365 research outputs found
A characterization of the set of fixed points of the Quicksort transformation
The limiting distribution \mu of the normalized number of key comparisons
required by the Quicksort sorting algorithm is known to be the unique fixed
point of a certain distributional transformation T -- unique, that is, subject
to the constraints of zero mean and finite variance. We show that a
distribution is a fixed point of T if and only if it is the convolution of \mu
with a Cauchy distribution of arbitrary center and scale. In particular,
therefore, \mu is the unique fixed point of T having zero mean.Comment: 9 pages. See also http://www.mts.jhu.edu/~fill/ and
http://www.math.uu.se/~svante/papers . Submitted for publication in May,200
Approximating the limiting Quicksort distribution
The limiting distribution of the normalized number of comparisons used by
Quicksort to sort an array of n numbers is known to be the unique fixed point
with zero mean of a certain distributional transformation S. We study the
convergence to the limiting distribution of the sequence of distributions
obtained by iterating the transformation S, beginning with a (nearly) arbitrary
starting distribution. We demonstrate geometrically fast convergence for
various metrics and discuss some implications for numerical calculations of the
limiting Quicksort distribution. Finally, we give companion lower bounds which
show that the convergence is not faster than geometric.Comment: 30 pages. See also http://www.mts.jhu.edu/~fill/ and
http://www.math.uu.se/~svante/ . Submitted for publication in January, 200
Quicksort asymptotics
The number of comparisons X_n used by Quicksort to sort an array of n
distinct numbers has mean mu_n of order n log n and standard deviation of order
n. Using different methods, Regnier and Roesler each showed that the normalized
variate Y_n := (X_n - mu_n) / n converges in distribution, say to Y; the
distribution of Y can be characterized as the unique fixed point with zero mean
of a certain distributional transformation.
We provide the first rates of convergence for the distribution of Y_n to that
of Y, using various metrics. In particular, we establish the bound 2 n^{- 1 /
2} in the d_2-metric, and the rate O(n^{epsilon - (1 / 2)}) for
Kolmogorov-Smirnov distance, for any positive epsilon.Comment: 23 pages. See also http://www.mts.jhu.edu/~fill/ and
http://www.math.uu.se/~svante/ . To be submitted for publication in May, 200
On the tails of the limiting Quicksort distribution
We give asymptotics for the left and right tails of the limiting Quicksort
distribution. The results agree with, but are less precise than, earlier
non-rigorous results by Knessl and Spankowski.Comment: 8 pages. v2: Typos corrected and some formulations improve
Distributional convergence for the number of symbol comparisons used by QuickSort
Most previous studies of the sorting algorithm QuickSort have used the number
of key comparisons as a measure of the cost of executing the algorithm. Here we
suppose that the n independent and identically distributed (i.i.d.) keys are
each represented as a sequence of symbols from a probabilistic source and that
QuickSort operates on individual symbols, and we measure the execution cost as
the number of symbol comparisons. Assuming only a mild "tameness" condition on
the source, we show that there is a limiting distribution for the number of
symbol comparisons after normalization: first centering by the mean and then
dividing by n. Additionally, under a condition that grows more restrictive as p
increases, we have convergence of moments of orders p and smaller. In
particular, we have convergence in distribution and convergence of moments of
every order whenever the source is memoryless, that is, whenever each key is
generated as an infinite string of i.i.d. symbols. This is somewhat surprising;
even for the classical model that each key is an i.i.d. string of unbiased
("fair") bits, the mean exhibits periodic fluctuations of order n.Comment: Published in at http://dx.doi.org/10.1214/12-AAP866 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
A survey of max-type recursive distributional equations
In certain problems in a variety of applied probability settings (from
probabilistic analysis of algorithms to statistical physics), the central
requirement is to solve a recursive distributional equation of the form X =^d
g((\xi_i,X_i),i\geq 1). Here (\xi_i) and g(\cdot) are given and the X_i are
independent copies of the unknown distribution X. We survey this area,
emphasizing examples where the function g(\cdot) is essentially a ``maximum''
or ``minimum'' function. We draw attention to the theoretical question of
endogeny: in the associated recursive tree process X_i, are the X_i measurable
functions of the innovations process (\xi_i)?Comment: Published at http://dx.doi.org/10.1214/105051605000000142 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
- …