133 research outputs found

    Free Meixner states

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    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

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    Let TT be an underlying space with a non-atomic measure σ\sigma on it (e.g. T=RdT=\mathbb R^d and σ\sigma is the Lebesgue measure). We introduce and study a class of non-commutative generalized stochastic processes, indexed by points of TT, with freely independent values. Such a process (field), ω=ω(t)\omega=\omega(t), tTt\in T, is given a rigorous meaning through smearing out with test functions on TT, with Tσ(dt)f(t)ω(t)\int_T \sigma(dt)f(t)\omega(t) being a (bounded) linear operator in a full Fock space. We define a set CP\mathbf{CP} of all continuous polynomials of ω\omega, and then define a con-commutative L2L^2-space L2(τ)L^2(\tau) by taking the closure of CP\mathbf{CP} in the norm PL2(τ):=PΩ\|P\|_{L^2(\tau)}:=\|P\Omega\|, where Ω\Omega is the vacuum in the Fock space. Through procedure of orthogonalization of polynomials, we construct a unitary isomorphism between L2(τ)L^2(\tau) and a (Fock-space-type) Hilbert space F=Rn=1L2(Tn,γn)\mathbb F=\mathbb R\oplus\bigoplus_{n=1}^\infty L^2(T^n,\gamma_n), with explicitly given measures γn\gamma_n. We identify the Meixner class as those processes for which the procedure of orthogonalization leaves the set CP\mathbf {CP} invariant. (Note that, in the general case, the projection of a continuous monomial of oder nn onto the nn-th chaos need not remain a continuous polynomial.) Each element of the Meixner class is characterized by two continuous functions λ\lambda and η0\eta\ge0 on TT, such that, in the F\mathbb F space, ω\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 tt

    Semigroups of distributions with linear Jacobi parameters

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    We show that a convolution semigroup of measures has Jacobi parameters polynomial in the convolution parameter tt 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=0q=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

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    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

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    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

    On Linear Congestion Games with Altruistic Social Context

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    We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework, given a real matrix Γ=(γij)\Gamma=(\gamma_{ij}) specifying a particular social context, each player ii aims at optimizing a linear combination of the payoffs of all the players in the game, where, for each player jj, the multiplicative coefficient is given by the value γij\gamma_{ij}. We give a broad characterization of the social contexts for which pure Nash equilibria are always guaranteed to exist and provide tight or almost tight bounds on their prices of anarchy and stability. In some of the considered cases, our achievements either improve or extend results previously known in the literature

    The Firefighter Problem: A Structural Analysis

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    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

    One-sided Cauchy-Stieltjes Kernel Families

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    This paper continues the study of a kernel family which uses the Cauchy-Stieltjes kernel in place of the celebrated exponential kernel of the exponential families theory. We extend the theory to cover generating measures with support that is unbounded on one side. We illustrate the need for such an extension by showing that cubic pseudo-variance functions correspond to free-infinitely divisible laws without the first moment. We also determine the domain of means, advancing the understanding of Cauchy-Stieltjes kernel families also for compactly supported generating measures

    Routing Games over Time with FIFO policy

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    We study atomic routing games where every agent travels both along its decided edges and through time. The agents arriving on an edge are first lined up in a \emph{first-in-first-out} queue and may wait: an edge is associated with a capacity, which defines how many agents-per-time-step can pop from the queue's head and enter the edge, to transit for a fixed delay. We show that the best-response optimization problem is not approximable, and that deciding the existence of a Nash equilibrium is complete for the second level of the polynomial hierarchy. Then, we drop the rationality assumption, introduce a behavioral concept based on GPS navigation, and study its worst-case efficiency ratio to coordination.Comment: Submission to WINE-2017 Deadline was August 2nd AoE, 201
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