Notes on the Solution of Dynamic Optimization Problems with Explicit Controls in Discrete-Time Economic Models

Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.

A Limit Theorem for Multi-Type Subcritical Age-Dependent Branching Processes with two Types of Immigration

Марусия Н. Славчова-Божкова - В настоящата работа се обобщава една гранична теорема за докритичен многомерен разклоняващ се процес, зависещ от възрастта на частиците с два типа имиграция. Целта е да се обобщи аналогичен резултат в едномерния случай като се прилагат “coupling” метода, теория на възстановяването и регенериращи процеси.

An edge-based matching kernel through discrete-time quantum walks

In this paper, we propose a new edge-based matching kernel for graphs by using discrete-time quantum walks. To this end, we commence by transforming a graph into a directed line graph. The reasons of using the line graph structure are twofold. First, for a graph, its directed line graph is a dual representation and each vertex of the line graph represents a corresponding edge in the original graph. Second, we show that the discrete-time quantum walk can be seen as a walk on the line graph and the state space of the walk is the vertex set of the line graph, i.e., the state space of the walk is the edges of the original graph. As a result, the directed line graph provides an elegant way of developing new edge-based matching kernel based on discrete-time quantum walks. For a pair of graphs, we compute the h-layer depth-based representation for each vertex of their directed line graphs by computing entropic signatures (computed from discrete-time quantum walks on the line graphs) on the family of K-layer expansion subgraphs rooted at the vertex, i.e., we compute the depth-based representations for edges of the original graphs through their directed line graphs. Based on the new representations, we define an edge-based matching method for the pair of graphs by aligning the h-layer depth-based representations computed through the directed line graphs. The new edge-based matching kernel is thus computed by counting the number of matched vertices identified by the matching method on the directed line graphs. Experiments on standard graph datasets demonstrate the effectiveness of our new kernel.

A quantum Jensen-Shannon graph kernel using discrete-time quantum walks

In this paper, we develop a new graph kernel by using the quantum Jensen-Shannon divergence and the discrete-time quantum walk. To this end, we commence by performing a discrete-time quantum walk to compute a density matrix over each graph being compared. For a pair of graphs, we compare the mixed quantum states represented by their density matrices using the quantum Jensen-Shannon divergence. With the density matrices for a pair of graphs to hand, the quantum graph kernel between the pair of graphs is defined by exponentiating the negative quantum Jensen-Shannon divergence between the graph density matrices. We evaluate the performance of our kernel on several standard graph datasets, and demonstrate the effectiveness of the new kernel.

Large Deviations and Branching Processes

These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching Processes.

A System for Simulation and Estimation of Branching Processes

A computer code system for simulation and estimation of branching processes is proposed. Using the system, samples for some models with or without migration are generated. Over these samples we compare some properties of various estimators.

Limit Theorems for Branching Processes with Random Migration Components

The classical Bienaymé-Galton-Watson (BGW) branching process can be interpreted as mathematical model of population dynamics when the members of an isolated population reproduce themselves independently of each other according to a stochastic law.

Estimation of the Offspring and Immigration Mean Vectors for Bisexual Branching Processes with Immigration of Females and Males

2000 Mathematics Subject Classification: 60J80, 62M05.

Two-Type Age-Dependent Branching Processes with Inhomogeneous Immigration as Models of Renewing Cell Population

2000 Mathematics Subject Classification: primary 60J80; secondary 60J85, 92C37.

Some Contributions to the Class of Two-Sex Branching Processes Depending on the Number of Couples in the Population

2000 Mathematics Subject Classification: 60J80

On Y-Linked Genes and Bisexual Branching Processes

2000 Mathematics Subject Classification: 60J80.

Branching Processes in Autoregressive Random Environment

2000 Mathematics Subject Classification: 60J80, 60K05.

Estimators in Branching Processes with Immigration

2000 Mathematics Subject Classi cation: 60J80.

Revisiting Offspring Maxima in Branching Processes

2000 Mathematics Subject Classification: 60J80; 60G70.

Extremes of Bivariate Geometric Variables with Application to Bisexual Branching Processes

2000 Mathematics Subject Classification: 60J80, 60G70.