14 research outputs found
Problems in Extremal Combinatorics
This dissertation is divided into two major sections. Chapters 1 to 4 are concerned with Turán type problems for disconnected graphs and hypergraphs. In Chapter 5, we discuss an unrelated problem dealing with the equivalence of two notions of stationary processes. The Turán number of a graph H, ex(n,H), is the maximum number of edges in any n-vertex graph which is H-free. We discuss the history and results in this area, focusing particularly on the degenerate case for bipartite graphs. Let Pl denote a path on l vertices, and k*Pl denote k vertex-disjoint copies of Pl. We determine ex(n,k*P3) for n appropriately large, confirming a conjecture of Gorgol. Further, we determine ex(n,k*Pl) for arbitrary l, and n appropriately large. We provide background on the famous Erdös-Sós conjecture, and conditional on its truth we determine ex(n,H) when H is an equibipartite forest, for appropriately large n. In Chapter 4, we prove similar results in hypergraphs. We first discuss the related results for extremal numbers of hyperpaths, before proving the extremal numbers for multiple copies of a loose path of fixed length, and the corresponding result for linear paths. We extend this result to forests of loose hyperpaths, and linear hyperpaths. We note here that our results for loose paths, while tight, do not give the extremal numbers in their classical form; much more detail on this is given in Chapter 4. InChapter 5, we discuss two notions of stationary processes. Roughly, a process is a uniform martingale if it can be approximated arbitrarily well by a process in which the letter distribution depends only on a finite amount of the past. A random Markov process is a process with a coupled `look back\u27 time; that is, to determine the letter distribution, it suffices to choose a random look-back time, and then the distribution depends only on the past up to this time. Kalikow proved that on a binary alphabet, any uniform martingale is also a random Markov process. We extend this result to any finite alphabet
Thresholds for zero-sums with small cross numbers in abelian groups
For an additive group the sequence of
elements of is a zero-sum sequence if .
The cross number of is defined to be the sum , where
denotes the order of in . Call good if it contains a
zero-sum subsequence with cross number at most 1. In 1993, Geroldinger proved
that if is abelian then every length sequence of its
elements is good, generalizing a 1989 result of Lemke and Kleitman that had
proved an earlier conjecture of Erd\H{o}s and Lemke. In 1989 Chung re-proved
the Lemke and Kleitman result by applying a theorem of graph pebbling, and in
2005, Elledge and Hurlbert used graph pebbling to re-prove and generalize
Geroldinger's result. Here we use probabilistic theorems from graph pebbling to
derive a sharp threshold version of Geroldinger's theorem for abelian groups of
a certain form. Specifically, we prove that if are (not
necessarily distinct) primes and has the form then there is a function (which we specify
in Theorem 4) with the following property: if as
then the probability that is good in tends
to 1, while if then that probability tends to 0
Thresholds for Pebbling on Grids
Given a connected graph and a configuration of pebbles on the
vertices of G, a -pebbling step consists of removing pebbles from a
vertex, and adding a single pebble to one of its neighbors. Given a vector
, -pebbling consists of allowing
-pebbling in coordinate . A distribution of pebbles is called solvable
if it is possible to transfer at least one pebble to any specified vertex of
via a finite sequence of pebbling steps.
In this paper, we determine the weak threshold for -pebbling on the
sequence of grids for fixed and , as . Further,
we determine the strong threshold for -pebbling on the sequence of paths of
increasing length. A fundamental tool in these proofs is a new notion of
centrality, and a sufficient condition for solvability based on the well used
pebbling weight functions; we believe this weight lemma to be the first result
of its kind, and may be of independent interest.
These theorems improve recent results of Czygrinow and Hurlbert, and Godbole,
Jablonski, Salzman, and Wierman. They are the generalizations to the random
setting of much earlier results of Chung.
In addition, we give a short counterexample showing that the threshold
version of a well known conjecture of Graham does not hold. This uses a result
for hypercubes due to Czygrinow and Wagner.Comment: 16 pages; comments are welcom
Tur\`an numbers of Multiple Paths and Equibipartite Trees
The Tur\'an number of a graph H, ex(n;H), is the maximum number of edges in
any graph on n vertices which does not contain H as a subgraph. Let P_l denote
a path on l vertices, and kP_l denote k vertex-disjoint copies of P_l. We
determine ex(n, kP_3) for n appropriately large, answering in the positive a
conjecture of Gorgol. Further, we determine ex (n, kP_l) for arbitrary l, and n
appropriately large relative to k and l. We provide some background on the
famous Erd\H{o}s-S\'os conjecture, and conditional on its truth we determine
ex(n;H) when H is an equibipartite forest, for appropriately large n.Comment: 17 pages, 13 figures; Updated to incorporate referee's suggestions;
minor structural change
Random-step Markov processes
We explore two notions of stationary processes. The first is called a
random-step Markov process in which the stationary process of states, has a stationary coupling with an independent process on the
positive integers, of `random look-back distances'.
That is,
is independent of the `past states', , and for every
positive integer , the probability distribution on the `present', ,
conditioned on the event and on the past is the same as the
probability distribution on conditioned on the `-past', and . A random Markov process is a generalization of a
Markov chain of order and has the property that the distribution on the
present given the past can be uniformly approximated given the -past, for
sufficiently large. Processes with the latter property are called uniform
martingales, closely related to the notion of a `continuous -function'.
We show that every stationary process on a countable alphabet that is a
uniform martingale and is dominated by a finite measure is also a random Markov
process and that the random variables and associated
coupling can be chosen so that the distribution on the present given the
-past and the event is `deterministic': all probabilities are
in . In the case of finite alphabets, those random-step Markov
processes for which can be chosen with finite expected value are
characterized. For stationary processes on an uncountable alphabet, a stronger
condition is also considered which is sufficient to imply that a process is a
random Markov processes. In addition, a number of examples are given throughout
to show the sharpness of the results.Comment: 31 page