Some Bounds for Almost Absorbing Birth and Death Processes with Catastrophes

2000 Mathematics Subject Classification: 60J27.

Upper and Lower Bounds for Ruin Probability

In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.

Lower Bounds on the Directed Sweepwidth of Planar Shapes

We investigate a recently introduced width measure of planar shapes called sweepwidth and prove a lower bound theorem on the sweepwidth.

Bounds on end-to-end performance of networks employing erasure control coding

Erasure control coding has been exploited in communication networks with an aim to improve the end-to-end performance of data delivery across the network. To address the concerns over the strengths and constraints of erasure coding schemes in this application, we examine the performance limits of two erasure control coding strategies, forward erasure recovery and adaptive erasure recovery. Our investigation shows that the throughput of a network using an (n, k) forward erasure control code is capped by r =k/n when the packet loss rate p ≤ (te/n) and by k(l-p)/(n-te) when p > (t e/n), where te is the erasure control capability of the code. It also shows that the lower bound of the residual loss rate of such a network is (np-te)/(n-te) for (te/n) < p ≤ 1. Especially, if the code used is maximum distance separable, the Shannon capacity of the erasure channel, i.e. 1-p, can be achieved and the residual loss rate is lower bounded by (p+r-1)/r, for (1-r) < p ≤ 1. To address the requirements in real-time applications, we also investigate the service completion time of different schemes. It is revealed that the latency of the forward erasure recovery scheme is fractionally higher than that of the scheme without erasure control coding or retransmission mechanisms (using UDP), but much lower than that of the adaptive erasure scheme when the packet loss rate is high. Results on comparisons between the two erasure control schemes exhibit their advantages as well as disadvantages in the role of delivering end-to-end services. To show the impact of the bounds derived on the end-to-end performance of a TCP/IP network, a case study is provided to demonstrate how erasure control coding could be used to maximize the performance of practical systems. © 2010 IEEE.

GRASP and statistical bounds for heuristic solutions to combinatorial problems

The quality of a heuristic solution to a NP-hard combinatorial problem is hard to assess. A few studies have advocated and tested statistical bounds as a method for assessment. These studies indicate that statistical bounds are superior to the more widely known and used deterministic bounds. However, the previous studies have been limited to a few metaheuristics and combinatorial problems and, hence, the general performance of statistical bounds in combinatorial optimization remains an open question. This work complements the existing literature on statistical bounds by testing them on the metaheuristic Greedy Randomized Adaptive Search Procedures (GRASP) and four combinatorial problems. Our findings confirm previous results that statistical bounds are reliable for the p-median problem, while we note that they also seem reliable for the set covering problem. For the quadratic assignment problem, the statistical bounds has previously been found reliable when obtained from the Genetic algorithm whereas in this work they found less reliable. Finally, we provide statistical bounds to four 2-path network design problem instances for which the optimum is currently unknown.

Convex Optimization Algorithms and Statistical Bounds for Learning Structured Models

Thesis (Ph.D.)--University of Washington, 2016-08

Finite Sampling Exponential Bounds

Thesis (Ph.D.)--University of Washington, 2016-08

Aplicação da metodologia numérica “fast bounds crack” para uma estimativa eficiente da evolução do tamanho de trinca

A significant part of the life of a mechanical component occurs, the crack propagation stage in fatigue. Currently, it is had several mathematical models to describe the crack growth behavior. These models are classified into two categories in terms of stress range amplitude: constant and variable. In general, these propagation models are formulated as an initial value problem, and from this, the evolution curve of the crack is obtained by applying a numerical method. This dissertation presented the application of the methodology "Fast Bounds Crack" for the establishment of upper and lower bounds functions for model evolution of crack size. The performance of this methodology was evaluated by the relative deviation and computational times, in relation to approximate numerical solutions obtained by the Runge-Kutta method of 4th explicit order (RK4). Has been reached a maximum relative deviation of 5.92% and the computational time was, for examples solved, 130,000 times more higher than achieved by the method RK4. Was performed yet an Engineering application in order to obtain an approximate numerical solution, from the arithmetic mean of the upper and lower bounds obtained in the methodology applied in this work, when you don’t know the law of evolution. The maximum relative error found in this application was 2.08% which proves the efficiency of the methodology "Fast Bounds Crack".

Keeping Variables within Bounds: Using Information between Observations

This research develops an econometric framework to analyze time series processes with bounds. The framework is general enough that it can incorporate several different kinds of bounding information that constrain continuous-time stochastic processes between discretely-sampled observations. It applies to situations in which the process is known to remain within an interval between observations, by way of either a known constraint or through the observation of extreme realizations of the process. The main statistical technique employs the theory of maximum likelihood estimation. This approach leads to the development of the asymptotic distribution theory for the estimation of the parameters in bounded diffusion models. The results of this analysis present several implications for empirical research. The advantages are realized in the form of efficiency gains, bias reduction and in the flexibility of model specification. A bias arises in the presence of bounding information that is ignored, while it is mitigated within this framework. An efficiency gain arises, in the sense that the statistical methods make use of conditioning information, as revealed by the bounds. Further, the specification of an econometric model can be uncoupled from the restriction to the bounds, leaving the researcher free to model the process near the bound in a way that avoids bias from misspecification. One byproduct of the improvements in model specification is that the more precise model estimation exposes other sources of misspecification. Some processes reveal themselves to be unlikely candidates for a given diffusion model, once the observations are analyzed in combination with the bounding information. A closer inspection of the theoretical foundation behind diffusion models leads to a more general specification of the model. This approach is used to produce a set of algorithms to make the model computationally feasible and more widely applicable. Finally, the modeling framework is applied to a series of interest rates, which, for several years, have been constrained by the lower bound of zero. The estimates from a series of diffusion models suggest a substantial difference in estimation results between models that ignore bounds and the framework that takes bounding information into consideration.

PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

Critical behavior of the susceptible-infected-recovered model on a square lattice

By means of numerical simulations and epidemic analysis, the transition point of the stochastic asynchronous susceptible-infected-recovered model on a square lattice is found to be c(0)=0.176 500 5(10), where c is the probability a chosen infected site spontaneously recovers rather than tries to infect one neighbor. This point corresponds to an infection/recovery rate of lambda(c)=(1-c(0))/c(0)=4.665 71(3) and a net transmissibility of (1-c(0))/(1+3c(0))=0.538 410(2), which falls between the rigorous bounds of the site and bond thresholds. The critical behavior of the model is consistent with the two-dimensional percolation universality class, but local growth probabilities differ from those of dynamic percolation cluster growth, as is demonstrated explicitly.

Lepton sector of a fourth generation

In extensions of the standard model with a heavy fourth generation, one important question is what makes the fourth-generation lepton sector, particularly the neutrinos, so different from the lighter three generations. We study this question in the context of models of electroweak symmetry breaking in warped extra dimensions, where the flavor hierarchy is generated by choosing the localization of the zero-mode fermions in the extra dimension. In this setup the Higgs sector is localized near the infrared brane, whereas the Majorana mass term is localized at the ultraviolet brane. As a result, light neutrinos are almost entirely Majorana particles, whereas the fourth-generation neutrino is mostly a Dirac fermion. We show that it is possible to obtain heavy fourth-generation leptons in regions of parameter space where the light neutrino masses and mixings are compatible with observation. We study the impact of these bounds, as well as the ones from lepton flavor violation, on the phenomenology of these models.