A formula for Glynn’s hyperdeterminant detp (p prime) of a square matrix shows that the number of ways to decompose any integral doubly stochastic matrix with row and column sums p− 1 into p− 1 permutation matrices with even product, minus the number of ways with odd product, is 1 (mod p). It follows that the number of even Latin squares of order p− 1 is not equal to the number of odd Latin squ...

In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between L2ρ(R ;R)⊗Lρ(R ;R) valued solutions of backward doubly stochastic differential equations (BDSDEs) on infinite horizon and the stationary solutions of the SPDEs. Moreover, we prove the existence and uniqueness of the solutions of BDSDEs on both finite ...

A fundamental step in many data-analysis techniques is the construction of an affinity matrix describing similarities between data points. When points reside Euclidean space, a widespread approach to form by Gaussian kernel with pairwise distances, and follow certain normalization (e.g., row-stochastic or its symmetric variant). We demonstrate that doubly stochastic zero main diagonal (i.e., no...

Let {Xk, k ≥ 1} be a sequence of independent, identically distributed nonnegative random variables with common distribution function F and finite expectation μ > 0. Under the assumption that the tail probability F(x) = 1−F(x) is consistently varying as x tends to infinity, this paper investigates precise large deviations for both the partial sums Sn and the random sums SN(t), where N(·) is a co...

In this work, we deal with a Slater type inequality designed for symmetric convex function and collection of vectors transformed by doubly stochastic matrix. doing so, use an additional control function. the case when composition underlying is Schur-concave, such approach leads to refinement standard inequality. Special cases are also considered.

In this paper, we consider the relationships between the second order linear recurrences, and the generalized doubly stochastic permanents and determinants. 1. Introduction The Fibonacci sequence, fFng ; is de…ned by the recurrence relation, for n 1 Fn+1 = Fn + Fn 1 (1.1) where F0 = 0; F1 = 1: The Lucas Sequence, fLng ; is de…ned by the recurrence relation, for n 1 Ln+1 = Ln + Ln 1 (1.2) where ...

Recently, there has been a growing interest in the methods addressing volatility in computational finance and econometrics. Peiris et al. [8] have introduced doubly stochastic volatility models with GARCH innovations. Random coefficient autoregressive sequences are special case of doubly stochastic time series. In this paper, we consider some doubly stochastic stationary time series with GARCH ...

We investigate manifolds obtained as a quotient of a doubly warped product. We show that they are always covered by the product of two suitable leaves. This allows us to prove, under regularity hypothesis, that these manifolds are a doubly warped product up to a zero measure subset formed by an union of leaves. We also obtain a necessary and sufficient condition which ensures the decomposition ...

Let ; and n be point processes and let p€[O,I]. We say that ; is a p-thinning of n, if it is obtained from n by deleting the atoms independently with probability l-p. It is shown that, if PI,P2, ... €(O,I] with P +0 n and if ; n is a p -thinning of some n for each n€N, then ~n converges in distribution in the vague topology if and only if Pnnn does. Furthermore, denoting the limits by ~ and n r...