Sensitivity Analysis of Some Applied Probability Models

2000 Mathematics Subject Classi cation: Primary 90C31. Secondary 62C12, 62P05, 93C41.

On Multiple Deletion Codes

In 1965 Levenshtein introduced the deletion correcting codes and found an asymptotically optimal family of 1-deletion correcting codes. During the years there has been a little or no research on t-deletion correcting codes for larger values of t. In this paper, we consider the problem of finding the maximal cardinality L2(n;t) of a binary t-deletion correcting code of length n. We construct an infinite family of binary t-deletion correcting codes. By computer search, we construct t-deletion codes for t = 2;3;4;5 with lengths n ≤ 30. Some of these codes improve on earlier results by Hirschberg-Fereira and Swart-Fereira. Finally, we prove a recursive upper bound on L2(n;t) which is asymptotically worse than the best known bounds, but gives better estimates for small values of n.

Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

Making Multiple Decisions Adaptively

The asymptotic behavior of multiple decision procedures is studied when the underlying distributions depend on an unknown nuisance parameter. An adaptive procedure must be asymptotically optimal for each value of this nuisance parameter, and it should not depend on its value. A necessary and sufficient condition for the existence of such a procedure is derived. Several examples are investigated in detail, and possible lack of adaptation of the traditional overall maximum likelihood rule is discussed.