Search results for "lower bound"
showing 10 items of 269 documents
Minimax estimation with additional linear restrictions - a simulation study
1988
Let the parameter vector of the ordinary regression model be constrained by linear equations and in addition known to lie in a given ellipsoid. Provided the weight matrix A of the risk function has rank one, a restricted minimax estimator exists which combines both types of prior information. For general n.n.d. A two estimators as alternatives to the unfeasible exact minimax estimator are developed by minimizing an upper and a lower bound of the maximal risk instead. The simulation study compares the proposed estimators with competing least-squares estimators where remaining unknown parameters are replaced by suitable estimates.
On an approximation problem for stochastic integrals where random time nets do not help
2006
Abstract Given a geometric Brownian motion S = ( S t ) t ∈ [ 0 , T ] and a Borel measurable function g : ( 0 , ∞ ) → R such that g ( S T ) ∈ L 2 , we approximate g ( S T ) - E g ( S T ) by ∑ i = 1 n v i - 1 ( S τ i - S τ i - 1 ) where 0 = τ 0 ⩽ ⋯ ⩽ τ n = T is an increasing sequence of stopping times and the v i - 1 are F τ i - 1 -measurable random variables such that E v i - 1 2 ( S τ i - S τ i - 1 ) 2 ∞ ( ( F t ) t ∈ [ 0 , T ] is the augmentation of the natural filtration of the underlying Brownian motion). In case that g is not almost surely linear, we show that one gets a lower bound for the L 2 -approximation rate of 1 / n if one optimizes over all nets consisting of n + 1 stopping time…
On the gonality and the slope of a fibered surface
2018
Abstract Let f : X → B be a locally non-trivial relatively minimal fibration of curves of genus g ≥ 2 . We obtain a lower bound of the slope λ ( f ) increasing with the gonality of the general fiber of f. In particular, we show that λ ( f ) ≥ 4 provided that f is non-hyperelliptic and g ≥ 16 .
Learning small programs with additional information
1997
This paper was inspired by [FBW 94]. An arbitrary upper bound on the size of some program for the target function suffices for the learning of some program for this function. In [FBW 94] it was discovered that if “learning” is understood as “identification in the limit,” then in some programming languages it is possible to learn a program of size not exceeding the bound, while in some other programming languages this is not possible.
Descriptional and Computational Complexity of the Circuit Representation of Finite Automata
2018
In this paper we continue to investigate the complexity of the circuit representation of DFA—BC-complexity. We compare it with nondeterministic state complexity, obtain upper and lower bounds which differ only by a factor of 4 for a Binary input alphabet. Also we prove that many simple operations (determining if a state is reachable or if an automaton is minimal) are PSPACE-complete for DFA given in circuit representation.
Upper bounds on multiparty communication complexity of shifts
1996
We consider some communication complexity problems which arise when proving lower bounds on the complexity of Boolean functions. In particular, we prove an \(O(\frac{n}{{2\sqrt {\log n} }}\log ^{1/4} n)\)upper bound on 3-party communication complexity of shifts, an O(n e ) upper bound on the multiparty communication complexity of shifts for a polylogarithmic number of parties. These bounds are all significant improvements over ones recently considered “unexpected” by Pudlak [5].
On the propagation of a perturbation in an anharmonic system
2007
We give a not trivial upper bound on the velocity of disturbances in an infinitely extended anharmonic system at thermal equilibrium. The proof is achieved by combining a control on the non equilibrium dynamics with an explicit use of the state invariance with respect to the time evolution.
Warrant Exercise and Bond Conversion in Large Trader Economies
2006
It is well known that the sequential (premature) exercise of American-type warrants may be advantageous for large warrantholders, even in the absence of regular dividends, because using exercise proceeds to repurchase stock or to expand the firm's scale increases the riskiness of an equity share. We present an upper bound on this advantage and show that this advantage is negligible for a realistic parameter setting. This result, however, does not justify in general the simplifying restriction that warrants or convertible securities are valued as if exercised as a block. It turns out that the option to exercise only a fraction of the outstanding convertibles at the maturity date (partial exe…
Finite index subgroups of mapping class groups
2011
Let g ≥ 3 and n ≥ 0, and let Mg,n be the mapping class group of a surface of genus g with n boundary components. We prove that Mg,n contains a unique subgroup of index 2g−1(2g − 1) up to conjugation, a unique subgroup of index 2g−1(2g + 1) up to conjugation, and the other proper subgroups ofMg,n are of index greater than 2g−1(2g+1). In particular, the minimum index for a proper subgroup of Mg,n is 2g−1(2g − 1). AMS Subject Classification. Primary: 57M99. Secondary: 20G40, 20E28. 0 Introduction and statement of results The interaction between mapping class groups and finite groups has long been a topic of interest. The famous Hurwitz bound of 1893 showed that the mapping class group of a clo…
Discrete and differential homotopy in circular restricted three-body control
2010
The planar circular restricted three-body problem is considered. The control enters linearly in the equation of motion to model the thrust of the third body. The minimum time optimal control problem has two scalar parameters: The ratio of the primaries masses which embeds the two-body problem into the three-body one, and the upper bound on the control norm. Regular extremals of the maximum principle are computed by shooting thanks to continuations with respect to both parameters. Discrete and di erential homotopy are compared in connection with second order sucient conditions in optimal control. Homotopy with respect to control bound gives evidence of various topological structures of extr…