用完美模拟估计带电完全有向无环图的最后通道渗流常数

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2021-10-04 DOI:10.30757/ALEA.v20-19
S. Foss, T. Konstantopoulos, Bastien Mallein, Sanjay Ramassamy
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引用次数: 2

摘要

我们的研究对象是带电(带符号权加权)完全有向无环图中最重路径的渐近增长。边缘电荷是i.i.d随机变量,在$[-\infty,1]$上支持共同分布$F$,其本质上的极值等于$1$ ($-\infty$的电荷被理解为没有边)。渐近增长率是一个常数,我们用$C(F)$表示。即使在最简单的情况下$F=p\delta_1 + (1-p)\delta_{-\infty}$对应于Barak-Erd \H{o}随机图中最长的路径,该函数也没有封闭形式的表达式,但确实存在良好的界。本文构造了一个马尔可夫粒子系统,我们称之为“最大生长系统”(MGS),并说明了它与带电随机图的关系。MGS是无限箱模型的推广,无限箱模型已经成为许多论文的研究对象。然后,我们确定该过程的随机函数,该函数承认平稳版本,其期望等于未知常数$C(F)$。在此基础上,我们构造了一个有效的仿真算法,该算法从随机泛函中产生样本。
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Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation
Our object of study is the asymptotic growth of heaviest paths in a charged (weighted with signed weights) complete directed acyclic graph. Edge charges are i.i.d. random variables with common distribution $F$ supported on $[-\infty,1]$ with essential supremum equal to $1$ (a charge of $-\infty$ is understood as the absence of an edge). The asymptotic growth rate is a constant that we denote by $C(F)$. Even in the simplest case where $F=p\delta_1 + (1-p)\delta_{-\infty}$, corresponding to the longest path in the Barak-Erd\H{o}s random graph, there is no closed-form expression for this function, but good bounds do exist. In this paper we construct a Markovian particle system that we call"Max Growth System"(MGS), and show how it is related to the charged random graph. The MGS is a generalization of the Infinite Bin Model that has been the object of study of a number of papers. We then identify a random functional of the process that admits a stationary version and whose expectation equals the unknown constant $C(F)$. Furthermore, we construct an effective perfect simulation algorithm for this functional which produces samples from the random functional.
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来源期刊
CiteScore
1.10
自引率
0.00%
发文量
48
期刊介绍: ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.
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