Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A proof of Parisi's conjecture on the random assignment problem
2004 (English)In: Probability theory and related fields, ISSN 0178-8051, E-ISSN 1432-2064, Vol. 128, no 3, 419-440 p.Article in journal (Refereed) Published
Abstract [en]

An assignment problem is the optimization problem of finding, in an m by n matrix of nonnegative real numbers, k entries, no two in the same row or column, such that their sum is minimal. Such an optimization problem is called a random assignment problem if the matrix entries are random variables. We give a formula for the expected value of the optimal k-assignment in a matrix where some of the entries are zero, and all other entries are independent exponentially distributed random variables with mean 1. Thereby we prove the formula 1+1/4+1/9+...+1/k(2) conjectured by G. Parisi for the case k=m=n, and the generalized conjecture of D. Coppersmith and G. B. Sorkin for arbitrary k, m and n.

Place, publisher, year, edition, pages
2004. Vol. 128, no 3, 419-440 p.
Keyword [en]
expected value
Identifiers
URN: urn:nbn:se:kth:diva-23139ISI: 000188747900004OAI: oai:DiVA.org:kth-23139DiVA: diva2:341837
Note
QC 20100525Available from: 2010-08-10 Created: 2010-08-10 Last updated: 2017-12-12Bibliographically approved

Open Access in DiVA

No full text

Authority records BETA

Linusson, Svante

Search in DiVA

By author/editor
Linusson, Svante
In the same journal
Probability theory and related fields

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 20 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf