An Extremal Property of Stochastic Integrals

An Extremal Property of Fekete Polynomials

An Extremal Property of Turán Graphs

Let Fn,tr(n) denote the family of all graphs on n vertices and tr(n) edges, where tr(n) is the number of edges in the Turán’s graph Tr(n) – the complete r-partite graph on n vertices with partition sizes as equal as possible. For a graph G and a positive integer λ, let PG(λ) denote the number of proper vertex colorings of G with at most λ colors, and let f(n, tr(n), λ) = max{PG(λ) : G ∈ Fn,tr(n...

An extremal property of Bernstein operators

We establish a strong version of a known extremal property of Bernstein operators, as well as several characterizations of a related specific class of positive polynomial operators. © 2006 Elsevier Inc. All rights reserved. MSC: 41A36; 26D15

Extremal behavior of stochastic integrals driven by regularly varying Lévy processes

We study the extremal behavior of a stochastic integral driven by a multivariate Lévy process that is regularly varying with index α > 0. For predictable integrands with a finite (α + δ)-moment, for some δ > 0, we show that the extremal behavior of the stochastic integral is due to one big jump of the driving Lévy process and we determine its limit measure associated with regular variation on t...

Path Integrals for Stochastic Neurodynamics Path Integrals for Stochastic Neurodynamics

We present here a method for the study of stochastic neurodynamics in the framework of the "Neural Network Master Equation" proposed by Cowan. We consider a model neural network composed of two{state neurons subject to simple stochastic kinetics. We introduce a method based on a spin choerent state path integral to compute the moment generating function of such a network. A formal construction ...