Free Meixner states

Free Meixner states are a class of functionals on non-commutative polynomials introduced in math.CO/0410482. They are characterized by a resolvent-type form for the generating function of their orthogonal polynomials, by a recursion relation for those polynomials, or by a second-order non-commutative differential equation satisfied by their free cumulant functional. In this paper, we construct an operator model for free Meixner states. By combinatorial methods, we also derive an operator model for their free cumulant functionals. This, in turn, allows us to construct a number of examples. Many of these examples are shown to be trivial, in the sense of being free products of functionals which depend on only a single variable, or rotations of such free products. On the other hand, the multinomial distribution is a free Meixner state and is not a product. Neither is a large class of tracial free Meixner states which are analogous to the simple quadratic exponential families in statistics.Comment: 30 page

Meixner class of non-commutative generalized stochastic processes with freely independent values I. A characterization

Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it (e.g. $T=\mathbb R^d$ and $\sigma$ is the Lebesgue measure). We introduce and study a class of non-commutative generalized stochastic processes, indexed by points of $T$, with freely independent values. Such a process (field), $\omega=\omega(t)$, $t\in T$, is given a rigorous meaning through smearing out with test functions on $T$, with $\int_T \sigma(dt)f(t)\omega(t)$ being a (bounded) linear operator in a full Fock space. We define a set $\mathbf{CP}$ of all continuous polynomials of $\omega$, and then define a con-commutative $L^2$-space $L^2(\tau)$ by taking the closure of $\mathbf{CP}$ in the norm $\|P\|_{L^2(\tau)}:=\|P\Omega\|$, where $\Omega$ is the vacuum in the Fock space. Through procedure of orthogonalization of polynomials, we construct a unitary isomorphism between $L^2(\tau)$ and a (Fock-space-type) Hilbert space $\mathbb F=\mathbb R\oplus\bigoplus_{n=1}^\infty L^2(T^n,\gamma_n)$, with explicitly given measures $\gamma_n$. We identify the Meixner class as those processes for which the procedure of orthogonalization leaves the set $\mathbf {CP}$ invariant. (Note that, in the general case, the projection of a continuous monomial of oder $n$ onto the $n$-th chaos need not remain a continuous polynomial.) Each element of the Meixner class is characterized by two continuous functions $\lambda$ and $\eta\ge0$ on $T$, such that, in the $\mathbb F$ space, $\omega$ has representation \omega(t)=\di_t^\dag+\lambda(t)\di_t^\dag\di_t+\di_t+\eta(t)\di_t^\dag\di^2_t, where \di_t^\dag and \di_t are the usual creation and annihilation operators at point $t$

Semigroups of distributions with linear Jacobi parameters

We show that a convolution semigroup of measures has Jacobi parameters polynomial in the convolution parameter $t$ if and only if the measures come from the Meixner class. Moreover, we prove the parallel result, in a more explicit way, for the free convolution and the free Meixner class. We then construct the class of measures satisfying the same property for the two-state free convolution. This class of two-state free convolution semigroups has not been considered explicitly before. We show that it also has Meixner-type properties. Specifically, it contains the analogs of the normal, Poisson, and binomial distributions, has a Laha-Lukacs-type characterization, and is related to the $q=0$ case of quadratic harnesses.Comment: v3: the article is merged back together with arXiv:1003.4025. A significant revision following suggestions by the referee. 2 pdf figure

Wick's theorem for q-deformed boson operators

In this paper combinatorial aspects of normal ordering arbitrary words in the creation and annihilation operators of the q-deformed boson are discussed. In particular, it is shown how by introducing appropriate q-weights for the associated ``Feynman diagrams'' the normally ordered form of a general expression in the creation and annihilation operators can be written as a sum over all q-weighted Feynman diagrams, representing Wick's theorem in the present context.Comment: 9 page

Network Creation Games: Think Global - Act Local

We investigate a non-cooperative game-theoretic model for the formation of communication networks by selfish agents. Each agent aims for a central position at minimum cost for creating edges. In particular, the general model (Fabrikant et al., PODC'03) became popular for studying the structure of the Internet or social networks. Despite its significance, locality in this game was first studied only recently (Bil\`o et al., SPAA'14), where a worst case locality model was presented, which came with a high efficiency loss in terms of quality of equilibria. Our main contribution is a new and more optimistic view on locality: agents are limited in their knowledge and actions to their local view ranges, but can probe different strategies and finally choose the best. We study the influence of our locality notion on the hardness of computing best responses, convergence to equilibria, and quality of equilibria. Moreover, we compare the strength of local versus non-local strategy-changes. Our results address the gap between the original model and the worst case locality variant. On the bright side, our efficiency results are in line with observations from the original model, yet we have a non-constant lower bound on the price of anarchy.Comment: An extended abstract of this paper has been accepted for publication in the proceedings of the 40th International Conference on Mathematical Foundations on Computer Scienc

The Firefighter Problem: A Structural Analysis

We consider the complexity of the firefighter problem where b>=1 firefighters are available at each time step. This problem is proved NP-complete even on trees of degree at most three and budget one (Finbow et al.,2007) and on trees of bounded degree b+3 for any fixed budget b>=2 (Bazgan et al.,2012). In this paper, we provide further insight into the complexity landscape of the problem by showing that the pathwidth and the maximum degree of the input graph govern its complexity. More precisely, we first prove that the problem is NP-complete even on trees of pathwidth at most three for any fixed budget b>=1. We then show that the problem turns out to be fixed parameter-tractable with respect to the combined parameter "pathwidth" and "maximum degree" of the input graph

Lowering and raising operators for the free Meixner class of orthogonal polynomials

We compare some properties of the lowering and raising operators for the classical and free classes of Meixner polynomials on the real line

Matching Dynamics with Constraints

We study uncoordinated matching markets with additional local constraints that capture, e.g., restricted information, visibility, or externalities in markets. Each agent is a node in a fixed matching network and strives to be matched to another agent. Each agent has a complete preference list over all other agents it can be matched with. However, depending on the constraints and the current state of the game, not all possible partners are available for matching at all times. For correlated preferences, we propose and study a general class of hedonic coalition formation games that we call coalition formation games with constraints. This class includes and extends many recently studied variants of stable matching, such as locally stable matching, socially stable matching, or friendship matching. Perhaps surprisingly, we show that all these variants are encompassed in a class of "consistent" instances that always allow a polynomial improvement sequence to a stable state. In addition, we show that for consistent instances there always exists a polynomial sequence to every reachable state. Our characterization is tight in the sense that we provide exponential lower bounds when each of the requirements for consistency is violated. We also analyze matching with uncorrelated preferences, where we obtain a larger variety of results. While socially stable matching always allows a polynomial sequence to a stable state, for other classes different additional assumptions are sufficient to guarantee the same results. For the problem of reaching a given stable state, we show NP-hardness in almost all considered classes of matching games.Comment: Conference Version in WINE 201

Social Welfare in One-Sided Matching Mechanisms

We study the Price of Anarchy of mechanisms for the well-known problem of one-sided matching, or house allocation, with respect to the social welfare objective. We consider both ordinal mechanisms, where agents submit preference lists over the items, and cardinal mechanisms, where agents may submit numerical values for the items being allocated. We present a general lower bound of $\Omega(\sqrt{n})$ on the Price of Anarchy, which applies to all mechanisms. We show that two well-known mechanisms, Probabilistic Serial, and Random Priority, achieve a matching upper bound. We extend our lower bound to the Price of Stability of a large class of mechanisms that satisfy a common proportionality property, and show stronger bounds on the Price of Anarchy of all deterministic mechanisms

Resource Competition on Integral Polymatroids

We study competitive resource allocation problems in which players distribute their demands integrally on a set of resources subject to player-specific submodular capacity constraints. Each player has to pay for each unit of demand a cost that is a nondecreasing and convex function of the total allocation of that resource. This general model of resource allocation generalizes both singleton congestion games with integer-splittable demands and matroid congestion games with player-specific costs. As our main result, we show that in such general resource allocation problems a pure Nash equilibrium is guaranteed to exist by giving a pseudo-polynomial algorithm computing a pure Nash equilibrium.Comment: 17 page