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Matthijs Ruijgrok

Publications and source records attributed to Matthijs Ruijgrok.

3 recordsLinked to original sources

The information-theoretic complexity of differentiable functions

A measure for the complexity of a differentiable function f(x) on an interval is introduced. It is based on approximations of the function by piecewise constant functions. The measure takes into account the quality of the approximation and the number of intervals in the approximating function. This measure, called the V-complexity of f(x), is shown to formalize some intuitions about the simplicity or complexity of f(x). The V-complexity is then compared to another measure of complexity, namely how compressible an approximation of f(x) is. It is hypothesized that V-complexity is equivalent to the compression measure, in the case of the Run Length Encoding and the Lempel Ziv 77 algorithms. V-complexity can be used as an ingredient in the definition of the Effective Complexity (EC) of a Complex System. When the perceived regularities of such a system are described by a differentiable function on an interval, the EC can be defined as the V-complexity of that function. EC is applied to the model of diffusion of cream in a cup of coffee. The perceived regularity of this model is given by the diffusion equation. The V-complexity of the solution of the equation starts at zero, quickly increases to a maximum and then decreases back to zero as the liquid reaches its equilibrium state. It is shown that this is also the result when a cellular automaton approach and the concept of Apparent Complexity is used.

cs.IT

A critique of the Mean Field Approximation in preferential attachment networks

The Mean Field Approximation (MFA), or continuum method, is often used in courses on Networks to derive the degree distribution of preferential attachment networks. This method is simple and the outcome is close to the correct answer. However, this paper shows that the method is flawed in several aspects, leading to unresolvable contradictions. More importantly, the MFA is not explicitly derived from a mathematical model. An analysis of the implied model shows that it makes an approximation which is far from the truth and another one which can not be motivated in general. The success of the MFA for preferential attachment networks is therefore accidental and the method is not suitable for teaching undergraduates.

physics.soc-ph

A single-item continuous double auction game

A double auction game with an infinite number of buyers and sellers is introduced. All sellers posses one unit of a good, all buyers desire to buy one unit. Each seller and each buyer has a private valuation of the good. The distribution of the valuations define supply and demand functions. One unit of the good is auctioned. At successive, discrete time instances, a player is randomly selected to make a bid (buyer) or an ask (seller). When the maximum of the bids becomes larger than the minimum of the asks, a transaction occurs and the auction is closed. The players have to choose the value of their bid or ask before the auction starts and use this value when they are selected. Assuming that the supply and demand functions are known, expected profits as functions of the strategies are derived, as well as expected transaction prices. It is shown that for linear supply and demand functions, there exists at most one Bayesian Nash equilibrium. Competitive behaviour is not an equilibrium of the game. For linear supply and demand functions, the sum of the expected profit of the sellers and the buyers is the same for the Bayesian Nash equilibrium and the market where players behave competitively. Connections are made with the ZI-C traders model and the $k$-double auction.

cs.GT