Mutual information may be used to select the embedding lag of a time series. However, this lag selection is usually limited to the analysis of the mutual information between a pair of lagged values in the series. In this paper, generalized mutual information estimators are proposed to take into account more than two variables in the lag selection. Experimental results show that lag selection us...

We study a version of Whitney’s embedding problem in projective geometry: What is the smallest dimension of an affine space that can contain an n-dimensional submanifold without any pairs of parallel or intersecting tangent lines at distinct points? This problem is related to the generalized vector field problem, existence of non-singular bilinear maps, and the immersion problem for real projec...

The notion of confluence is prevalent in graph transformation systems (GTS) as well as constraint handling rules (CHR). This work presents a generalized embedding of GTS in CHR that allows to consider strong derivations in confluence analyses. Confluence of a terminating CHR program is decidable, but confluence of a terminating GTS is undecidable. We show that observable confluence in CHR is a ...

We present a variation of James Propp’s generalized domino shuffling, which provides an efficient way to obtain perfect matchings of weighted Aztec diamonds. Our modification is specially tailored to deal with cases when some of the weights are zero. This allows us to tile efficiently a large class of planar graphs, by embedding them in a large enough Aztec diamond. We also give a sufficient co...

This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward rates generalizing Filipović, Overbeck and Schmidt (2009) to the case where the forward rates are driven by a finite dimensional Lévy process. The contribution of this work is twofold: we provide conditions for absence of arbitrage in this generalized framework. Furthermore, we ...

We describe a natural action on the Quot scheme, Rd compactifying the space of degree d maps from P to the Grassmannian of lines. We identify the fixed points components for this action and the weights of the normal bundle of these components. We compute the degree of this Quot scheme under the generalized Plücker embedding by applying Atiyah-Bott localization formula. Finally we conjecture a c...

The finding that Pareto distributions are adequate to model Internet packet interarrival times has motivated the proposal of methods to compute steady-state performance measures of Pareto/M/·/· queues. In this work we give an overview of some of these methods and compare them with an approach we have recently proposed, which combines embedding, uniformization and stochastic ordering techniques ...

We estimate and characterize the edge congestion-sum measure for embeddings of various graphs such as cycles, wheels, and generalized wheels into arbitrary trees. All embedding algorithms apply an interesting general technique based on the consecutive label property. Our algorithms produce optimal values of sum of dilations and sum of edge-congestions in linear time. © 2004 Wiley Periodicals, I...

The main result is the following. Let f:X→Y be a continuous mapping of completely Baire space X onto hereditary weakly Preiss-Simon regular Y such that image every open subset resolvable set in Y. Then Baire. classical Hurewicz theorem about closed embedding rational numbers into metrizable spaces generalized to spaces.