«INFORMATICS AND ITS APPLICATIONS»
Volume 7, Issue 1, 2013
Content | Bibliography | About Authors
Abstract and Keywords.
ANALYTICAL MODELING OF INVARIANT MEASURE DISTRIBUTIONS IN STOCHASTIC SYSTEMS
WITH DISCONTINUOUS CHARACTERISTICS .
- I.N. Sinitsyn IPI RAN, firstname.lastname@example.org
Abstract: Based on normal approximation and statistical linearization, exact and approximate algorithms for distibutions with
invariant measure analytical modeling in nongaussian stochastic systems (StS) with discontinuous characteristics
are developed. Peculiarities in Poisson StS are considered. Test examples confirm the practical accuracy of
Keywords: analytical modeling; autocorrelated noise; distribution with invariant measure; method of normal approximation;
method of statistical linearization; Poisson stochastic system; Pugachev integrodifferential equations,
stochastic regime; stochastic system in Ito sense
PROBABILITY AND STATISTICAL MODELING OF INFORMATION FLOWS IN COMPLEX
FINANCIAL SYSTEMS BASED ON HIGH-FREQUENCY DATA.
- V.Yu. Korolev Faculty of Computational Mathematics and Cybernetics, M. V. LomonosovMoscow State University; IPI RAN,
- A. V. Chertok Faculty of Computational Mathematics and Cybernetics, M. V. LomonosovMoscow State University; Euphoria
Group LLC, email@example.com
- A. Yu. Korchagin Faculty of Computational Mathematics and Cybernetics, M. V. LomonosovMoscow State University,
- A.K. Gorshenin IPI RAN, firstname.lastname@example.org
Abstract: A microstructure model is proposed for information flows in complex financial systems and stochastic nature of
intensities of flows of claims which determines market price formation. The outer information flow with random
intensity is considered separately within the proposed and statistically verified multiplicative model. This model
makes it possible to analyze characteristics related to the intensities of the flows of claims and instant relation
between the forces of buyers and sellers withoutmodeling of exogenous information background which is practically
impossible to predict. Also, the generalized price processmodel is proposed whichmakes account of all the available
information on flows of claims and admits further analytical interpretation.
Keywords: financial markets; information flows; market price formation; intensity of the flow of claims; limit order
book; mixture of probability distributions; generalized price
STATIONARY CHARACTERISTICS OF THE QUEUEING SYSTEM WITH LIFO SERVICE,
PROBABILISTIC PRIORITY, AND HYSTERIC POLICY.
- T.A.Milovanova People’s Friendship University of Russia, email@example.com
- A. V. Pechinkin IPI RAN, firstname.lastname@example.org
Abstract: Consideration is given to single server queueing system with LIFO service discipline, probabilistic priority, and
single-threshold hysteric policy. Expressions for main stationary characteristics, including stationary waiting and
sojourn times distributions in terms of Laplace–Stieltjes transform, are obtained.
Keywords: queueing system; last-in-first-out; probabilistic priority; hysteretic policy
ON CONVERGENCE IN THE SPACE Lp OF THE WORKLOAD MAXIMUM FOR A CLASS OF GAUSSIAN QUEUEING SYSTEMS.
- O. V. Lukashenko Institute of AppliedMathematical Research of Karelian Research Center, Russian Academy of Sciences;
Petrozavodsk State University, email@example.com
- E. V.Morozov Institute of AppliedMathematical Research of Karelian Research Center, Russian Academy of Sciences;
Petrozavodsk State University, firstname.lastname@example.org
Abstract: A class of queueing systems fed by an input containing linear deterministic component and a random component
described by a centered Gaussian process is considered. The variance of the input is a regularly varying at infinity
function with exponent 0 < V < 2. The conditions are found under which the maximum of stationary workload
(remaining work) over time interval [0, t] converges in the space Lp as t -> (and under an appropriate scaling)
to an explicitly given constant a. Asymptotics of the workload maximum in nonstationary regime is also given. The
asymptotics of the hitting time of an increasing value b by the workload process is obtained.
Keywords: Gaussian queue; workload maximum; fractional Brownian motion; asymptotical analysis; regular
ALGORITHMS FOR INDUCTIVE GENERATION OF SUPERPOSITIONS FOR APPROXIMATION
OF EXPERIMENTAL DATA.
- G. I. Rudoy Moscow Institute of Physics and Technology, email@example.com
- V.V. Strijov Dorodnicyn Computing Centre of RAS, firstname.lastname@example.org
Abstract: The paper presents an algorithm which inductively generates admissible nonlinear models. An algorithm to
generate all admissible superpositions of given complexity in finite number of iterations is proposed. The proof of
its correctness is stated. The proposed approach is illustrated by a computational experiment on synthetic data.
Keywords: symbolic regression; nonlinear models; inductive generation; models complexity
STATISTICAL TECHNIQUES OF BANS DETERMINATION OF PROBABILITY MEASURES
IN DISCRETE SPACES.
- A.A. Grusho IPI RAN, email@example.com
- N.A. Grusho IPI RAN, firstname.lastname@example.org
- E. E. Timonina IPI RAN, email@example.com
Abstract: The method of statistical bans determination of probability measures in the discrete spaces is suggested. Consistency
of the constructed estimates is shown. The application of the received estimates for testing the statistical hypotheses
in the discrete spaces is constructed. It is shown that estimates of bans can generate consistent sequences of criteria
in some sense.
Keywords: consistent sequences of criteria; bans of probability measures in the discrete spaces; consistency of
OPERATIONS ON THE TREE REPRESENTATIONS OF PIECEWISE QUASI-AFFINE FUNCTIONS.
- S. A. Guda Faculty ofMathematics,Mechanics and Computer Science, Southern Federal University, firstname.lastname@example.org
Abstract: The piecewise quasi-affine (PQAF) functions and PQAF-sets are considered. Tree representation of PQAFfunction
and PQAF-set and its complexity are introduced. The algorithms of union, intersection, empty check,
sum, image/preimage calculation, inversion, composition, and comparison are given. The algorithms are provided
with complexity estimates of the resulting objects. A theorem about the type and complexity of lexicographical
extrema in the PQAF-set, depending on the parameters, has been proved.
Keywords: piecewise quasi-affine function; quasi-affine selection tree; lexicographical extremum; Z-polytope
METHODOLOGICAL BASIS FOR THE CREATION OF INFORMATION SYSTEMS
FOR THE CALCULATION OF INDICATORS OF THEMATIC LINKAGES BETWEEN SCIENCE AND TECHNOLOGY .
- V.A.Minin RFBR, email@example.com
- I.M. Zatsman IPI RAN, firstname.lastname@example.org
- M.G. Kruzhkov IPI RAN, email@example.com
- T. P. Norekyan IPI RAN, firstname.lastname@example.org
Abstract: International experience of indicators’ calculation of thematic linkages between science and technology is analyzed.
The purpose of the analysis is to develop creation principles of information systems for calculating indicators of
linkages with an allowance for structure of inherited scientific and patent information resources, which have been
historically formed in Russia. This type of information systems is new to the Russian scientific and technical sphere.
Their creation is necessary for evaluation of R&D programs and decision-making at all stages of programactivities.
In the paper, themethodology of indicators’ calculation of thematic linkages in the Russian scientific and technical
sphere is outlined to develop creation principles of these information systems.
Keywords: linkages between science and technology; classification of the scientific domains; international patent
classification; classifying scientific documents
PARALLEL TEXTS ALIGNMENT STRATEGIES: THE SEMANTIC ASPECTS.
- E.B. Kozerenko IPI RAN, email@example.com
Abstract: The paper deals with the problems of design and development of the linguistically motivated mechanisms for
parallel texts alignment and grammatical (functional semantic) matches extraction for design of statistical language
portraits to be further incorporated into the hybrid models of machine translation. By hybrid models are meant
those employing both statistical and rule-based mechanisms within one framework for natural language processing.
The presented approach consists in the use of the starting (“seed”) grammar to be further enriched by the matches
discovered in parallel texts. The seed grammar is used featuring the cognitive and functional characteristics of
phrase structures. The grammar formalism employed is the Cognitive Transfer Grammar based on the transfemes
(bilingual phrase structures). The interpreters’ transformations existing in parallel texts are of primary importance
to the research efforts.
Keywords: alignment; parallel texts; syntax; semantics; phrase structures; hybrid models; machine translation
SEMANTIC VECTOR SPACES FOR DIFFERENT KNOWLEDGE DOMAINS.
- Yu. I.Morozova IPI RAN, firstname.lastname@example.org
Abstract: The paper focuses on the actual problems of studying semantics of linguistic units using the methods of corpus
linguistics. It gives a review of distributional semantics which is a new area of linguistic research. The paper proposes
an enhancement to the existing distributional models by switching from lexemes to word collocations. The paper
describes the methodology used to build semantic vector spaces for different knowledge domains.
Keywords: distributional semantics; vector spaces; meaningful word combinations; collocations
INFORMATION METHOD FOR ASSESSMENT SEMANTIC ADEQUACY OF TEXTS.
- L.A. Kuznetsov Lipetsk State Technical University, email@example.com
- V.F. Kuznetsova Lipetsk State Technical University, firstname.lastname@example.org
Abstract: A problem of automated knowledge examination is considered based on intelligent comparison of student’s
answers with reference knowledge chunks. In order to increase relevance of automatically drawn conclusions, the
information theory ground is used to develop the original methodology of textual content closeness evaluation. As
a part of this work, this approach is applied to evaluate how close students’ essays match reference textual blocks,
relating to a subject.
Keywords: semantic similarity texts; probabilistic model of text; information theory; entropy; transmitted
information of texts; knowledge estimate automatization
VARIANCE-GENERALIZED-GAMMA-DISTRIBUTIONS AS LIMIT LAWS FOR RANDOM SUMS.
- L.M. Zaks Department ofModeling andMathematical Statistics, Alpha-Bank, email@example.com
- V.Yu. Korolev Faculty of ComputationalMathematics and Cybernetics, M.V. Lomonosov Moscow State University; IPI RAN,
Abstract: A general theoremis proved establishing necessary and sufficient conditions for the convergence of the distributions
of sums of a random number of independent identically distributed random variables to variance-mean mixtures
of normal laws. As a corollary, necessary and sufficient conditions for the convergence of the distributions of
sums of a randomnumber of independent identically distributed randomvariables to variance-generalized-gammadistributions
are obtained. For a special case of continuous-time random walks generated by compound doubly
stochastic Poisson processes, convergence rate estimates are presented.
Keywords: random sum; generalized hyperbolic distribution; generalized inverseGaussian distribution; generalized
gamma-distribution; variance-generalized-gamma-distribution; mixture of probability distributions; identifiable
mixtures; additively closed family; convergence rate estimate
ON BOUNDS FOR THE CONCENTRATION FUNCTIONS OF REGULAR STATISTICS
CONSTRUCTED FROM SAMPLES WITH RANDOM SIZES.
- V. E. Bening Faculty of ComputationalMathematics and Cybernetics, M.V. Lomonosov Moscow State University; IPI RAN,
- N.K. Galieva Kazakhstan Branch,M. V. Lomonosov Moscow State University, nurgul firstname.lastname@example.org
- V. Yu. Korolev Faculty of ComputationalMathematics and Cybernetics, M.V. Lomonosov Moscow State University; IPI RAN,
Abstract: Two-sided bounds for the concentration functions of regular statistics constructed from samples with random sizes
Keywords: concentration function; random sum; asymptotically normal statistic; Student distribution; Laplace
ON THE ABSOLUTE CONSTANTS IN THE BERRY–ESSEEN INEQUALITY AND ITS STRUCTURAL
AND NONUNIFORM IMPROVEMENTS.
- I.G. Shevtsova Department ofMathematical Statistics, Faculty ofComputationalMathematics andCybernetics,M.V. Lomonosov
Moscow State University; IPI RAN, email@example.com
Abstract: New improved upper bounds are presented for the absolute constants in the Berry–Esseen inequality and its
structural and nonuniform improvements. In particular, it is shown that the absolute constant in the classical
Berry–Esseen inequality does not exceed 0.5583 in general case and 0.4690 for the case of identically distributed
summands. The corresponding bounds in the Nagaev–Bikelis inequality are 21.82 and 17.36.
Keywords: central limit theorem; convergence rate estimate; normal approximation; Berry–Esseen inequality;
Nagaev–Bikelis inequality; absolute constant