Results 1  10
of
163
Singular Combinatorics
 ICM 2002 VOL. III 13
, 2002
"... Combinatorial enumeration leads to counting generating functions presenting a wide variety of analytic types. Properties of generating functions at singularities encode valuable information regarding asymptotic counting and limit probability distributions present in large random structures. " ..."
Abstract

Cited by 393 (11 self)
 Add to MetaCart
Combinatorial enumeration leads to counting generating functions presenting a wide variety of analytic types. Properties of generating functions at singularities encode valuable information regarding asymptotic counting and limit probability distributions present in large random structures. "Singularity analysis" reviewed here provides constructive estimates that are applicable in several areas of combinatorics. It constitutes a complexanalytic Tauberian procedure by which combinatorial constructions and asymptoticprobabilistic laws can be systematically related.
Automatic AverageCase Analysis Of Algorithms
, 1991
"... . Many probabilistic properties of elementary discrete combinatorial structures of interest for the averagecase analysis of algorithms prove to be decidable. This paper presents a general framework in which such decision procedures can be developed: It is based on a combination of generating funct ..."
Abstract

Cited by 57 (13 self)
 Add to MetaCart
. Many probabilistic properties of elementary discrete combinatorial structures of interest for the averagecase analysis of algorithms prove to be decidable. This paper presents a general framework in which such decision procedures can be developed: It is based on a combination of generating function techniques for counting, and complex analysis techniques for asymptotic estimations. We expose here the theory of exact analysis in terms of generating functions for four different domains: the iterative/recursive and unlabelled/labelled data type domains. We then present some major components of the associated asymptotic theory and exhibit a class of naturally arising functions that can be automatically analyzed. A fair fragment of this theory is also incorporated into a system called LambdaUpsilonOmega. In this way, using computer algebra, one can produce automatically nontrivial averagecase analyses of algorithms operating over a variety of "decomposable" combinatorial structur...
Random maps, coalescing saddles, singularity analysis, and Airy phenomena
 Random Structures & Algorithms
, 2001
"... A considerable number of asymptotic distributions arising in random combinatorics and analysis of algorithms are of the exponentialquadratic type, that is, Gaussian. We exhibit a class of "universal" phenomena that are of the exponentialcubic type, corresponding to distributions that i ..."
Abstract

Cited by 47 (6 self)
 Add to MetaCart
A considerable number of asymptotic distributions arising in random combinatorics and analysis of algorithms are of the exponentialquadratic type, that is, Gaussian. We exhibit a class of "universal" phenomena that are of the exponentialcubic type, corresponding to distributions that involve the Airy function. In this paper, such Airy phenomena are related to the coalescence of saddle points and the confluence of singularities of generating functions. For about a dozen types of random planar maps, a common Airy distribution (equivalently, a stable law of exponent 3/2) describes the sizes of cores and of largest (multi)connected components. Consequences include the analysis and fine optimization of random generation algorithms for multiply connected planar graphs. Based on an extension of the singularity analysis framework suggested by the Airy case, the paper also presents a general classification of compositional schemas in analytic combinatorics.
Mellin Transforms And Asymptotics: Digital Sums
, 1993
"... Arithmetic functions related to number representation systems exhibit various periodicity phenomena. For instance, a well known theorem of Delange expresses the total number of ones in the binary representations of the first n integers in terms of a periodic fractal function. We show that such perio ..."
Abstract

Cited by 38 (13 self)
 Add to MetaCart
Arithmetic functions related to number representation systems exhibit various periodicity phenomena. For instance, a well known theorem of Delange expresses the total number of ones in the binary representations of the first n integers in terms of a periodic fractal function. We show that such periodicity phenomena can be analyzed rather systematically using classical tools from analytic number theory, namely the MellinPerron formulae. This approach yields naturally the Fourier series involved in the expansions of a variety of digital sums related to number representation systems.
Singularity analysis and asymptotics of Bernoulli sums
 Theoretical Computer Science
, 1998
"... : The asymptotic analysis of a class of binomial sums that arise in information theory can be performed in a simple way by means of singularity analysis of generating functions. The method developed extends the range of applicability of singularity analysis techniques to combinatorial sums involving ..."
Abstract

Cited by 37 (4 self)
 Add to MetaCart
: The asymptotic analysis of a class of binomial sums that arise in information theory can be performed in a simple way by means of singularity analysis of generating functions. The method developed extends the range of applicability of singularity analysis techniques to combinatorial sums involving transcendental elements like logarithms or fractional powers. Unit'e de recherche INRIA Rocquencourt Domaine de Voluceau, Rocquencourt, BP 105, 78153 LE CHESNAY Cedex (France) T'el'ephone : (33) 01 39 63 55 11  T'el'ecopie : (33) 01 39 63 53 Analyse de singularit'e et asymptotique des sommes de Bernoulli R'esum'e : L'analyse asymptotique d'une classe de sommes qui interviennent en th'eorie de l'information peut etre effectu'ee de mani`ere simple par analyse de singularit'e de s'eries g'en'eratrices. La m'ethode d'evelopp'ee dans ce rapport 'etend en fait l'applicabilit'e des techniques d'analyse de singularit'e `a des sommes combinatoires comprenant des 'el'ements transcendants tels de...
Methods for Approximating Integrals in Statistics with Special Emphasis on Bayesian Integration Problems
 Statistical Science
"... This paper is a survey of the major techniques and approaches available for the numerical approximation of integrals in statistics. We classify these into five broad categories; namely, asymptotic methods, importance sampling, adaptive importance sampling, multiple quadrature and Markov chain method ..."
Abstract

Cited by 35 (5 self)
 Add to MetaCart
This paper is a survey of the major techniques and approaches available for the numerical approximation of integrals in statistics. We classify these into five broad categories; namely, asymptotic methods, importance sampling, adaptive importance sampling, multiple quadrature and Markov chain methods. Each method is discussed giving an outline of the basic supporting theory and particular features of the technique. Conclusions are drawn concerning the relative merits of the methods based on the discussion and their application to three examples. The following broad recommendations are made. Asymptotic methods should only be considered in contexts where the integrand has a dominant peak with approximate ellipsoidal symmetry. Importance sampling, and preferably adaptive importance sampling, based on a multivariate Student should be used instead of asymptotics methods in such a context. Multiple quadrature, and in particular subregion adaptive integration, are the algorithms of choice for...
Variance reduction techniques for estimating ValueatRisk
 Management Science
, 2000
"... This paper describes, analyzes and evaluates an algorithm for estimating portfolio loss probabilities using Monte Carlo simulation. Obtaining accurate estimates of such loss probabilities is essential to calculating valueatrisk, which is a quantile of the loss distribution. The method employs a ..."
Abstract

Cited by 29 (7 self)
 Add to MetaCart
This paper describes, analyzes and evaluates an algorithm for estimating portfolio loss probabilities using Monte Carlo simulation. Obtaining accurate estimates of such loss probabilities is essential to calculating valueatrisk, which is a quantile of the loss distribution. The method employs a quadratic ("deltagamma") approximation to the change in portfolio value to guide the selection of effective variance reduction techniques; specifically importance sampling and stratified sampling. If the approximation is exact, then the importance sampling is shown to be asymptotically optimal. Numerical results indicate that an appropriate combination of importance sampling and stratified sampling can result in large variance reductions when estimating the probability of large portfolio losses. 1 Introduction An important concept for quantifying and managing portfolio risk is valueatrisk (VAR) [17, 19]. VAR is defined as a quantile of the loss in portfolio value during a holding ...
Analytic Variations on the Airy Distribution
, 2001
"... The Airy distribution (of the “area ” type) occurs as a limit distribution of cumulative parameters in a number of combinatorial structures, like path length in trees, area below walks, displacement in parking sequences, and it is also related to basic graph and polyomino enumeration. We obtain cur ..."
Abstract

Cited by 21 (4 self)
 Add to MetaCart
The Airy distribution (of the “area ” type) occurs as a limit distribution of cumulative parameters in a number of combinatorial structures, like path length in trees, area below walks, displacement in parking sequences, and it is also related to basic graph and polyomino enumeration. We obtain curious explicit evaluations for certain moments of the Airy distribution, including moments of orders −1, −3, −5, etc., as well as + 1 5 11 7 13 19 3, − 3, − 3, etc. and − 3, − 3, − 3, etc. Our proofs are based on integral transforms of the Laplace and Mellin type and they rely essentially on “nonprobabilistic ” arguments like analytic continuation. A byproduct of this approach is the existence of relations between moments of the Airy distribution, the asymptotic expansion of the Airy function Ai(z) at +∞, and power symmetric functions of the zeros −αk of Ai(z).
On the Analysis of Linear Probing Hashing
, 1998
"... This paper presents moment analyses and characterizations of limit distributions for the construction cost of hash tables under the linear probing strategy. Two models are considered, that of full tables and that of sparse tables with a fixed filling ratio strictly smaller than one. For full tables, ..."
Abstract

Cited by 17 (8 self)
 Add to MetaCart
This paper presents moment analyses and characterizations of limit distributions for the construction cost of hash tables under the linear probing strategy. Two models are considered, that of full tables and that of sparse tables with a fixed filling ratio strictly smaller than one. For full tables, the construction cost has expectation O(n3/2), the standard deviation is of the same order, and a limit law of the Airy type holds. (The Airy distribution is a semiclassical distribution that is defined in terms of the usual Airy functions or equivalently in terms of Bessel functions of indices − 1 2 3, 3.) For sparse tables, the construction cost has expectation O(n), standard deviation O ( √ n), and a limit law of the Gaussian type. Combinatorial relations with other problems leading to Airy phenomena (like graph connectivity, tree inversions, tree path length, or area under excursions) are also briefly discussed.