We give a probabilistic interpretation of the associated Jacobi polynomials, which can be constructed from three-term recurrence relation for classical polynomials by shifting integer index n real number t. Under certain restrictions, this will rise to doubly infinite tridiagonal stochastic matrix, interpreted as one-step transition probability matrix discrete-time bilateral birth–death chain w...

As a fundamental problem in computer vision, graph matching problem can usually be formulated as a Quadratic Programming (QP) problem with doubly stochastic and discrete (integer) constraints. Since it is NP-hard, approximate algorithms are required. In this paper, we present a new algorithm, called Multiplicative Update Graph Matching (MPGM), that develops a multiplicative update technique to ...

Multi-supplier inventory systems with seasonal demand are investigated via queuing theory methods in the framework of cost approach. Optimal distribution of replenishment orders between suppliers is obtained under assumption of make-to-order strategy. To this end asymptotic analysis of systems behavior is performed. We apply various mathematical tools such as weak convergence and use properties...

In this paper, a class of reflected generalized backward doubly stochastic differential equations (reflected GBDSDEs in short) driven by Teugels martingales associated with Lévy process and the integral with respect to an adapted continuous increasing process is investigated. We obtain the existence and uniqueness of solutions to these equations. A probabilistic interpretation for solutions to ...

The set of bistochastic or doubly stochastic N × N matrices form a convex set called Birkhoff’s polytope, that we describe in some detail. Our problem is to characterize the set of unistochastic matrices as a subset of Birkhoff’s polytope. For N = 3 we present fairly complete results. For N = 4 partial results are obtained. An interesting difference between the two cases is that there is a ball...

We give an algorithm for the on-line learning of permutations. The algorithm maintains its uncertainty about the target permutation as a doubly stochastic weight matrix, and uses an efficient method for decomposing the weight matrix as a convex combination of permutations to make predictions. The weight matrix is updated by multiplying the current matrix entries by exponential factors, and an i...