Characterization of Probability Law by Absolute Moments of Its Partial Sums

If Sn = X1 + . . . + Xn, where Xi are independent and identically distributed (i.i.d.) standard normal, then E|Sn| ≡ √2n/π, n ≧ 0. We show that no other symmetric law has exactly these “moments”; the general case remains (stubbornly) open. If X is standard two-sided exponential, then E|Sn| = 2n2-2n(2n/n). We show the latter moments are obtained exactly for all n also for Xi ~ B(2;0.5), the sum of two standard (± 1-valued) Bernoulli’s as well as for many other laws including unsymmetrical ones: Xi ~ G - 1, where G is geometric with mean 1, is one example. Our interest in this delicate nonlinear inverse problem (which was initiated by Klebanov, cf. [12]) of inverting the moments to recover the law was also drawn by the fact that it gives a way to study positive definite functions through the formula E|Sn| = (2/π) ∫0∞Re(1 - φn(1 / u))du, n ≧ 0, expressing E|Sn| in terms of the moments of φ, where φ is the characteristic function of X, φ(u) = Eexp(iuX). We show that if for some b \u3e 0, ψb (u) = φ (btan (u / b)) is a positive definite function then the distributions corresponding to φ and ψb have the same E|Sn| moments for all n. We show that if X is Bernoulli with zero mean and values ±1 then the moments characterize the distribution uniquely even among nonsymmetric laws. In general however we expect that the moments do not characterize the law, and this may well be the only nontrivial case of uniqueness. We extend some of our results to the case of pth moments, p different from an even integer

Apollonian Circle Packings: Geometry and Group Theory II. Super-Apollonian Group and Integral Packings

Apollonian circle packings arise by repeatedly filling the interstices between four mutually tangent circles with further tangent circles. Such packings can be described in terms of the Descartes configurations they contain. It observed there exist infinitely many types of integral Apollonian packings in which all circles had integer curvatures, with the integral structure being related to the integral nature of the Apollonian group. Here we consider the action of a larger discrete group, the super-Apollonian group, also having an integral structure, whose orbits describe the Descartes quadruples of a geometric object we call a super-packing. The circles in a super-packing never cross each other but are nested to an arbitrary depth. Certain Apollonian packings and super-packings are strongly integral in the sense that the curvatures of all circles are integral and the curvature$\times$centers of all circles are integral. We show that (up to scale) there are exactly 8 different (geometric) strongly integral super-packings, and that each contains a copy of every integral Apollonian circle packing (also up to scale). We show that the super-Apollonian group has finite volume in the group of all automorphisms of the parameter space of Descartes configurations, which is isomorphic to the Lorentz group $O(3, 1)$.Comment: 37 Pages, 11 figures. The second in a series on Apollonian circle packings beginning with math.MG/0010298. Extensively revised in June, 2004. More integral properties are discussed. More revision in July, 2004: interchange sections 7 and 8, revised sections 1 and 2 to match, and added matrix formulations for super-Apollonian group and its Lorentz version. Slight revision in March 10, 200

Apollonian Circle Packings: Geometry and Group Theory III. Higher Dimensions

This paper gives $n$-dimensional analogues of the Apollonian circle packings in parts I and II. We work in the space \sM_{\dd}^n of all $n$-dimensional oriented Descartes configurations parametrized in a coordinate system, ACC-coordinates, as those $(n+2) \times (n+2)$ real matrices \bW with \bW^T \bQ_{D,n} \bW = \bQ_{W,n} where $Q_{D,n} = x_1^2 +... + x_{n+2}^2 - \frac{1}{n}(x_1 +... + x_{n+2})^2$ is the $n$-dimensional Descartes quadratic form, $Q_{W,n} = -8x_1x_2 + 2x_3^2 + ... + 2x_{n+2}^2$, and \bQ_{D,n} and \bQ_{W,n} are their corresponding symmetric matrices. There are natural actions on the parameter space \sM_{\dd}^n. We introduce $n$-dimensional analogues of the Apollonian group, the dual Apollonian group and the super-Apollonian group. These are finitely generated groups with the following integrality properties: the dual Apollonian group consists of integral matrices in all dimensions, while the other two consist of rational matrices, with denominators having prime divisors drawn from a finite set $S$ depending on the dimension. We show that the the Apollonian group and the dual Apollonian group are finitely presented, and are Coxeter groups. We define an Apollonian cluster ensemble to be any orbit under the Apollonian group, with similar notions for the other two groups. We determine in which dimensions one can find rational Apollonian cluster ensembles (all curvatures rational) and strongly rational Apollonian sphere ensembles (all ACC-coordinates rational).Comment: 37 pages. The third in a series on Apollonian circle packings beginning with math.MG/0010298. Revised and extended. Added: Apollonian groups and Apollonian Cluster Ensembles (Section 4),and Presentation for n-dimensional Apollonian Group (Section 5). Slight revision on March 10, 200

Apollonian Circle Packings: Geometry and Group Theory I. The Apollonian Group

Apollonian circle packings arise by repeatedly filling the interstices between four mutually tangent circles with further tangent circles. We observe that there exist Apollonian packings which have strong integrality properties, in which all circles in the packing have integer curvatures and rational centers such that (curvature)$\times$(center) is an integer vector. This series of papers explain such properties. A {\em Descartes configuration} is a set of four mutually tangent circles with disjoint interiors. We describe the space of all Descartes configurations using a coordinate system \sM_\DD consisting of those $4 \times 4$ real matrices \bW with \bW^T \bQ_{D} \bW = \bQ_{W} where \bQ_D is the matrix of the Descartes quadratic form $Q_D= x_1^2 + x_2^2+ x_3^2 + x_4^2 -{1/2}(x_1 +x_2 +x_3 + x_4)^2$ and \bQ_W of the quadratic form $Q_W = -8x_1x_2 + 2x_3^2 + 2x_4^2$. There are natural group actions on the parameter space \sM_\DD. We observe that the Descartes configurations in each Apollonian packing form an orbit under a certain finitely generated discrete group, the {\em Apollonian group}. This group consists of $4 \times 4$ integer matrices, and its integrality properties lead to the integrality properties observed in some Apollonian circle packings. We introduce two more related finitely generated groups, the dual Apollonian group and the super-Apollonian group, which have nice geometrically interpretations. We show these groups are hyperbolic Coxeter groups.Comment: 42 pages, 11 figures. Extensively revised version on June 14, 2004. Revised Appendix B and a few changes on July, 2004. Slight revision on March 10, 200

Self-Similar Corrections to the Ergodic Theorem for the Pascal-Adic Transformation

Let T be the Pascal-adic transformation. For any measurable function g, we consider the corrections to the ergodic theorem sum_{k=0}^{j-1} g(T^k x) - j/l sum_{k=0}^{l-1} g(T^k x). When seen as graphs of functions defined on {0,...,l-1}, we show for a suitable class of functions g that these quantities, once properly renormalized, converge to (part of) the graph of a self-affine function. The latter only depends on the ergodic component of x, and is a deformation of the so-called Blancmange function. We also briefly describe the links with a series of works on Conway recursive $10,000 sequence.Comment: version to appear in Stochastics and Dynamics. We added a discussion on the links with Conway 10,000$ recursive sequenc

Analysis of airplane boarding via space-time geometry and random matrix theory

We show that airplane boarding can be asymptotically modeled by 2-dimensional Lorentzian geometry. Boarding time is given by the maximal proper time among curves in the model. Discrepancies between the model and simulation results are closely related to random matrix theory. We then show how such models can be used to explain why some commonly practiced airline boarding policies are ineffective and even detrimental.Comment: 4 page

Limit Distributions of Self-Normalized Sums

If Xi are i.i.d. and have zero mean and arbitrary finite variance the limiting probability distribution of Sn(2) =(∑ni=1 Xi)/(∑nj=1Xj2)1/2 as n→∞ has density f(t) = (2π)−1/2 exp(−t2/2) by the central limit theorem and the law of large numbers. If the tails of Xi are sufficiently smooth and satisfy P(Xi \u3e t) ∼ rt−α and P(Xi \u3c −t) ∼ lt−α as t→∞, where 0 \u3c α \u3c 2, r \u3e 0, l \u3e 0, Sn(2) still has a limiting distribution F even though Xi has infinite variance. The density f of F depends on α as well as on r/l. We also study the limiting distribution of the more general Sn(p) = (∑ni=1Xi)/(∑nj=1 |Xj|p)1/p where Xi are i.i.d. and in the domain of a stable law G with tails as above. In the cases p = 2 (see (4.21)) and p = 1 (see (3.7)) we obtain exact, computable formulas for f(t) = f(t,α,r/l), and give graphs of f for a number of values of α and r/l. For p = 2, we find that f is always symmetric about zero on (−1,1), even though f is symmetric on (−∞,∞) only when r = l

Adaptive density estimation for stationary processes

We propose an algorithm to estimate the common density $s$ of a stationary process $X_1,...,X_n$. We suppose that the process is either $\beta$ or $\tau$-mixing. We provide a model selection procedure based on a generalization of Mallows' $C_p$ and we prove oracle inequalities for the selected estimator under a few prior assumptions on the collection of models and on the mixing coefficients. We prove that our estimator is adaptive over a class of Besov spaces, namely, we prove that it achieves the same rates of convergence as in the i.i.d framework