Using a Chen-Stein identity to obtain low variance simulation estimators

This paper is concerned with developing low variance simulation estimators of probabilities related to the sum of Bernoulli random variables. It shows how to utilize an identity used in the Chen-Stein approach to bounding Poisson approximations to obtain low variance estimators. Applications and numerical examples in such areas as pattern occurrences, generalized coupon collecting, system reliability, and multivariate normals are presented. We also consider the problem of estimating the probability that a positive linear combination of Bernoulli random variables is greater than some specified value, and present a simulation estimator that is always less than the Markov inequality bound on that probability.

Schur and $e$-Positivity of Trees and Cut Vertices

We prove that the chromatic symmetric function of any $n$-vertex tree containing a vertex of degree $d\geqslant \log _2n +1$ is not $e$-positive, that is, not a positive linear combination of elementary symmetric functions. Generalizing this, we also prove that the chromatic symmetric function of any $n$-vertex connected graph containing a cut vertex whose deletion disconnects the graph into $d\geqslant\log _2n +1$ connected components is not $e$-positive. Furthermore we prove that any $n$-vertex bipartite graph, including all trees, containing a vertex of degree greater than $\lceil \frac{n}{2}\rceil$ is not Schur-positive, namely not a positive linear combination of Schur functions. In complete generality, we prove that if an $n$-vertex connected graph has no perfect matching (if $n$ is even) or no almost perfect matching (if $n$ is odd), then it is not $e$-positive. We hence deduce that many graphs containing the claw are not $e$-positive.

Strict Comparison of Positive Elements in Multiplier Algebras

Main result: If a C*-algebrais simple,σ-unital, hasfinitely many extremal traces, and has strict comparison of positive elements by traces, then its multiplier algebraalso has strict comparison of positive elements by traces. The same results holds if finitely many extremal traces is replaced byquasicontinuous scale. A key ingredient in the proof is that every positive element in the multiplier algebra of an arbitrary σ-unital C* -algebra can be approximated by a bi-diagonal series. As an application of strict comparison, ifis a simple separable stable C* -algebra with real rank zero, stable rank one, and strict comparison of positive elements by traces, then whether a positive element is a positive linear combination of projections is determined by the trace values of its range projection.

A Remark on Similarity Conditions

Kramer has shown how singularly restrictive are all ‘similarity’ conditions which guarantee transitivity of majority rule by limiting the family of admissible preference orderings (so-called exclusion restrictions). For suppose, plausibly, that social alternatives are points in an open convex policy space S ⊂ Rn, n ≥ 2, and that voters' preferences, {Rl)1=1…‥ l, are representable by continuously differentiable semi-strictly quasi-concave utility functions ul,. Suppose further that at a single point x ε S, any three voters' utility functions have gradients ∇ul(x), ∇uf(X), ∇uk(x), no one of which can be expressed as a positive linear combination of the other two, and no two of which are linearly dependent. Then all exclusion conditions must fail on S.