Restless bandits, linear programming relaxations and a primal-dual index heuristic

We develop a mathematical programming approach for the classicalPSPACE - hard restless bandit problem in stochastic optimization.We introduce a hierarchy of n (where n is the number of bandits)increasingly stronger linear programming relaxations, the lastof which is exact and corresponds to the (exponential size)formulation of the problem as a Markov decision chain, while theother relaxations provide bounds and are efficiently computed. Wealso propose a priority-index heuristic scheduling policy fromthe solution to the first-order relaxation, where the indices aredefined in terms of optimal dual variables. In this way wepropose a policy and a suboptimality guarantee. We report resultsof computational experiments that suggest that the proposedheuristic policy is nearly optimal. Moreover, the second-orderrelaxation is found to provide strong bounds on the optimalvalue.

Enhanced pulse propagation in non-linear arrays of oscillators

The propagation of a pulse in a nonlinear array of oscillators is influenced by the nature of the array and by its coupling to a thermal environment. For example, in some arrays a pulse can be speeded up while in others a pulse can be slowed down by raising the temperature. We begin by showing that an energy pulse (one dimension) or energy front (two dimensions) travels more rapidly and remains more localized over greater distances in an isolated array (microcanonical) of hard springs than in a harmonic array or in a soft-springed array. Increasing the pulse amplitude causes it to speed up in a hard chain, leaves the pulse speed unchanged in a harmonic system, and slows down the pulse in a soft chain. Connection of each site to a thermal environment (canonical) affects these results very differently in each type of array. In a hard chain the dissipative forces slow down the pulse while raising the temperature speeds it up. In a soft chain the opposite occurs: the dissipative forces actually speed up the pulse, while raising the temperature slows it down. In a harmonic chain neither dissipation nor temperature changes affect the pulse speed. These and other results are explained on the basis of the frequency vs energy relations in the various arrays

The Analysis of interval censoring and double censoring via Markov chain Monte Carlo methods

L'Anàlisi de la supervivència s'utilitza en diferents camps per analitzar el temps transcorregut entre dos esdeveniments. El que distingeix l'anàlisi de la supervivència d'altres àrees de l'estadística és que les dades normalment estan censurades. La censura en un interval apareix quan l'esdeveniment final d'interès no és directament observable i només se sap que el temps de fallada està en un interval concret. Un esquema de censura més complex encara apareix quan tant el temps inicial com el temps final estan censurats en un interval. Aquesta situació s'anomena doble censura. En aquest article donem una descripció formal d'un mètode bayesà paramètric per a l'anàlisi de dades censurades en un interval i dades doblement censurades així com unes indicacions clares de la seva utilització o pràctica. La metodologia proposada s'ilustra amb dades d'una cohort de pacients hemofílics que es varen infectar amb el virus VIH a principis dels anys 1980's.

Linear stochastic differential algebraic equations with constant coefficients

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

Lp-solutions to BSDEs with super-linear growth coefficient. Application to degenerate semilinear PDEs.

We consider multidimensional backward stochastic differential equations (BSDEs). We prove the existence and uniqueness of solutions when the coefficient grow super-linearly, and moreover, can be neither locally Lipschitz in the variable y nor in the variable z. This is done with super-linear growth coefficient and a p-integrable terminal condition (p & 1). As application, we establish the existence and uniqueness of solutions to degenerate semilinear PDEs with superlinear growth generator and an Lp-terminal data, p & 1. Our result cover, for instance, the case of PDEs with logarithmic nonlinearities.

A rotation method which gives linear Lp-Estimates for powers of the Ahlfors-Beurling operator

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Reduction of periodic difference systems to linear or autonomous ones

We extend Floquet theory for reducing nonlinear periodic difference systems to autonomous ones (actually linear) by using normal form theory.

Chain conditions for Leavitt path algebras

In this paper, results known about the artinian and noetherian conditions for the Leavitt path algebras of graphs with finitely many vertices are extended to all row-finite graphs. In our first main result, necessary and sufficient conditions on a row-finite graph E are given so that the corresponding (not necessarily unital) Leavitt path K-algebra L(E) is semisimple. These are precisely the algebras L(E)for which every corner is left (equivalently, right)artinian. They are also precisely the algebras L(E) for which every finitely generated left (equivalently, right) L(E)-module is artinian. In our second main result, we give necessary and sufficient conditions for every corner of L(E) to be left (equivalently, right) noetherian. They also turn out to be precisely those algebras L(E) for which every finitely generated left(equivalently, right) L(E)-module is noetherian. In both situations, isomorphisms between these algebras and appropriate direct sums of matrix rings over K or K[x, x−1] are provided. Likewise, in both situations, equivalent graph theoretic conditions on E are presented.

A public-key cryptosystem based on second order linear sequences

Based on Lucas functions, an improved version of the Diffie-Hellman distribution key scheme and to the ElGamal public key cryptosystem scheme are proposed, together with an implementation and computational cost. The security relies on the difficulty of factoring an RSA integer and on the difficulty of computing the discrete logarithm.

A theoretical and practical study on linear reforms of dual taxes

We extend the linear reforms introduced by Pf¨ahler (1984) to the case of dual taxes. We study the relative effect that linear dual tax cuts have on the inequality of income distribution -a symmetrical study can be made for dual linear tax hikes-. We also introduce measures of the degree of progressivity for dual taxes and show that they can be connected to the Lorenz dominance criterion. Additionally, we study the tax liability elasticity of each of the reforms proposed. Finally, by means of a microsimulation model and a considerably large data set of taxpayers drawn from 2004 Spanish Income Tax Return population, 1) we compare different yield-equivalent tax cuts applied to the Spanish dual income tax and 2) we investigate how much income redistribution the dual tax reform (Act ‘35/2006’) introduced with respect to the previous tax.

Mather invariants in groups of piecewise-linear homeomorphisms

We describe the relation between two characterizations of conjugacy in groups of piecewise-linear homeomorphisms, discovered by Brin and Squier in [2] and Kassabov and Matucci in [5]. Thanks to the interplay between the techniques, we produce a simplified point of view of conjugacy that allows ua to easily recover centralizers and lends itself to generalization.

The simultaneous conjugacy problem in groups of piecewise linear functions

Guba and Sapir asked, in their joint paper [8], if the simultaneous conjugacy problem was solvable in Diagram Groups or, at least, for Thompson's group F. We give an elementary proof for the solution of the latter question. This relies purely on the description of F as the group of piecewise linear orientation-preserving homeomorphisms of the unit. The techniques we develop allow us also to solve the ordinary conjugacy problem as well, and we can compute roots and centralizers. Moreover, these techniques can be generalized to solve the same questions in larger groups of piecewise-linear homeomorphisms.

A public key encryption based on third order linear sequences

Based on third order linear sequences, an improvement version of the Diffie-Hellman distribution key scheme and the ElGamal public key cryptosystem scheme are proposed, together with an implementation and computational cost. The security relies on the difficulty of factoring an RSA integer and on the difficulty of computing the discrete logarithm.

Conjugacy of piecewise linear Lorenz map that expand on average

For piecewise linear Lorenz map that expand on average, we show that it admits a dichotomy: it is either periodic renormalizable or prime. As a result, such a map is conjugate to a ß-transformation.

Quasiconformal maps, analytic capacity, and non linear potentials

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