components show a decrease in the slope owing to increased dilatation effects. We observe that $R_{vv}$ approaches its high-Mach-number asymptote at a lower Mach number than that required for the other fluxes. We also introduce a transition distance from the wall at which turbulent fluxes exhibit a change in scaling exponents. Implications for wall models are briefly presented.

Approximation properties of multivariate exponential sampling series

In this paper, we generalize the family of exponential sampling series for functions of $n$ variables and study their pointwise and uniform convergence as well as the rate of convergence for the functions belonging to space of $\log$-uniformly continuous functions. Furthermore, we state and prove the generalized Mellin-Taylor's expansion of multivariate functions. Using this expansion we establish pointwise asymptotic behaviour of the series by means of Voronovskaja type theorem.

Well-posedness and general energy decay of solutions for a Petrovsky equation with a nonlinear strong dissipation

We consider a nonlinear Petrovsky equation in a bounded domain with a strong dissipation, and prove the existence and the uniqueness of the solution using the energy method combined with the Faedo-Galerkin procedure under certain assumptions. Furthermore, we study the asymptotic behaviour of the solutions using a perturbed energy method.

A Compound Poisson Perspective of Ewens–Pitman Sampling Model

The Ewens–Pitman sampling model (EP-SM) is a distribution for random partitions of the set {1,…,n}, with n∈N, which is indexed by real parameters α and θ such that either α∈[0,1) and θ>−α, or α<0 and θ=−mα for some m∈N. For α=0, the EP-SM is reduced to the Ewens sampling model (E-SM), which admits a well-known compound Poisson perspective in terms of the log-series compound Poisson sampling model (LS-CPSM). In this paper, we consider a generalisation of the LS-CPSM, referred to as the negative Binomial compound Poisson sampling model (NB-CPSM), and we show that it leads to an extension of the compound Poisson perspective of the E-SM to the more general EP-SM for either α∈(0,1), or α<0. The interplay between the NB-CPSM and the EP-SM is then applied to the study of the large n asymptotic behaviour of the number of blocks in the corresponding random partitions—leading to a new proof of Pitman’s α diversity. We discuss the proposed results and conjecture that analogous compound Poisson representations may hold for the class of α-stable Poisson–Kingman sampling models—of which the EP-SM is a noteworthy special case.