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Diep Luong-Le

Publications and source records attributed to Diep Luong-Le.

4 recordsLinked to original sources

Is a LOCAL algorithm computable?

Common definitions of the "standard" LOCAL model tend to be sloppy and even self-contradictory on one point: do the nodes update their state using an arbitrary function or a computable function? So far, this distinction has been safe to neglect, since problems where it matters seem contrived and quite different from e.g. typical local graph problems studied in this context. We show that this question matters even for locally checkable labeling problems (LCLs), perhaps the most widely studied family of problems in the context of the LOCAL model. Furthermore, we show that assumptions about computability are directly connected to another aspect already recognized as highly relevant: whether we have any knowledge of $n$, the size of the graph. Concretely, we show that there is an LCL problem $Π$ with the following properties: 1. $Π$ can be solved in $O(\log n)$ rounds if the LOCAL model is uncomputable. 2. $Π$ can be solved in $O(\log n)$ rounds in the computable model if we know any upper bound on $n$. 3. $Π$ requires $Ω(\sqrt{n})$ rounds in the computable model if we do not know anything about $n$. We also show that the connection between computability and knowledge of $n$ holds in general: for any LCL problem $Π$, if you have any bound on $n$, then $Π$ has the same round complexity in the computable and uncomputable models.

cs.DC↗

Relative discrepancy of hypergraphs

Given $k$-uniform hypergraphs $G$ and $H$ on $n$ vertices with densities $p$ and $q$, their relative discrepancy is defined as $\hbox{disc}(G,H)=\max\big||E(G')\cap E(H')|-pq\binom{n}{k}\big|$, where the maximum ranges over all pairs $G',H'$ with $G'\cong G$, $H'\cong H$, and $V(G')=V(H')$. Let $\hbox{bs}(k)$ denote the smallest integer $m \ge 2$ such that any collection of $m$ $k$-uniform hypergraphs on $n$ vertices with moderate densities contains a pair $G,H$ for which $\hbox{disc}(G,H) = Ω(n^{(k+1)/2})$. In this paper, we answer several questions raised by Bollobás and Scott, providing both upper and lower bounds for $\hbox{bs}(k)$. Consequently, we determine the exact value of $\hbox{bs}(k)$ for $2\le k\le 13$, and show $\hbox{bs}(k)=O(k^{0.525})$, substantially improving the previous bound $\hbox{bs}(k)\le k+1$ due to Bollobás-Scott. The case $k=2$ recovers a result of Bollobás-Scott, which generalises classical theorems of Erdős-Spencer, and Erdős-Goldberg-Pach-Spencer. The case $k=3$ also follows from the results of Bollobás-Scott and Kwan-Sudakov-Tran. Our proof combines linear algebra, Fourier analysis, and extremal hypergraph theory.

math.CO↗

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

This paper presents a new model for options pricing. The Black-Scholes-Merton (BSM) model plays an important role in financial options pricing. However, the BSM model assumes that the risk-free interest rate, volatility, and equity premium are constant, which is unrealistic in the real market. To address this, our paper considers the time-varying characteristics of those parameters. Our model integrates elements of the BSM model, the Heston (1993) model for stochastic variance, the Vasicek model (1977) for stochastic interest rates, and the Campbell and Viceira model (1999, 2001) for stochastic equity premium. We derive a linear second-order parabolic PDE and extend our model to encompass fixed-strike Asian options, yielding a new PDE. In the absence of closed-form solutions for any options from our new model, we utilize finite difference methods to approximate prices for European call and up-and-out barrier options, and outline the numerical implementation for fixed-strike Asian call options.

q-fin.MF↗

The Planar Turán Number of $Θ_6$-graphs

There are two particular $Θ_6$-graphs - the 6-cycle graphs with a diagonal. We find the planar Turán number of each of them, i.e. the maximum number of edges in a planar graph $G$ of $n$ vertices not containing the given $Θ_6$ as a subgraph and we find infinitely many extremal constructions showing the sharpness of these results - apart from a small additive constant error in one of the cases.

math.CO↗