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a b s t r a c tWe describe a universal conditional distribution method for uniform sampling from nspheres and n-balls, based on properties of a family of radially symmetric multivariate distributions. The method provides us with a unifying view on several known algorithms as well as enabling us to construct novel variants. We give a numerical comparison of the known and newly proposed algorithms for dimensions 5, 6 and 7.

The most effective treatment for kidney failure that is currently known is transplantation. However, the supply of kidneys from cadaveric donors does not meet the fastgrowing demand and the kidney from a willing living donor (genetically or emotionally relative of the patient) is often not suitable for immunological reasons. Therefore in several countries attempts have started to organize exchanges of kidneys between incompatible patient-donor pairs. On the theoretical side, game-theoretical models have been proposed to analyze various optimality criteria for such exchanges and various search schemes have been tested. One possibility to model patients' preferences is to take into account in the first step the suitability of the donated kidney and in the second step the length of the obtained cycle of exchanges. Although the core of such a cooperative game is always nonempty and one solution can be found by the famous Top Trading Cycles algorithm, in this paper we show that many questions concerning the structure of the core are difficult to answer.

We study exact optimal designs for processes governed by mean- -reversion stochastic differential equations with a time dependent volatility and known mean-reversion speed. It turns out that any mean-reversion It¯o process has a product covariance structure.We prove the existence of a nondegenerate optimal sampling design for the parameter estimation and derive the information matrix corresponding to the observation of the full path. The results are demonstrated on a process with exponential volatility.

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