This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature.
I show that Hurwitz numbers may be generated by certain correlation functions which appear in quantum chaos.
This book offers a concise yet thorough introduction to the notion of moduli spaces of complex algebraic curves. Over the last few decades, this notion has become central not only in algebraic geometry, but in mathematical physics, including string theory, as well.
The book begins by studying individual smooth algebraic curves, including the most beautiful ones, before addressing families of curves. Studying families of algebraic curves often proves to be more efficient than studying individual curves: these families and their total spaces can still be smooth, even if there are singular curves among their members. A major discovery of the 20th century, attributed to P. Deligne and D. Mumford, was that curves with only mild singularities form smooth compact moduli spaces. An unexpected byproduct of this discovery was the realization that the analysis of more complex curve singularities is not a necessary step in understanding the geometry of the moduli spaces.
The book does not use the sophisticated machinery of modern algebraic geometry, and most classical objects related to curves – such as Jacobian, space of holomorphic differentials, the Riemann-Roch theorem, and Weierstrass points – are treated at a basic level that does not require a profound command of algebraic geometry, but which is sufficient for extending them to vector bundles and other geometric objects associated to moduli spaces. Nevertheless, it offers clear information on the construction of the moduli spaces, and provides readers with tools for practical operations with this notion.
Based on several lecture courses given by the authors at the Independent University of Moscow and Higher School of Economics, the book also includes a wealth of problems, making it suitable not only for individual research, but also as a textbook for undergraduate and graduate coursework.
The assembly process is extremely complex for aircraft and its management requires to address numerous optimization problems related to the assignment of tasks to workstations, staffing problem for each workstation and finally the assignment of tasks to operators at each workstation. This paper treats the latter problem dealing with the assignment of tasks to operators under ergonomic constraints. The problem of optimal tasks scheduling in aircraft assembly line is modelled as Resource-Constrained Project Scheduling Problem (RCPSP). The objective of this research is to assign tasks to operators and to find an optimal schedule of task processing under economic and ergonomic constraints. Two different models to solve this problem are presented and evaluated on an industrial case study.
This volume, dedicated to the memory of the great American mathematician Bertram Kostant (May 24, 1928 – February 2, 2017), is a collection of 19 invited papers by leading mathematicians working in Lie theory, representation theory, algebra, geometry, and mathematical physics. Kostant’s fundamental work in all of these areas has provided deep new insights and connections, and has created new fields of research. This volume features the only published articles of important recent results of the contributors with full details of their proofs. Key topics include: Poisson structures and potentials (A. Alekseev, A. Berenstein, B. Hoffman) Vertex algebras (T. Arakawa, K. Kawasetsu) Modular irreducible representations of semisimple Lie algebras (R. Bezrukavnikov, I. Losev) Asymptotic Hecke algebras (A. Braverman, D. Kazhdan) Tensor categories and quantum groups (A. Davydov, P. Etingof, D. Nikshych) Nil- Hecke algebras and Whittaker D-modules (V. Ginzburg) Toeplitz operators (V. Guillemin, A. Uribe, Z. Wang) Kashiwara crystals (A. Joseph) Characters of highest weight modules (V. Kac, M. Wakimoto) Alcove polytopes (T. Lam, A. Postnikov) Representation theory of quantized Gieseker varieties (I. Losev) Generalized Bruhat cells and integrable systems (J.-H. Liu, Y. Mi) Almost characters (G. Lusztig) Verlinde formulas (E. Meinrenken) Dirac operator and equivariant index (P.-É. Paradan, M. Vergne) Modality of representations and geometry of-groups (V. L. Popov) Distributions on homogeneous spaces (N. Ressayre) Reduction of orthogonal representations (J.- P. Serre).
This book constitutes the proceedings of the 7th International Conference on Analysis of Images, Social Networks and Texts, AIST 2018, held in Moscow, Russia, in July 2018.
The 29 full papers were carefully reviewed and selected from 107 submissions (of which 26 papers were rejected without being reviewed). The papers are organized in topical sections on natural language processing; analysis of images and video; general topics of data analysis; analysis of dynamic behavior through event data; optimization problems on graphs and network structures; and innovative systems.
This book constitutes extended, revised and selected papers from the 7th International Conference on Optimization Problems and Their Applications, OPTA 2018, held in Omsk, Russia in July 2018. The 27 papers presented in this volume were carefully reviewed and selected from a total of 73 submissions. The papers are listed in thematic sections, namely location problems, scheduling and routing problems, optimization problems in data analysis, mathematical programming, game theory and economical applications, applied optimization problems and metaheuristics.
Control of Discrete-Time Descriptor Systems takes an anisotropy-based approach to the explanation of random input disturbance with an information-theoretic representation. It describes the random input signal more precisely, and the anisotropic norm minimization included in the book enables readers to tune their controllers better through the mathematical methods provided. The book contains numerous examples of practical applications of descriptor systems in various fields, from robotics to economics, and presents an information-theoretic approach to the mathematical description of coloured noise. Anisotropy-based analysis and design for descriptor systems is supplied along with proofs of basic statements, which help readers to understand the algorithms proposed, and to undertake their own numerical simulations. This book serves as a source of ideas for academic researchers and postgraduate students working in the control of discrete-time systems. The control design procedures outlined are numerically effective and easily implementable in MATLAB®
The materials of The International Scientific – Practical Conference is presented below.
The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
It is interesting for a wide range of researchers, teachers, graduate students and professionals in the field of innovation and information technologies.
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.
Intended to bridge the gap between the latest methodological developments and cross-cultural research, this interdisciplinary resource presents the latest strategies for analyzing cross-cultural data. Techniques are demonstrated through the use of applications that employ cross-national data sets such as the latest European Social Survey. With an emphasis on the generalized latent variable approach, internationally prominent researchers from a variety of fields explain how the methods work, how to apply them, and how they relate to other methods presented in the book. Syntax and graphical and verbal explanations of the techniques are included. Online resources, available at www.routledge.com/9781138690271, include some of the data sets and syntax commands used in the book.
This edited collection presents a range of methods that can be used to analyse linguistic data quantitatively. A series of case studies of Russian data spanning different aspects of modern linguistics serve as the basis for a discussion of methodological and theoretical issues in linguistic data analysis. The book presents current trends in quantitative linguistics, evaluates methods and presents the advantages and disadvantages of each. The chapters contain introductions to the methods and relevant references for further reading.
The Russian language, despite being one of the most studied in the world, until recently has been little explored quantitatively. After a burst of research activity in the years 1960-1980, quantitative studies of Russian vanished. They are now reappearing in an entirely different context. Today we have large and deeply annotated corpora available for extended quantitative research, such as the Russian National Corpus, ruWac, RuTenTen, to name just a few (websites for these and other resources will be found in a special section in the References). The present volume is intended to fill the lacuna between the available data and the methods that can be applied to studying them.
Our goal is to present current trends in researching Russian quantitative linguistics, to evaluate the research methods vis-à-vis Russian data, and to show both the advantages and the disadvantages of the methods. We especially encouraged our authors to focus on evaluating statistical methods and new models of analysis. New findings concern applicability, evaluation, and the challenges that arise from using quantitative approaches to Russian data.
This volume is a tribute to Maxim Kontsevich, one of the most original and influential mathematicians of our time. Maxim’s vision has inspired major developments in many areas of mathematics, ranging all the way from probability theory to motives over finite fields, and has brought forth a paradigm shift at the interface of modern geometry and mathematical physics. Many of his papers have opened completely new directions of research and led to the solutions of many classical problems. This book collects papers by leading experts currently engaged in research on topics close to Maxim’s heart.
We study typical points with respect to ergofic averaging of a general dynamical system.
The present Yearbook (which is the sixth in the series) is subtitled Economy, Demography, Culture, and Cosmic Civilizations. To some extent it reveals the extraordinary potential of scientific research. The common feature of all our Yearbooks, including the present volume, is the usage of formal methods and social studies methods in their synthesis to analyze different phenomena. In other words, if to borrow Alexander Pushkin's words, ‘to verify the algebra with harmony'. One should note that publishing in a single collection the articles that apply mathematical methods to the study of various epochs and scales - from deep historical reconstruction to the pressing problems of the modern world - reflects our approach to the selection of contributions for the Yearbook. History and Mathematics, Social Studies and formal methods, as previously noted, can bring nontrivial results in the studies of different spheres and epochs. This issue consists of three main sections: (I) Historical and Technological Dimensions includes two papers (the first is about the connection between genes, myths and waves of the peopling of Americas; the second one is devoted to quantitative analysis of innovative activity and competition in technological sphere in the Middle Ages and Modern Period); (II) Economic and Cultural Dimensions (the contributions are mostly focused on modern period); (III) Modeling and Theories includes two papers with interesting models (the first one concerns modeling punctuated equilibria apparent in the macropattern of urbanization over time; in the second one the author attempts to estimate the number of Communicative Civilizations). We hope that this issue will be interesting and useful both for historians and mathematicians, as well as for all those dealing with various social and natural sciences.
We give a new proof of the cut-and-join equation for the monotone Hurwitz numbers, derived first by Goulden, Guay-Paquet, and Novak. The main interest in this particular equation is its close relation to the quadratic loop equation in the theory of spectral curve topological recursion, and we recall this motivation giving a new proof of the topological recursion for monotone Hurwitz numbers, obtained first by Do, Dyer, and Mathews.
A Gaussian graphical model is a graphical representation of the dependence structure for
a Gaussian random vector. Gaussian graphical model selection is a statistical problem that
identifies the Gaussian graphical model from observations. There are several statistical
approaches for Gaussian graphical model identification. Their properties, such as unbiasedeness
and optimality, are not established. In this paper we study these properties.
We consider the graphical model selection problem in the framework of multiple decision
theory and suggest assessing these procedures using an additive loss function. Associated
risk function in this case is a linear combination of the expected numbers of the two types
of error (False Positive and False Negative). We combine the tests of a Neyman structure for
individual hypotheses with simultaneous inference and prove that the obtained multiple
decision procedure is optimal in the class of unbiased multiple decision procedures.
Let G be a connected semisimple algebraic group and let H⊂G be a connected reductive subgroup. Given a flag variety X of G, a result of Vinberg and Kimelfeld asserts that H acts spherically on X if and only if for every irreducible representation R of G realized in the space of sections of a homogeneous line bundle on X the restriction of R to H is multiplicity free. In this case, the information on restrictions to H of all such irreducible representations of G is encoded in a monoid, which we call the restricted branching monoid. In this paper, we review the cases of spherical actions on flag varieties of simple groups for which the restricted branching monoids are known (this includes the case where H is a Levi subgroup of G) and compute the restricted branching monoids for all spherical actions on flag varieties that correspond to triples (G,H,X) satisfying one of the following two conditions: (1) G is simple and H is a symmetric subgroup of G; (2) G=SL_n.
We prove that the monodromy group of a reduced irreducible square system of general polynomial equations equals the symmetric group. This is a natural first step towards the Galois theory of general systems of polynomial equations, because arbitrary systems split into reduced irreducible ones upon monomial changes of variables. In particular, our result proves the multivariate version of the Abel--Ruffini theorem: the classification of general systems of equations solvable by radicals reduces to the classification of lattice polytopes of mixed volume 4 (which we prove to be finite in every dimension). We also notice that the monodromy of every general system of equations is either symmetric or imprimitive, similarly to what Sottile and White conjectured in Schubert calculus. The proof is based on a new result of independent importance regarding dual defectiveness of systems of equations: the discriminant of a reduced irreducible square system of general polynomial equations is a hypersurface unless the system is linear up to a monomial change of variables.
The paper deals with panchromatic 3-colorings of random hypergraphs. A vertex 3-coloring is said to be panchromatic for a hypergraph if every color can be found on every edge. Let H(n, k, p) denote the binomial model of a random k-uniform hypergraph on n vertices. We prove very tight bounds for the probability threshold of 3-panchromatic colorability property.
The article is devoted to the calculation of the dynamic hedge ratio based on three different types of volatility models, among which S-BEKK GARCH model takes into account cross-sectional dependence. The hedging strategy is built for eight stock-futures pairs on energy market in Russia.
We present a study on co-authorship network representation based on network embedding together with additional information on topic modeling of research papers and new edge embedding operator. We use the link prediction (LP) model for constructing a recommender system for searching collaborators with similar research interests. Extracting topics for each paper, we construct keywords co-occurrence network and use its embedding for further generalizing author attributes. Standard graph feature engineering and network embedding methods were combined for constructing co-author recommender system formulated as LP problem and prediction of future graph structure. We evaluate our survey on the dataset containing temporal information on National Research University Higher School of Economics over 25 years of research articles indexed in Russian Science Citation Index and Scopus. Our model of network representation shows better performance for stated binary classification tasks on several co-authorship networks.
In this paper, we give sufficient conditions guaranteeing the validity of the well-known minimax theorem for the lower Snell envelope. Such minimax results play an important role in the characterisation of arbitrage-free prices of American contingent claims in incomplete markets. Our conditions do not rely on the notions of stability under pasting or time-consistency and reveal some unexpected connection between the minimax result and path properties of the corresponding process of densities. We exemplify our general results in the case of families of measures corresponding to diffusion exponential martingales.
Gaussian graphical model selection is a statistical problem
that identifies the Gaussian graphical model from observations. Existing
Gaussian graphical model selection methods focus on the error rate
for incorrect edge inclusion. However, when comparing statistical procedures,
it is also important to take into account the error rate for
incorrect edge exclusion. To handle this issue we consider the graphical
model selection problem in the framework of multiple decision theory.We
show that the statistical procedure based on simultaneous inference with
UMPU individual tests is optimal in the class of unbiased procedures.