Optimal pairs of incomparable clouds in multisets
نویسندگان
چکیده
منابع مشابه
Optimal pairs of incomparable clouds in multisets
We consider the partially ordered set ([k]", <), which is defined as n-th product of the chain [k] = {0,1, 2 . . . . . k 1}, and study pairs (A, B) of incomparable sets A, B ~ [k]", that is, a :g b, a :~ b for all a ~ A, b ~ B or (in short notation) A : :~ B. We are concerned with the growth of the functions f,: {0, 1 . . . . . k ~} ---, {0, 1 . . . . . k"}, n ~ N, defined by f,(ct) = max{IN: A...
متن کاملAn Optimal Parallel Algorithm for Sorting Multisets
We consider the problem of sorting n numbers that contain only k distinct values. We present a randomized arbitrary CRCW PRAM algorithm that runs in O(logn) time using n log k logn processors. The same algorithm runs in O ( logn log logn ) time with a total work of O(n(log k) ) for any fixed > 0. All the stated bounds hold with high probability.
متن کاملoptimal joint survival probability of xl reinsurance contracts in iran insurance company
اگر تنها یک صنعت جهت حفظ تعادل در بازار جهانی ضروری باشد، می توان ادعا نمود که آن صنعت بیمه است. صنعت بیمه بدون کمک صنعت بیمه اتکایی قادر به انجام وظیفه خویش نخواهد بود. اکثر تحقیقات انجام گرفته در زمینه بیمه اتکایی تنها با در نظر گرفتن منافع شرکت بیمه شده بوده است و منافع شرکت بیمه گر اتکایی کمتر مورد توجه بوده است. در این رساله با در نظر گرفتن منافع همزمان هر دو شرکت بیمه گذار اصلی و بیمه گر ...
15 صفحه اولCross-Disjoint Pairs of Clouds in the Interval Lattice
Let In be the lattice of intervals in the Boolean lattice Ln . For A;B In the pair of clouds (A;B) is cross{disjoint, if I \ J = for I 2 A , J 2 B . We prove that for such pairs jAjjBj 32n 2 and that this bound is best possible. Optimal pairs are up to obvious isomorphisms unique. The proof is based on a new bound on cross intersecting families in Ln with a weight distribution. It implies also ...
متن کاملOptimal Pairs Trading Rules
OPTIMAL PAIRS TRADING RULES by Eric Mueller The University of Wisconsin-Milwaukee, 2016 Under the Supervision of Professor Chao Zhu This thesis derives an optimal trading rule for a pair of historically correlated stocks. When one stock's price increases and the other one's decreases, a trade of the pair is triggered. The idea is to short the winner and to long the loser with the hope that the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Graphs and Combinatorics
سال: 1996
ISSN: 0911-0119,1435-5914
DOI: 10.1007/bf01858448