Lipschitz harmonic capacity and Bilipschitz images of cantor sets

For bilipschitz images of Cantor sets in Rd we estimate the Lipschitz harmonic capacity and show this capacity is invariant under bilipschitz homeomorphisms.

Maximal operators and differentiation theorems for sparse sets

"Vegeu el resum a l'inici del document del fitxer adjunt."

Calderón-Zygmund capacities and Wolff potentials on Cantor sets

"Vegeu el resum a l'inici del document del fitxer adjunt."

Beurling-Landau densities of weighted Fekete sets and correlation kernel estimates

Vegeu el resum a l'inici del document del fitxer adjunt.

Internal test sets studies in a group of antimalarials

Topological indices have been applied to build QSAR models for a set of 20 antimalarial cyclic peroxy cetals. In order to evaluate the reliability of the proposed linear models leave-n-out and Internal Test Sets (ITS) approaches have been considered. The proposed procedure resulted in a robust and consensued prediction equation and here it is shown why it is superior to the employed standard cross-validation algorithms involving multilinear regression models

Multiple target tracking using random sets

This paper presents several algorithms for joint estimation of the target number and state in a time-varying scenario. Building on the results presented in [1], which considers estimation of the target number only, we assume that not only the target number, but also their state evolution must be estimated. In this context, we extend to this new scenario the Rao-Blackwellization procedure of [1] to compute Bayes recursions, thus defining reduced-complexity solutions for the multi-target set estimator. A performance assessmentis finally given both in terms of Circular Position Error Probability - aimed at evaluating the accuracy of the estimated track - and in terms of Cardinality Error Probability, aimed at evaluating the reliability of the target number estimates.

Fusion of data sets in multivariate linear regression with errors-in-variables

We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regressionmodels with errors--in--variables, in the case where various data setsare merged into a single analysis and the observable variables deviatepossibly from normality. The various samples to be merged can differ on the set of observable variables available. We show that there is a convenient way to parameterize the model so that, despite the possiblenon--normality of the data, normal--theory methods yield correct inferencesfor the parameters of interest and for the goodness--of--fit test. Thetheory described encompasses both the functional and structural modelcases, and can be implemented using standard software for structuralequations models, such as LISREL, EQS, LISCOMP, among others. An illustration with Monte Carlo data is presented.

A new compact linear programming formulation for choice network revenue management

The choice network revenue management model incorporates customer purchase behavioras a function of the offered products, and is the appropriate model for airline and hotel networkrevenue management, dynamic sales of bundles, and dynamic assortment optimization.The optimization problem is a stochastic dynamic program and is intractable. A certainty-equivalencerelaxation of the dynamic program, called the choice deterministic linear program(CDLP) is usually used to generate dyamic controls. Recently, a compact linear programmingformulation of this linear program was given for the multi-segment multinomial-logit (MNL)model of customer choice with non-overlapping consideration sets. Our objective is to obtaina tighter bound than this formulation while retaining the appealing properties of a compactlinear programming representation. To this end, it is natural to consider the affine relaxationof the dynamic program. We first show that the affine relaxation is NP-complete even for asingle-segment MNL model. Nevertheless, by analyzing the affine relaxation we derive a newcompact linear program that approximates the dynamic programming value function betterthan CDLP, provably between the CDLP value and the affine relaxation, and often comingclose to the latter in our numerical experiments. When the segment consideration sets overlap,we show that some strong equalities called product cuts developed for the CDLP remain validfor our new formulation. Finally we perform extensive numerical comparisons on the variousbounds to evaluate their performance.

Biased representation of homothetic preferences on homogeneous sets

In the homogeneous case of one-dimensional objects, we show that any preference relation that is positive and homothetic can be represented by a quantitative utility function and unique bias. This bias may favor or disfavor the preference for an object. In the first case, preferences are complete but not transitive and an object may be preferred even when its utility is lower. In the second case, preferences are asymmetric and transitive but not negatively transitive and it may not be sufficient for an object to have a greater utility for be preferred. In this manner, the bias reflects the extent to which preferences depart from the maximization of a utility function.

Note on the blocking flow shop problem

We present some results attained with different algorithms for the Fm|block|Cmax problem using as experimental data the well-known Taillard instances.

On the coincidence between the Shimomura's bargaining sets and the core

[cat] En l'article es dona una condició necessària per a que els conjunts de negociació definits per Shimomura (1997) i el nucli d'un joc cooperatiu amb utilitat transferible coincideixin. A tal efecte, s'introdueix el concepte de vectors de màxim pagament. La condició necessària consiteix a verificar que aquests vectors pertanyen al nucli del joc.

Determinacy and Weakly Ramsey sets in Banach spaces

We give a sufficient condition for a set of block subspaces in an infinite-dimensional Banach space to be weakly Ramsey. Using this condition we prove that in the Levy-collapse of a Mahlo cardinal, every projective set is weakly Ramsey. This, together with a construction of W. H. Woodin, is used to show that the Axiom of Projective Determinacy implies that every projective set is weakly Ramsey. In the case of co we prove similar results for a stronger Ramsey property. And for hereditarily indecomposable spaces we show that the Axiom of Determinacy plus the Axiom of Dependent Choices imply that every set is weakly Ramsey. These results are the generalizations to the class of projective sets of some theorems from W. T. Gowers, and our paper "Weakly Ramsey sets in Banach spaces."

Carleson Measures and Logvinenko-Sereda sets on compact manifolds

Given a compact Riemannian manifold $M$ of dimension $m \geq 2$, we study the space of functions of $L^2(M)$generated by eigenfunctions ofeigenvalues less than $L \geq 1$ associated to the Laplace-Beltrami operator on $M$. On these spaces we give a characterization of the Carleson measures and the Logvinenko-Sereda sets.

On the coincidence between the Shimomura's bargaining sets and the core

[cat] En l'article es dona una condició necessària per a que els conjunts de negociació definits per Shimomura (1997) i el nucli d'un joc cooperatiu amb utilitat transferible coincideixin. A tal efecte, s'introdueix el concepte de vectors de màxim pagament. La condició necessària consiteix a verificar que aquests vectors pertanyen al nucli del joc.