arXiv subjects

P. Fortuny

Publications and source records attributed to P. Fortuny.

4 recordsLinked to original sources

arXiv2022

A new method for computing asymptotic results in optimal stopping problems

In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold, and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones.

math.PR↗

arXiv2020

The multi-returning secretary problem

In this paper we consider the so-called Multi-returning secretary problem, a version of the Secretary problem in which each candidate has $m$ identical copies. The case $m=2$ has already been completely solved by several authors using different methods both the case $m>2$ had not been satisfactorily solved yet. Here, we provide and efficient algorithm to compute the optimal threshold and the probability of success for every $m$. Moreover, we give a method to determine their asymtoptic values based on the solution of a system of $m$ ODEs.

math.PR↗

arXiv2018

The Best-or-Worst and the Postdoc problems with random number of candidates

In this paper we consider two variants of the Secretary problem: The Best-or-Worst and the Postdoc problems. We extend previous work by considering that the number of objects is not known and follows either a discrete Uniform distribution $\mathcal{U}[1,n]$ or a Poisson distribution $\mathcal{P}(λ)$. We show that in any case the optimal strategy is a threshold strategy, we provide the optimal cutoff values and the asymptotic probabilities of success. We also put our results in relation with closely related work.

math.PR↗

arXiv2015

On power sums of matrices over a finite commutative ring

In this paper we deal with the problem of computing the sum of the $k$-th powers of all the elements of the matrix ring $\mathbb{M}_d(R)$ with $d>1$ and $R$ a finite commutative ring. We completely solve the problem in the case $R=\mathbb{Z}/n\mathbb{Z}$ and give some results that compute the value of this sum if $R$ is an arbitrary finite commutative ring $R$ for many values of $k$ and $d$. Finally, based on computational evidence and using some technical results proved in the paper we conjecture that the sum of the $k$-th powers of all the elements of the matrix ring $\mathbb{M}_d(R)$ is always $0$ unless $d=2$, $\textrm{card}(R) \equiv 2 \pmod 4$, $1<k\equiv -1,0,1 \pmod 6$ and the only element $e\in R \setminus \{0\}$ such that $2e =0$ is idempotent, in which case the sum is $\textrm{diag}(e,e)$.

math.RA↗