Information Geometry Approach to Parameter Estimation in Markov Chains

We consider the parameter estimation of Markov chain when the unknown transition matrix belongs to an exponential family of transition matrices. Then, we show that the sample mean of the generator of the exponential family is an asymptotically efficient estimator. Further, we also define a curved exponential family of transition matrices. Using a transition matrix version of the Pythagorean theorem, we give an asymptotically efficient estimator for a curved exponential family.Comment: Appendix D is adde

Joint Beamforming and Power Control in Coordinated Multicell: Max-Min Duality, Effective Network and Large System Transition

This paper studies joint beamforming and power control in a coordinated multicell downlink system that serves multiple users per cell to maximize the minimum weighted signal-to-interference-plus-noise ratio. The optimal solution and distributed algorithm with geometrically fast convergence rate are derived by employing the nonlinear Perron-Frobenius theory and the multicell network duality. The iterative algorithm, though operating in a distributed manner, still requires instantaneous power update within the coordinated cluster through the backhaul. The backhaul information exchange and message passing may become prohibitive with increasing number of transmit antennas and increasing number of users. In order to derive asymptotically optimal solution, random matrix theory is leveraged to design a distributed algorithm that only requires statistical information. The advantage of our approach is that there is no instantaneous power update through backhaul. Moreover, by using nonlinear Perron-Frobenius theory and random matrix theory, an effective primal network and an effective dual network are proposed to characterize and interpret the asymptotic solution.Comment: Some typos in the version publised in the IEEE Transactions on Wireless Communications are correcte

Renewal theorems for a class of processes with dependent interarrival times and applications in geometry

Renewal theorems are developed for point processes with interarrival times $W_n=\xi(X_{n+1}X_n\cdots)$, where $(X_n)_{n\in\mathbb Z}$ is a stochastic process with finite state space $\Sigma$ and $\xi\colon\Sigma_A\to\mathbb R$ is a H\"older continuous function on a subset $\Sigma_A\subset\Sigma^{\mathbb N}$. The theorems developed here unify and generalise the key renewal theorem for discrete measures and Lalley's renewal theorem for counting measures in symbolic dynamics. Moreover, they capture aspects of Markov renewal theory. The new renewal theorems allow for direct applications to problems in fractal and hyperbolic geometry; for instance, results on the Minkowski measurability of self-conformal sets are deduced. Indeed, these geometric problems motivated the development of the renewal theorems.Comment: 2 figure

Vibrational modes and spectrum of oscillators on a scale-free network

We study vibrational modes and spectrum of a model system of atoms and springs on a scale-free network in order to understand the nature of excitations with many degrees of freedom on the scale-free network. We assume that the atoms and springs are distributed as nodes and links of a scale-free network, assigning the mass $M_{i}$ and the specific oscillation frequency $\omega_{i}$ of the $i$-th atom and the spring constant $K_{ij}$ between the $i$-th and $j$-th atoms.Comment: 8pages, 2 figure

Fractal curvature measures and Minkowski content for one-dimensional self-conformal sets

We show that the fractal curvature measures of invariant sets of one-dimensional conformal iterated function systems satisfying the open set condition exist, if and only if the associated geometric potential function is nonlattice. Moreover, in the nonlattice situation we obtain that the Minkowski content exists and prove that the fractal curvature measures are constant multiples of the $\delta$-conformal measure, where $\delta$ denotes the Minkowski dimension of the invariant set. For the first fractal curvature measure, this constant factor coincides with the Minkowski content of the invariant set. In the lattice situation we give sufficient conditions for the Minkowski content of the invariant set to exist, contrasting the fact that the Minkowski content of a self-similar lattice fractal never exists. However, every self-similar set satisfying the open set condition exhibits a Minkowski measurable $\mathcal{C}^{1+\alpha}$ diffeomorphic image. Both in the lattice and nonlattice situation average versions of the fractal curvature measures are shown to always exist.Comment: 36 page