Large deviation asymptotics for occupancy problems

In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the distribution of various interesting quantities (such as the fraction of cells that contain a given number of balls), these expressions are often of limited practical use. Approximations provide an attractive alternative, and in the present paper we consider a large deviation approximation as r and n tend to infinity. In order to analyze the problem we first consider a dynamical model, where the balls are placed in the cells sequentially and ``time'' corresponds to the number of balls that have already been thrown. A complete large deviation analysis of this ``process level'' problem is carried out, and the rate function for the original problem is then obtained via the contraction principle. The variational problem that characterizes this rate function is analyzed, and a fairly complete and explicit solution is obtained. The minimizing trajectories and minimal cost are identified up to two constants, and the constants are characterized as the unique solution to an elementary fixed point problem. These results are then used to solve a number of interesting problems, including an overflow problem and the partial coupon collector's problem.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/00911790400000013

Networking - A Statistical Physics Perspective

Efficient networking has a substantial economic and societal impact in a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption require new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with non-linear large scale systems. This paper aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications.Comment: (Review article) 71 pages, 14 figure

Data Reduction for Graph Coloring Problems

This paper studies the kernelization complexity of graph coloring problems with respect to certain structural parameterizations of the input instances. We are interested in how well polynomial-time data reduction can provably shrink instances of coloring problems, in terms of the chosen parameter. It is well known that deciding 3-colorability is already NP-complete, hence parameterizing by the requested number of colors is not fruitful. Instead, we pick up on a research thread initiated by Cai (DAM, 2003) who studied coloring problems parameterized by the modification distance of the input graph to a graph class on which coloring is polynomial-time solvable; for example parameterizing by the number k of vertex-deletions needed to make the graph chordal. We obtain various upper and lower bounds for kernels of such parameterizations of q-Coloring, complementing Cai's study of the time complexity with respect to these parameters. Our results show that the existence of polynomial kernels for q-Coloring parameterized by the vertex-deletion distance to a graph class F is strongly related to the existence of a function f(q) which bounds the number of vertices which are needed to preserve the NO-answer to an instance of q-List-Coloring on F.Comment: Author-accepted manuscript of the article that will appear in the FCT 2011 special issue of Information & Computatio

Learning Algebraic Varieties from Samples

We seek to determine a real algebraic variety from a fixed finite subset of points. Existing methods are studied and new methods are developed. Our focus lies on aspects of topology and algebraic geometry, such as dimension and defining polynomials. All algorithms are tested on a range of datasets and made available in a Julia package

The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets

In this paper, a continuous-time price-quantity trading process is defined for exchange economies with differentiable characteristics. The dynamics is based on boundedly rational agents exchanging limit-price orders to a central clearing house, which rations infinitesimal trades according to Mertens (2003) double auction. Existence of continuous trade and price curves holds under weak conditions and in particular even if there is no long-run competitive equilibrium. Every such curve converges towards a Pareto point, and every Paretian allocation is a locally stable rest-point. Generically, given initial conditions, the trade and price curve is piecewise unique, smooth and computable, hence enables to effectively perform comparative dynamics. Finally, in the 2 x 2 case, the vector field induced by the limit-price dynamics is real-analytic.Non-tatonnement, price-quantity dynamics, limit-price mechanism, myopia, computable general equilibrium.