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El'mira Yu. Kalimulina

Publications and source records attributed to El'mira Yu. Kalimulina.

4 recordsLinked to original sources

A gap theorem for non-trivial maximal intersecting families and an exact weighted asymptotic

Let $D_n$ be the disjointness graph on the nonempty subsets of $[n]$, whose independent sets are exactly the intersecting families on $[n]$. We study the weighted independent-set polynomial $W(n)=\sum_F\prod_{S\in F}w(S)$, the sum running over these families, for the doubly exponential weight $w(S)=2^{2^{n-|S|}}-1$. The kernel-bearing (trivial) part $Z_\cap(n)$ is exact by inclusion-exclusion and satisfies $Z_\cap(n)\sim n\cdot 2^{3^{n-1}}$. For the kernel-free remainder we prove the exact prefactor $R(n)=(3/4+o(1))n\cdot 2^{3^{n-1}-2^{n-1}+2}$, whence $\log_2(Z_\cap(n)/R(n))=2^{n-1}-2+\log_2(4/3)+o(1)$, an additive $o(1)$, not merely a leading-order one. The engine is a second-level extremal theorem: among kernel-free maximal linked systems other than the $n$ one-flip stars, the largest weight exponent is $3^{n-1}-3\cdot 2^{n-2}+6$, a fixed gap $2^{n-2}-4$ below the maximum, with the extremisers classified exactly. None of this is special to the weight: for $w_B(S)=B^{B^{n-|S|}}-1$ with integer $B\ge 2$ the same stars dominate, the near-extremal families sit a gap $B^{n-2}-B^2$ below, and the prefactor is $1-B^{-B}$. The combinatorial input is the $p$-biased extremal problem for non-trivial intersecting families: $M_2(n,p)=p-pq^{n-1}+qp^{n-1}$ for all $n\ge 3$, $0<p\le 1/2$, $q=1-p$. This first level is essentially known: the extremal family is the Wheel coterie of Peleg and Wool, and at $p=1/Q$ the statement, with its maximiser classification, is the case $r=n$ of Borg's Hilton-Milner theorem for signed sets (2013). We give a short self-contained Erdős-Ko-Rado proof, uniform in real $p\in(0,1/2]$, whose layer-two rigidity feeds the second level. The novelty claimed lies at the second level and in the prefactor, where the classification cannot be read off the layer profile alone: at $n=5$ one profile carries two non-isomorphic types of extremisers.

math.CO

Weighted Chernoff information and optimal loss exponent in context-sensitive hypothesis testing

We study binary hypothesis testing for i.i.d. observations under a multiplicative context weight. For the optimal weighted total loss, defined as the sum of weighted type-I and type-II losses, we prove the logarithmic asymptotic $$ L_n^* = \exp\{-n D_C^{\mathrm{w}}(\mathbb{P}, \mathbb{Q}) + o(n)\}, \quad n \to \infty, $$ where $D_C^{\mathrm{w}}$ is the weighted Chernoff information. The single-letter form of the exponent relies on a structural assumption that the weight factorises across observations, $φ(x_1^n) = \prod_{i=1}^n φ(x_i)$; this restriction is essential for the single-letter representation and should be distinguished from the weaker qualitative description "multiplicative context weight". The proof embeds the weighted geometric mixtures $φp^αq^{1-α}$ into a likelihood-ratio exponential family and identifies the rate through its log-normaliser. We also derive concentration bounds for the tilted weighted log-likelihood, obtain closed forms for Gaussian, Poisson, and exponential models, and extend the exponent characterisation to finitely many hypotheses.

math.ST

On Lorden's Inequality and Renewal-Type Processes with Dependent Inter-renewal Times

We consider renewal-type processes whose positive inter-renewal times may be dependent, non-identically distributed, and may have mixed distributions. We introduce a generalised intensity measure extending the classical hazard-rate representation to this setting. Under a two-sided comparison scheme for the inter-renewal laws and an additional renewal-measure domination condition \textnormal{(RD)}, we prove a Lorden-type bound for the forward recurrence time. This bound provides an explicit first-moment input for coupling constructions and, once the remaining coupling parameters are controlled, yields a total-variation estimate. We illustrate the result on exponential, mixed, Markov-modulated, and Pareto benchmarks. In the i.i.d.\ benchmarks, the bound has the correct renewal scale up to a universal factor; in the Markov-modulated benchmark, the explicit Lorden constant is verified while the final convergence consequence remains conditional on \textnormal{(RD)}; and in the Pareto case the construction identifies the natural second-moment threshold for finiteness of the Lorden input.

math.PR

Uniform Lorden-type bounds for overshoot moments for standard exponential families: small drift and an exponential correction

We study the overshoot \(R_b=S_{τ(b)}-b\) of a random walk with independent identically distributed increments from a standardised one-parameter exponential family, with primary emphasis on the small-drift regime \(θ\downarrow0\). Unlike the classical renewal-process setting with nonnegative increments, we allow sign-changing increments and assume only a positive drift \(μ_θ>0\). For each \(k\in\mathbb N\) we obtain Lorden-type moment bounds, uniform in the barrier \(b\), for \(\E_θ[R_b^k]\) with an explicit remainder term decaying exponentially in \(b\). The proof reduces the problem to the renewal process of strict ascending ladder heights and combines a simple bound for the limiting overshoot moments with a uniform exponential estimate for the rate of convergence of the distribution functions of \(R_b\) to the limiting random variable \(R_\infty\) as \(b\to\infty\), uniformly in \(θ\in[0,θ^\ast]\). As a consequence, the classical constant \((k+2)/(k+1)\) arising in residual-life bounds improves to \(C_k=1\) for sufficiently large \(b\) at fixed \(θ\), and also uniformly over all \(b\ge0\) in the small-drift regime. Counterexamples are provided showing that the stronger inequality with \(kμ_θ\) in the denominator cannot hold uniformly in \((b,θ)\). Finally, the exponential CDF estimate is interpreted in terms of optimal transport: we obtain exponential convergence in the metric \(W_1\), a quantile coupling with \(\E|\widetilde R_b-\widetilde R_\infty|=O(e^{-rb})\), error bounds for Lipschitz functionals and a total-variation bound for smoothed distributions.

math.PR