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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>On the statistics of anomalous clumps in random point images</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Aleksandr L. Reznik</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Aleksandr A. Soloviev</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Andrey V. Torgov</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Institute of Automation and Electrometry of the Siberian Branch of the Russian Academy of Sciences</institution>
          ,
          <addr-line>Novosibirsk</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>246</fpage>
      <lpage>251</lpage>
      <abstract>
        <p>New algorithms for calculating exact analytical formulas describing two related probabilities are proposed, substantiated and software implemented: 1) the probability of the formation of anomalously large local groups in a random point image; 2) the probability of the absence of significant local groupings in a random point image.</p>
      </abstract>
      <kwd-group>
        <kwd>eol&gt;Random point image</kwd>
        <kwd>computer analysis</kwd>
        <kwd>local groupings</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>1. Introduction</title>
      <p>In many scientific and technical disciplines, when solving applied problems related to digital
image and signal processing, it becomes necessary to assess the degree of randomness of
the analyzed image fragments, depending on the presence or absence of local groupings of
point objects on them (as a result, the analyzed fragment significantly difers from ambient
background). Such problems arise in many scientific and technical disciplines and can be both
purely theoretical [1, 2] and purely applied [3]. For example, the presence of local clumps
in processed aerospace images [4, 5] may indicate the presence of latent objects within the
analyzed fragment that require more detailed study. In computer processing of biomedical
images, one of the most important moments of the preliminary processing stage is the search
for abnormal heterogeneities and thickenings, which may be evidence of various
diseasecausing abnormalities that require priority attention [6, 7]. In correlation rhythmography, a
method is known that makes it possible to construct prognostic assessments of the possibility of
restoration of sinus rhythm by a set of intervals on the cardiogram that form an autoregressive
cloud (scatterogram) [8, 9].</p>
      <p>Mathematically similar problems arise when studying the process of registering random
point fields using a scanning aperture with a limited number of threshold levels. When fixing
random coordinates of small-sized (ideally, point) objects that form such a field, a failure occurs
at the moment when the number of signal point objects located within the scanning aperture
exceeds the specified threshold level. It is shown in [ 10] that in cases where the analyzed image
is formed by a random Poisson flux of constant intensity, the two-dimensional problem of
estimating the probability that the registration process will be carried out without failures is
reduced (this is achieved by means of standard factorization) to the following one-dimensional
problem:</p>
      <p>
        “It is required to find the probability of the event that if  points are randomly dropped on the
interval (
        <xref ref-type="bibr" rid="ref1">0, 1</xref>
        ), not a single grouping will be formed, located in a certain subinterval Ω  ⊂ (
        <xref ref-type="bibr" rid="ref1">0, 1</xref>
        ),
having a length  and including more than  points”.
      </p>
      <p>
        When solving applied problems related to the detection of abnormally large clumps in the
analyzed images (as, for example, in the above-mentioned problems related to the processing
and analysis of aerospace or biomedical images), knowledge of probability formulas ,()
is required in which the value of the integer parameter  is as close as possible to the value
. In such cases, it becomes necessary to know the exact analytical dependencies ,− 1(),
,− 2(), ,− 3(), etc. In particular, the probability ,− 1() corresponds to the fact that
if n points are randomly thrown over the interval (
        <xref ref-type="bibr" rid="ref1">0, 1</xref>
        ), all of them will not “merge” into one
-grouping, the probability ,− 2() is that no -grouping with a size larger than  − 2 will be
formed, the probability ,− 3() — that no -groupings larger than  − 3 will be formed, etc.
      </p>
      <p>On the other hand, in a number of applied problems, on the contrary, it is required to know
the exact analytical relations for the probabilities when the value of the threshold parameter 
is minimal, i.e. when  = 1, 2, 3, etc. Such formulas are needed in cases when, by the nature
of the research, it is required to estimate the probability that, within the studied interval, the
distribution of  random point markers-objects is such that the number of any -group does
not exceed the threshold level  = 1, 2, 3, etc. The purpose of this work is to propose analytical
methods and software algorithms for finding exact probabilistic formulas ,() for both the
maximum (that is, as close as possible to ) and the minimum values of the threshold parameter
.
2. Obtaining particular solutions to a problem using computer
analytics programs
The simplicity of the problem posed in the introduction is illusory, and its analytical solution is
known only for the simplest case  = 1 [11, 12]:
,() = (1 − ( − 1)),</p>
      <p>1
0 ≤  ≤  − 1 .</p>
      <p>
        Formula (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) describes the probability of an event that if  points are randomly dropped onto
the interval (
        <xref ref-type="bibr" rid="ref1">0, 1</xref>
        ), not a single -group will be formed containing at least 2 points, that all the
ejected points will be located between themselves at a distance exceeding . The classical way
to obtain solution (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) is to represent the desired probability in the form of an easily integrable
iterated integral [11]:
,1() = !
      </p>
      <p>1
∫︁
(− 1)
⎧⎪⎨ ∫︁− 
⎩⎪(− 2)
− 1 . . .</p>
      <p>⎧ 4− 
⎨ ∫︁
⎩ 2
3
⎧ 3− 
⎨ ∫︁
⎩ 
2
⎧ 2− 
⎨ ∫︁
⎩ 0
1
⎫⎫⎫⎫
⎬⎬⎬⎬⎪
⎭⎭⎭⎪⎭
.</p>
      <p>
        (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
      </p>
      <p>
        Solution (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) can be obtained in a diferent way. For example, in [ 10], a simple
probabilisticgeometric method was proposed that allows one to calculate the probability (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) without resorting
to the procedure of multidimensional integration. Thus, it is not dificult to nfid a solution to
the main problem when  = 1. But for  &gt; 1 the problem becomes much more complicated.
Here, our eforts have led to the results that will be given below.
      </p>
      <p>First, note that for arbitrary fixed values of  and , the desired solution can be represented
in the form of an -fold integral:
where the domain of integration ,() is given by the system of linear inequalities
1 . . . ,</p>
      <p>
        (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
&lt; − 1 &lt;  &lt; 1,
,() = !
∫︁
      </p>
      <p>∫︁
· · ·
,()
⎧ 0 &lt; 1 &lt; 2 &lt; · · ·
⎪
⎪⎪⎪⎪ +1 − 1 &gt; ,
⎨ +2 − 2 &gt; ,</p>
      <p>.
⎪⎪⎪ ..
⎪
⎪⎩  − −  &gt; .</p>
      <p>
        To calculate integral (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ), we developed a method of successive dimensionality reduction based
on the step-by-step replacement of the initial -fold integral with a set of structurally similar,
but having dimension one less than the iterated integrals. Further, formalizing this method
and applying cyclic recursion, two systems for analytical calculation of probabilities were
designed and implemented as a computer software in order to calculate the desired
piecewisepolynomial dependence in the form of functions of the continuous parameter . One system
calculates the limits of integration for each of the iterated integrals into which the original
-fold integral (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) decomposes; the second software system is based on multiple diferentiation
of the integral (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) with respect to the parameter . In addition to the two mentioned software
systems, a third algorithmic scheme was also developed and implemented as software, using a
discrete-combinatorial model to calculate probabilistic formulas ,().
      </p>
      <p>Analytical calculations performed using the listed software systems made it possible to find a
complete set of partial formulas ,() in all ranges of variation of the continuous parameter
 for all values of integer parameters  and  up to  = 14. Note that their calculation
is associated with a large amount of routine operations on setting the limits of integration,
checking intermediate systems of inequalities for consistency, and performing direct integration
in -dimensional space, which is almost impossible to do “manually” even for  = 4. Therefore,
all the necessary software calculations were carried out using the parallel computing algorithms
the use of high-performance computing clusters [13].
2.1. Algorithms for software and analytical calculation of probabilistic
formulas ,()
At the next stage, we tried, using the analysis of the obtained partial results, to establish and,
if possible, reveal the general laws governing the formation of probability formulas for the
case  &gt; 1. And several of these analytic patterns were indeed discovered and subsequently
rigorously proved. First, for  =  − 1, a simple dependence was traced and later prove. First,
for  =  − 1, a simple dependence was traced and later proved</p>
      <p>
        ,− 1() = 1 − − 1 + ( − 1).
(It should be recalled that formula (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) describes the probability that if  points are randomly
dropped onto the interval (
        <xref ref-type="bibr" rid="ref1">0, 1</xref>
        ), they will not all “merge” into one compact -grouping.)
For  =  − 2, the relationship ,() is more complex:
,− 2() =
⎧
⎪⎨ 1 − 22− 2(1 − )2 − 2,
⎪⎩ 1 − 2 + (2 − 1) − 22− 2(1 − )2,
1
0 ≤  ≤ 2 ;
1
2 ≤  ≤ 1.
      </p>
      <p>For  =  − 3, the dependence ,() becomes so complicated that its reconstruction by
analyzing particular software solutions is a completely independent and dificult task:
, − 3() =
(&gt; 6)
⎧ 1 − 2 + 1(6 − 4− 1) + 2(− 3 + − 2)+
⎪
⎪⎪⎨ +3(9 − 18− 1 + 12− 2 − 3− 3),
⎪ 1− 2 + (2− 1) + 1(1− )(− 2− 1 + 2(2− 1)− 1)+
⎪
⎪⎩ +2(1− )2(− 2 + (2− 1)− 2) − 33− 3(1− )3,
1
0 ≤  ≤ 2 ;
1
2 ≤  ≤ 1.</p>
      <p>
        Formulas (
        <xref ref-type="bibr" rid="ref3">3</xref>
        )–(
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) are confirmed both by software calculations and by direct analytical
integration.
2.2. Formulas ,() found using software, analytical and
discretecombinatorial algorithms
The purpose of developing discrete-combinatorial methods for calculating formulas ,() is
that they can be used to try to find a general solution for  = 2 by analogy with formula (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ),
which is valid for  = 1. Unfortunately, this task turned out to be much more dificult than it
seemed before the start of the research. This is primarily due to the fact that, in contrast to
the case  = 1, the probability ,() consists of several piecewise-homogeneous fragments,
continuously joined at the points of “connection”. Secondly, the formula itself changes depending
on the parity of . Thirdly, finding patterns in each of the parameter  ranges variation requires
the creation of an individual scheme for transferring each continuous problem corresponding
to a given specific range to its own very complex discrete-probabilistic problem.
      </p>
      <p>In our proposed reduction scheme, generalized Catalan numbers appear in all subproblems
(i.e., in all ranges of variation of the parameter ). Knowing their explicit form is required when
ordering interdependent random number sequences. Most of these probabilistic-combinatorial
problems turned out to be more convenient to fomulate and solve in a “word-linguistic” form.
In a number of cases, it was possible to use the technique of finding monotonic paths in Weyl
chambers [14].</p>
      <p>
        In the case  ≥ 2 for the probabilities ,(), we could not find a general compact analytical
relation similar to formula (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) for  = 1. However, using all the above computer and
discretecombinatorial tools, including software-analytical calculations and generalized Catalan numbers,
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
(
        <xref ref-type="bibr" rid="ref5">5</xref>
        )
we have established and then proved a number of particular previously unknown analytical
dependencies. In particular, for  → 0, an asymptotic formula, common for arbitrary , was
established:
,2() = 0 + 2(−  + 2)2 + 3(4 − 10)3 + 4(32 − 37 + 86)4+
+ 5(− 402 + 394 − 922)5 + 6(− 153 + 6252 − 5171 − 12086)6+
+ 7(4203 − 107242 + 79996 − 187002)7+
+ 8(1054 − 105703 + 2054992 − 1426841 + 3336406)8+
+ 9(50404 − 1557083 + 22676642 − 17317506 + 52315558)9+
+ 10(− 9455 + 1890004 − 157946253 + 3896871812 − 3798029823+
      </p>
      <p>For even values of  = 2 on the segment 1/ &lt;  &lt; 1/( − 1), the previously stated
hypothesis formula is rigorously proved</p>
      <p>1
2,2() =  + 1 2(1 − ( − 1))2.</p>
      <p>For even values of  = 2 on the segment 1/( + 1) &lt;  &lt; 1/, the formula is established
2,2() = 2(1 − ( − 1))2 − 2− 1(1 − ( − 1))2−
− 2− 2(1 − )+2(1 − ( − 2))− 2+
+ 22− 3(1 − )+3(1 − ( − 2))− 3−
− 2− 4(1 − )+4(1 − ( − 2))− 4.</p>
      <p>For odd values  = 2 + 1 on the segment 1/( + 1) &lt;  &lt; 1/, the formula is established
2+1,2() = 2++11(1 − )+1(1 − ( − 1))−
− 22++21(1 − )+2(1 − ( − 1))− 1+
+ 2++31(1 − )+3(1 − ( − 1))− 2.</p>
    </sec>
    <sec id="sec-2">
      <title>3. Conclusion</title>
      <p>The results presented in this paper were obtained with the help of specially created instruments
of machine analytics, as well as with the use of generalized Catalan numbers, which made it
possible to transfer the inherently continuous problem of finding probabilistic formulas to the
category of discrete-combinatorial ones. The eficiency of the proposed discrete-combinatorial
methods allows us to hope for further progress in solving the described “continuous” problem,
up to finding a general analytical formula for arbitrary values of the integer parameters  and
 in all variation ranges of the continuous parameter . The presence of such a generalized
analytical solution would provide researchers with an additional tool for assessing whether the
analyzed point image is random or regular.</p>
    </sec>
    <sec id="sec-3">
      <title>Acknowledgments</title>
      <p>This work was supported in part by the Russian Foundation for Basic Research (project No.
1901-00128), and Ministry of Science and Higher Education of the Russian Federation (project
No. 121022000116-0).</p>
    </sec>
  </body>
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