4,837 research outputs found
On the maximum size of an anti-chain of linearly separable sets and convex pseudo-discs
We show that the maximum cardinality of an anti-chain composed of
intersections of a given set of n points in the plane with half-planes is close
to quadratic in n. We approach this problem by establishing the equivalence
with the problem of the maximum monotone path in an arrangement of n lines. For
a related problem on antichains in families of convex pseudo-discs we can
establish the precise asymptotic bound: it is quadratic in n. The sets in such
a family are characterized as intersections of a given set of n points with
convex sets, such that the difference between the convex hulls of any two sets
is nonempty and connected.Comment: 10 pages, 3 figures. revised version correctly attributes the idea of
Section 3 to Tverberg; and replaced k-sets by "linearly separable sets" in
the paper and the title. Accepted for publication in Israel Journal of
Mathematic
How are Three-Deminsional Objects Represented in the Brain?
We discuss a variety of object recognition experiments in which human subjects were presented with realistically rendered images of computer-generated three-dimensional objects, with tight control over stimulus shape, surface properties, illumination, and viewpoint, as well as subjects' prior exposure to the stimulus objects. In all experiments recognition performance was: (1) consistently viewpoint dependent; (2) only partially aided by binocular stereo and other depth information, (3) specific to viewpoints that were familiar; (4) systematically disrupted by rotation in depth more than by deforming the two-dimensional images of the stimuli. These results are consistent with recently advanced computational theories of recognition based on view interpolation
From Random Matrices to Stochastic Operators
We propose that classical random matrix models are properly viewed as finite
difference schemes for stochastic differential operators. Three particular
stochastic operators commonly arise, each associated with a familiar class of
local eigenvalue behavior. The stochastic Airy operator displays soft edge
behavior, associated with the Airy kernel. The stochastic Bessel operator
displays hard edge behavior, associated with the Bessel kernel. The article
concludes with suggestions for a stochastic sine operator, which would display
bulk behavior, associated with the sine kernel.Comment: 41 pages, 5 figures. Submitted to Journal of Statistical Physics.
Changes in this revision: recomputed Monte Carlo simulations, added reference
[19], fit into margins, performed minor editin
Paradoxes of Fair Division
Paradoxes, if they do not define a field, render its problems intriguing and often perplexing, especially insofar as the paradoxes remain unresolved. Voting theory, for example, has been greatly stimulated by the Condorcet paradox, which is the discovery by the Marquis de Condorcet that there may be no alternative that is preferred by a majority to every other alternative, producing so-called cyclical majorities. Its modern extension and generalization is Arrow\u27s theorem, which says, roughly speaking, that a certain set of reasonable conditions for aggregating individuals\u27 preferences into some social choice are inconsistent. In the last fifty years, hundreds of books and thousands of articles have been written about these and related social-choice paradoxes and theorems, as well as their ramifications for voting and democracy. Hannu Nurmi provides a good survey and classification of voting paradoxes and also offers advice on how to deal with them. There is also an enormous literature on fairness, justice, and equality, and numerous suggestions on how to rectify the absence of these properties or attenuate their erosion. But paradoxes do not frame the study of fairness in the same way they have inspired social-choice theory
Noise Dressing of Financial Correlation Matrices
We show that results from the theory of random matrices are potentially of
great interest to understand the statistical structure of the empirical
correlation matrices appearing in the study of price fluctuations. The central
result of the present study is the remarkable agreement between the theoretical
prediction (based on the assumption that the correlation matrix is random) and
empirical data concerning the density of eigenvalues associated to the time
series of the different stocks of the S&P500 (or other major markets). In
particular the present study raises serious doubts on the blind use of
empirical correlation matrices for risk management.Comment: Latex (Revtex) 3 pp + 2 postscript figures (in-text
Random Matrix Theory Analysis of Cross Correlations in Financial Markets
We confirm universal behaviors such as eigenvalue distribution and spacings
predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the
daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been
reported for New York Stock Exchange in previous studies. It is shown that the
random part of the eigenvalue distribution of the cross correlation matrix is
stable even when deterministic correlations are present. Some deviations in the
small eigenvalue statistics outside the bounds of the universality class of RMT
are not completely explained with the deterministic correlations as proposed in
previous studies. We study the effect of randomness on deterministic
correlations and find that randomness causes a repulsion between deterministic
eigenvalues and the random eigenvalues. This is interpreted as a reminiscent of
``level repulsion'' in RMT and explains some deviations from the previous
studies observed in the market data. We also study correlated groups of issues
in these markets and propose a refined method to identify correlated groups
based on RMT. Some characteristic differences between properties of Tokyo Stock
Exchange and New York Stock Exchange are found.Comment: RevTex, 17 pages, 8 figure
The Combinatorial World (of Auctions) According to GARP
Revealed preference techniques are used to test whether a data set is
compatible with rational behaviour. They are also incorporated as constraints
in mechanism design to encourage truthful behaviour in applications such as
combinatorial auctions. In the auction setting, we present an efficient
combinatorial algorithm to find a virtual valuation function with the optimal
(additive) rationality guarantee. Moreover, we show that there exists such a
valuation function that both is individually rational and is minimum (that is,
it is component-wise dominated by any other individually rational, virtual
valuation function that approximately fits the data). Similarly, given upper
bound constraints on the valuation function, we show how to fit the maximum
virtual valuation function with the optimal additive rationality guarantee. In
practice, revealed preference bidding constraints are very demanding. We
explain how approximate rationality can be used to create relaxed revealed
preference constraints in an auction. We then show how combinatorial methods
can be used to implement these relaxed constraints. Worst/best-case welfare
guarantees that result from the use of such mechanisms can be quantified via
the minimum/maximum virtual valuation function
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