arXiv subjects

Vivek Kaushik

Publications and source records attributed to Vivek Kaushik.

6 recordsLinked to original sources

arXiv2024

Cyclicity Analysis of the Ornstein-Uhlenbeck Process

In this thesis, we consider an $N$-dimensional Ornstein-Uhlenbeck (OU) process satisfying the linear stochastic differential equation $d\mathbf x(t) = - \mathbf B\mathbf x(t) dt + \boldsymbol Σd \mathbf w(t).$ Here, $\mathbf B$ is a fixed $N \times N$ circulant friction matrix whose eigenvalues have positive real parts, $\boldsymbol Σ$ is a fixed $N \times M$ matrix. We consider a signal propagation model governed by this OU process. In this model, an underlying signal propagates throughout a network consisting of $N$ linked sensors located in space. We interpret the $n$-th component of the OU process as the measurement of the propagating effect made by the $n$-th sensor. The matrix $\mathbf B$ represents the sensor network structure: if $\mathbf B$ has first row $(b_1 \ , \ \dots \ , \ b_N),$ where $b_1>0$ and $b_2 \ , \ \dots \ ,\ b_N \le 0,$ then the magnitude of $b_p$ quantifies how receptive the $n$-th sensor is to activity within the $(n+p-1)$-th sensor. Finally, the $(m,n)$-th entry of the matrix $\mathbf D = \frac{\boldsymbol Σ\boldsymbol Σ^\text T}{2}$ is the covariance of the component noises injected into the $m$-th and $n$-th sensors. For different choices of $\mathbf B$ and $\boldsymbol Σ,$ we investigate whether Cyclicity Analysis enables us to recover the structure of network. Roughly speaking, Cyclicity Analysis studies the lead-lag dynamics pertaining to the components of a multivariate signal. We specifically consider an $N \times N$ skew-symmetric matrix $\mathbf Q,$ known as the lead matrix, in which the sign of its $(m,n)$-th entry captures the lead-lag relationship between the $m$-th and $n$-th component OU processes. We investigate whether the structure of the leading eigenvector of $\mathbf Q,$ the eigenvector corresponding to the largest eigenvalue of $\mathbf Q$ in modulus, reflects the network structure induced by $\mathbf B.$

math.ST↗

arXiv2024

Analyzing Customer-Facing Vendor Experiences with Time Series Forecasting and Monte Carlo Techniques

eBay partners with external vendors, which allows customers to freely select a vendor to complete their eBay experiences. However, vendor outages can hinder customer experiences. Consequently, eBay can disable a problematic vendor to prevent customer loss. Disabling the vendor too late risks losing customers willing to switch to other vendors, while disabling it too early risks losing those unwilling to switch. In this paper, we propose a data-driven solution to answer whether eBay should disable a problematic vendor and when to disable it. Our solution involves forecasting customer behavior. First, we use a multiplicative seasonality model to represent behavior if all vendors are fully functioning. Next, we use a Monte Carlo simulation to represent behavior if the problematic vendor remains enabled. Finally, we use a linear model to represent behavior if the vendor is disabled. By comparing these forecasts, we determine the optimal time for eBay to disable the problematic vendor.

stat.ML↗

arXiv2021

A Simple Multiple Integral Solution to the Broken Stick Problem

Regard the closed interval $[0,1]$ as a stick. Partition $[0,1]$ into $n+1$ different intervals $I_1, \ \dots \ , I_{n+1},$ where $n \geq 2,$ which represent smaller sticks. The classical Broken Stick problem asks to find the probability that the lengths of these smaller sticks can be the side lengths of a polygon with $n+1$ sides. We will show that this probability is $1-\frac{n+1}{2^{n}}$ by using multiple integration.

math.PR↗

arXiv2019

On Central Binomial Series Related to Zeta(4)

In this paper, we prove two related central binomial series identities: $B(4)=\sum_{n \geq 0} \frac{\binom{2n}n}{2^{4n}(2n+1)^3}=\frac{7 π^3}{216}$ and $C(4)=\sum_{n \in \mathbb{N}} \frac{1}{n^4 \binom{2n}n}=\frac{17 π^4}{3240}.$ Both series resist all the standard approaches used to evaluate other well-known series. To prove the first series identity, we will evaluate a log-sine integral that is equal to $B(4).$ Evaluating this log-sine integral will lead us to computing closed forms of polylogarithms evaluated at certain complex exponentials. To prove the second identity, we will evaluate a double integral that is equal to $C(4).$ Evaluating this double integral will lead us to computing several polylogarithmic integrals, one of which has a closed form that is a linear combination of $B(4)$ and $C(4).$ After proving these series identities, we evaluate several challenging logarithmic and polylogarithmic integrals, whose evaluations involve surprising appearances of integral representations of $B(4)$ and $C(4).$ We also provide an insight into the generalization of a modern double integral proof of Euler's celebrated identity $\sum_{n \in \mathbb{N}} \frac{1}{n^2}=\frac{π^2}{6},$ in which we encounter an integral representation of $C(4).$

math.CA↗

arXiv2019

A Comment on the Sums $\sum_{n \in \mathbb{Z}} \frac{(-1)^{nk}}{(an+1)^k}$

We recall a proof of Euler's identity $\sum_{n=1}^{\infty} \frac{1}{n^2}=\frac{π^2}{6}$ involving the evaluation of a double integral. We extend the method to find Hurwitz Zeta series of the form $S(k,a)=\sum_{n \in \mathbb{Z}} \frac{(-1)^{nk}}{(an+1)^k},$ where $a \in \mathbb{N} \setminus \lbrace 1 \rbrace$ and $k \in \mathbb{N}.$ In particular, we consider a general $k$-dimensional integral over $(0,1)^k$ that equals the series representation $S(k,a).$ Then we use an algebraic change of variables that diffeomorphically maps $(0,1)^k$ to a $k$-dimensional hyperbolic polytope. We interpret the integral as a sum of two probabilities, and find explicit representations of such probabilities with combinatorial techniques.

math.CA↗

arXiv2018

Evaluation of Harmonic Sums with Integrals

We consider the sums $S(k)=\sum_{n=0}^{\infty}\frac{(-1)^{nk}}{(2n+1)^k}$ and $ζ(2k)=\sum_{n=1}^{\infty}\frac{1}{n^{2k}}$ with $k$ being a positive integer. We evaluate these sums with multiple integration, a modern technique. First, we start with three different double integrals that have been previously used in the literature to show $S(2)=π^2/8,$ which implies Euler's identity $ζ(2)=π^2/6.$ Then, we generalize each integral in order to find the considered sums. The $k$ dimensional analogue of the first integral is the density function of the quotient of $k$ independent, nonnegative Cauchy random variables. In seeking this function, we encounter a special logarithmic integral that we can directly relate to $S(k).$ The $k$ dimensional analogue of the second integral, upon a change of variables, is the volume of a convex polytope, which can be expressed as a probability involving certain pairwise sums of $k$ independent uniform random variables. We use combinatorial arguments to find the volume, which in turn gives new closed formulas for $S(k)$ and $ζ(2k).$ The $k$ dimensional analogue of the last integral, upon another change of variables, is an integral of the joint density function of $k$ Cauchy random variables over a hyperbolic polytope. This integral can be expressed as a probability involving certain pairwise products of these random variables, and it is equal to the probability from the second generalization. Thus, we specifically highlight the similarities in the combinatorial arguments between the second and third generalizations.

math.PR↗