A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications

We obtain an explicit representation for joint distribution of two-valued random variables with given marginals and for a copula corresponding to such random variables. The results are applied to prove a characterization of r-independent two-valued random variables in terms of their mixed first moments. The characterization is used to obtain an exact estimate for the number of almost independent random variables that can be defined on a discrete probability space and necessary conditions for a sequence of r-independent random variables to be stationary.     

相依随机序列加权和滑动平均的若干小偏差定理

引入随机序列滑动似然比作为任意二值随机序列相对于Bernoulli分布的独立随机变量序列偏差的一种随机性度量,通过滑动相对熵给出了样本空间的一个子集.在此子集上得到了一类关于随机序列滑动平均的用不等式表示的强极限定理,即小偏差定理,推广了文献[5],[6]等关于随机序列算术平均的结果,这些结果蕴含近期诸多文献的主要结果.     

On a sequential model of the algebra of finite-valued logic

We consider basic postulates for an interpretation of the algebra of finite-valued logic in which prepositional variables are interpreted as variables whose values are sequences. We obtain an analytic representation of the operations of two-valued logic for a class of recursive sequences—generalized arithmetic progressions. We exhibit certain generalizations, modifications, and applications of the proposed model.Translated fromMatematicheskie Metody i Fiziko-Mekhanicheskie Polya, Issue 32, 1990, pp. 14–17.     

Asymptotic estimates for the number of solutions of the dualization problem and its generalizations

Asymptotic estimates for the typical number of irreducible coverings and the typical length of an irreducible covering of a Boolean matrix are obtained in the case when the number of rows is no less than the number of columns. As a consequence, asymptotic estimates are obtained for the typical number of maximal conjunctions and the typical rank of a maximal conjunction of a monotone Boolean function of variables defined by a conjunctive normal form of clauses. Similar estimates are given for the number of irredundant coverings and the length of an irredundant covering of an integer matrix (for the number of maximal conjunctions and the rank of a maximal conjunction of a two-valued logical function defined by its zero set). Results obtained previously in this area are overviewed.     

Supervised clustering of variables

In predictive modelling, highly correlated predictors lead to unstable models that are often difficult to interpret. The selection of features, or the use of latent components that reduce the complexity among correlated observed variables, are common strategies. Our objective with the new procedure that we advocate here is to achieve both purposes: to highlight the group structure among the variables and to identify the most relevant groups of variables for prediction. The proposed procedure is an iterative adaptation of a method developed for the clustering of variables around latent variables (CLV). Modification of the standard CLV algorithm leads to a supervised procedure, in the sense that the variable to be predicted plays an active role in the clustering. The latent variables associated with the groups of variables, selected for their “proximity” to the variable to be predicted and their “internal homogeneity”, are progressively added in a predictive model. The features of the methodology are illustrated based on a simulation study and a real-world application.     

Categorified central extensions, étale Lie 2-groups and Lie?s Third Theorem for locally exponential Lie algebras

Lie?s Third Theorem, asserting that each finite-dimensional Lie algebra is the Lie algebra of a Lie group, fails in infinite dimensions. The modern account on this phenomenon is the integration problem for central extensions of infinite-dimensional Lie algebras, which in turn is phrased in terms of an integration procedure for Lie algebra cocycles.This paper remedies the obstructions for integrating cocycles and central extensions from Lie algebras to Lie groups by generalising the integrating objects. Those objects obey the maximal coherence that one can expect. Moreover, we show that they are the universal ones for the integration problem.The main application of this result is that a Mackey-complete locally exponential Lie algebra (e.g., a Banach–Lie algebra) integrates to a Lie 2-group in the sense that there is a natural Lie functor from certain Lie 2-groups to Lie algebras, sending the integrating Lie 2-group to an isomorphic Lie algebra.     

Extracting informative variables in the validation of two-group causal relationship

The validation of causal relationship between two groups of multivariate time series data often requires the precedence knowledge of all variables. However, in practice one finds that some variables may be negligible in describing the underlying causal structure. In this article we provide an explicit definition of “non-informative variables” in a two-group causal relationship and introduce various automatic computer-search algorithms that can be utilized to extract informative variables based on a hypothesis testing procedure. The result allows us to represent a simplified causal relationship by using minimum possible information on two groups of variables.     

Array approach to fuzzy logic

Promising results from applying an array-based approach to two-valued logic suggests its application to fuzzy logic. The idea is to limit the domain of truth-values to a discrete, finite domain, such that a logical relationship can be evaluated by an exhaustive test of all possible combinations of truth-values. The paper presents a study of the topic from an engineer's viewpoint. As an example 31 logical sentences valid in two-valued logic were tested in three-valued logic using the nested interactive array language, Nial. Out of these, 24 turned out to be valid in a three-valued extension based on the well-known S^* implication operator, also called “Gödel's implication operator”. Applications to automated approximate reasoning and fuzzy control are also illustrated.     

Partial algebras—survey of a unifying approach towards a two-valued model theory for partial algebras

In this survey, with no proofs included, we collect some material scattered through recent papers and a planned monograph, which shows that partial algebras do have a two-valued first order model theory which is simpler and nicer than one might have expected it to be. In section 1 we comment and present some basic definitions. In section 2 a correct and complete two-valued first order logic is developed. In section 3 the three main concepts of “varieties” are presented, while sections 4 and 5 contain some additional axiomatizability results and some applications, respectively. Section 6 contains some additional remarks. Presented by E. Fried.     

A stochastic approach to global error estimation in ODE multistep numerical integration

In order to assess the quality of approximate solutions obtained in the numerical integration of ordinary differential equations related to initial-value problems, there are available procedures which lead to deterministic estimates of global errors. The aim of this paper is to propose a stochastic approach to estimate the global errors, especially in the situations of integration which are often met in flight mechanics and control problems. Treating the global errors in terms of their orders of magnitude, the proposed procedure models the errors through the distribution of zero-mean random variables belonging to stochastic sequences, which take into account the influence of both local truncation and round-off errors. The dispersions of these random variables, in terms of their variances, are assumed to give an estimation of the errors. The error estimation procedure is developed for Adams-Bashforth-Moulton type of multistep methods. The computational effort in integrating the variational equations to propagate the error covariance matrix associated with error magnitudes and correlations is minimized by employing a low-order (first or second) Euler method. The diagonal variances of the covariance matrix, derived using the stochastic approach developed in this paper, are found to furnish reasonably precise measures of the orders of magnitude of accumulated global errors in short-term as well as long-term orbit propagations.     

Semi-analytic integration of hypersingular Galerkin BIEs for three-dimensional potential problems

An accurate and efficient semi-analytic integration technique is developed for three-dimensional hypersingular boundary integral equations of potential theory. Investigated in the context of a Galerkin approach, surface integrals are defined as limits to the boundary and linear surface elements are employed to approximate the geometry and field variables on the boundary. In the inner integration procedure, all singular and non-singular integrals over a triangular boundary element are expressed exactly as analytic formulae over the edges of the integration triangle. In the outer integration scheme, closed-form expressions are obtained for the coincident case, wherein the divergent terms are identified explicitly and are shown to cancel with corresponding terms from the edge-adjacent case. The remaining surface integrals, containing only weak singularities, are carried out successfully by use of standard numerical cubatures. Sample problems are included to illustrate the performance and validity of the proposed algorithm.     

A systematic procedure to evaluate an automobile manufacturer–distributor partnership

Automobile manufacturer–distributor partnerships are fundamental to the success of automobile companies. The complexity of the overall partnership model often causes difficulties in partnership study. This paper presents a systematic procedure to evaluate an automobile manufacturer–distributor partnership consisting of a large number of system variables. Firstly, Interpretive Structure Modeling (ISM) is used to sort system variables into groups of various characteristics. This sorting process provides an effective means to develop a three-stage hierarchic/network model of the partnership, including Stage I: partnership selection, Stage II: partnership establishment, and Stage III: partnership maintenance. Secondly, Analytic Hierarchy Process (AHP)/Analytic Network Process (ANP) are applied to partnership evaluation based on as many as 20 system variables. Relative importance weight of all variables is quantitatively determined. The most investment-worthy variables found are management strength and power. Finally, this paper makes a comparison between the optimum distributors identified by the present procedure and in practical cases. The usefulness and efficiency of the proposed procedure are ascertained with highly consistent results in the comparison.     

Theory of truth degrees of propositions in two-valued logic

By means of infinite product of evenly distributed probabilistic spaces of cardinal 2 this paper introduces the concepts of truth degrees of formulas and similarity degrees among formulas, and a pseudo-metric on the set of formulas is derived therefrom, this offers a possible framework for developing an approximate reasoning theory of propositions in two-valued logic.     

二值命题逻辑中基于前提信息的近似推理理论

以真度为基础,给出二值命题逻辑系统中基于前提信息的相似度和伪距离的概念以及伪距离的真度表示式,对二值命题逻辑中具有前提信息的近似推理问题进行讨论.     

Approximation of a two-valued function by an algebraic polynomial

We consider the minimax model of a nonlinear structure for approximating a two-valued function by an algebraic polynomial. We establish optimality conditions as a strong generalization of P. L. Chebyshev alternance optimality conditions in approximation of a function by a polynomial.     

Countability of the set of closed overclasses of some minimal classes in the partly ordered set ℒ<Subscript>2</Subscript><Superscript>3</Superscript> of all closed classes of three-valued logic that can be mapped homomorphically onto two-valued logic

The following theorem is proved: the set of closed classes containing some minimal classes in the partly ordered set ?₂ ³ of closed classes in the three-valued logic that may be mapped homomorphically onto the two-valued logic is countable.     

Buhstaber's work on two-valued formal groups

The paper which follows may be regarded as the best substitute available for the lecture which V.M. Buhstaber would have delivered to the International Congress of Mathematicians, Vancouver 1974, if he had been present. (We would like to say how sorry we are that he was not able to be there.) In fact, we originally agreed to prepare it for submission to the Proceedings of the Congress. The text is in the form of a report on Buhstaber's work by J.F. Adams and A. Liulevicius, and these two authors accept entire responsibility for it. Of course, our primary source is the account of Buhstaber's work which we heard at the Congress from A.T. Fomenko, and we would like to thank him for all his help. But we have also tried to improve our understanding by consulting the papers which Buhstaber has published in Russian.We assume that the reader is aware of the connection between complex cobordism and the theory of formal groups [2, 5]; this work is generally respected. The topic of two-valued formal groups represents an extension of this theory. It is conceived partly as a contribution to pure algebra, but it is inspired by an application to algebraic topology; this application lies in the theory of characteristic classes of symplectic bundles, and in the study of symplectic cobordism.     

Infinite-Dimensional Integration in Weighted Hilbert Spaces: Anchored Decompositions,Optimal Deterministic Algorithms,and Higher-Order Convergence

We study the numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic algorithms and provide matching upper error bounds with the help of suitable multilevel algorithms and changing-dimension algorithms. More precisely, the spaces of integrands we consider are weighted, reproducing kernel Hilbert spaces with norms induced by an underlying anchored function space decomposition. Here the weights model the relative importance of different groups of variables. The error criterion used is the deterministic worst-case error. We study two cost models for function evaluations that depend on the number of active variables of the chosen sample points, and we study two classes of weights, namely product and order-dependent weights and the newly introduced finite projective dimension weights. We show for these classes of weights that multilevel algorithms achieve the optimal rate of convergence in the first cost model while changing-dimension algorithms achieve the optimal convergence rate in the second model. As an illustrative example, we discuss the anchored Sobolev space with smoothness parameter \(\alpha \) and provide new optimal quasi-Monte Carlo multilevel algorithms and quasi-Monte Carlo changing-dimension algorithms based on higher-order polynomial lattice rules.     

Efficient Monte Carlo simulation for integral functionals of Brownian motion

In the paper, we develop a variance reduction technique for Monte Carlo simulations of integral functionals of a Brownian motion. The procedure is based on a new method of sampling the process, which combines the Brownian bridge construction with conditioning on integrals along paths of the process. The key element in our method is the identification of a low-dimensional vector of variables that reduces the dimension of the integration problem more effectively than the Brownian bridge. We illustrate the method by applying it in conjunction with low-discrepancy sequences to the problem of pricing Asian options.