Hybrid-driven H∞ filter design for T–S fuzzy systems with quantization

This paper is mainly concerned with hybrid-driven $H_{\infty }$ filtering for a class of Takagi–Sugeno (T–S) fuzzy systems with quantization. To reduce the redundancy of transmission data and save the network bandwidth, a hybrid-driven scheme and a logarithmic quantizer are introduced in this paper. Firstly, by taking the effect of hybrid-driven scheme and quantization into consideration, a mathematical $H_{\infty }$ filter model for T–S fuzzy systems is constructed. Secondly, by applying Lyapunov stability theory, sufficient conditions for asymptotical stabilization of desired system are obtained. Moreover, an explicit algorithm for $H_{\infty }$ filter design is presented with the help of linear matrix inequality (LMI) techniques. Finally, numerical and physical simulations show the usefulness of the proposed filter design approach.     

Fluctuation theory for level-dependent Lévy risk processes

A level-dependent Lévy process solves the stochastic differential equation $dU\left(t\right)=dX\left(t\right)??\left(U\left(t\right)\right)dt$, where $X$ is a spectrally negative Lévy process. A special case is a multi-refracted Lévy process with ${?}_k\left(x\right)={\sum }_{j=1}^k{\delta }_j{\mathbf{1}}_{\{x\ge b_j\}}$. A general rate function $?$ that is non-decreasing and locally Lipschitz continuous is also considered. We discuss solutions of the above stochastic differential equation and investigate the so-called scale functions, which are counterparts of the scale functions from the theory of Lévy processes. We show how fluctuation identities for $U$ can be expressed via these scale functions. We demonstrate that the derivatives of the scale functions are solutions of Volterra integral equations.     

Existence of strong minimizers for the Griffith static fracture model in dimension two

We consider the Griffith fracture model in two spatial dimensions, and prove existence of strong minimizers, with closed jump set and continuously differentiable deformation fields. One key ingredient, which is the object of the present paper, is a generalization to the vectorial situation of the decay estimate by De Giorgi, Carriero, and Leaci. This is based on replacing the coarea formula by a method to approximate $SB{D}^p$ functions with small jump set by Sobolev functions, and is restricted to two dimensions. The other two ingredients will appear in companion papers and consist respectively in regularity results for vectorial elliptic problems of the elasticity type and in a method to approximate in energy $GSB{D}^p$ functions by $SB{V}^p$ ones.     

Separable discrete functions: Recognition and sufficient conditions

A discrete function of $n$ variables is a mapping $g:X_1\times \dots \times X_n\to A$, where $X_1,\dots ,X_n$, and $A$ are arbitrary finite sets. Function $g$ is called separable if there exist $n$ functions $g_i:X_i\to A$ for $i=1,\dots ,n$, such that for every input $x_1,\dots ,x_n$ the function $g(x_1,\dots ,x_n)$ takes one of the values $g_1\left(x_1\right),\dots ,g_n\left(x_n\right)$. Given a discrete function $g$, it is an interesting problem to ask whether $g$ is separable or not. Although this seems to be a very basic problem concerning discrete functions, the complexity of recognition of separable discrete functions of $n$ variables is known only for $n=2$. In this paper we will show that a slightly more general recognition problem, when $g$ is not fully but only partially defined, is NP-complete for $n\ge 3$. We will then use this result to show that the recognition of fully defined separable discrete functions is NP-complete for $n\ge 4$.The general recognition problem contains the above mentioned special case for $n=2$. This case is well-studied in the context of game theory, where (separable) discrete functions of $n$ variables are referred to as (assignable) $n$-person game forms. There is a known sufficient condition for assignability (separability) of two-person game forms (discrete functions of two variables) called (weak) total tightness of a game form. This property can be tested in polynomial time, and can be easily generalized both to higher dimension and to partially defined functions. We will prove in this paper that weak total tightness implies separability for (partially defined) discrete functions of $n$ variables for any $n$, thus generalizing the above result known for $n=2$. Our proof is constructive. Using a graph-based discrete algorithm we show how for a given weakly totally tight (partially defined) discrete function $g$ of $n$ variables one can construct separating functions $g_1,\dots ,g_n$ in polynomial time with respect to the size of the input function.     

ℓ1-symmetric vector random fields

This paper studies the properties of ${?}_1$-symmetric vector random fields in ${\mathbb{R}}^d$, whose direct/cross covariances are functions of ${?}_1$-norm. The spectral representation and a turning bands expression of the covariance matrix function are derived for an ${?}_1$-symmetric vector random field that is mean square continuous. We also establish an integral relationship between an ${?}_1$-symmetric covariance matrix function and an isotropic one. In addition, a simple but efficient approach is proposed to construct the ${?}_1$-symmetric random field in ${\mathbb{R}}^d$, whose univariate marginal distributions may be taken as arbitrary infinitely divisible distribution with finite variance.     

Small time convergence of subordinators with regularly or slowly varying canonical measure

We consider subordinators $X_{\alpha }={\left(X_{\alpha }\left(t\right)\right)}_{t\ge 0}$ in the domain of attraction at 0 of a stable subordinator ${\left(S_{\alpha }\left(t\right)\right)}_{t\ge 0}$ (where $\alpha \in (0,1)$); thus, with the property that ${\overline{\Pi }}_{\alpha }$, the tail function of the canonical measure of $X_{\alpha }$, is regularly varying of index $?\alpha \in (?1,0)$ as $x\downarrow 0$. We also analyse the boundary case, $\alpha =0$, when ${\overline{\Pi }}_{\alpha }$ is slowly varying at 0. When $\alpha \in (0,1)$, we show that ${\left(t{\overline{\Pi }}_{\alpha }\left(X_{\alpha }\left(t\right)\right)\right)}^{?1}$ converges in distribution, as $t\downarrow 0$, to the random variable ${\left(S_{\alpha }\left(1\right)\right)}^{\alpha }$. This latter random variable, as a function of $\alpha$, converges in distribution as $\alpha \downarrow 0$ to the inverse of an exponential random variable. We prove these convergences, also generalised to functional versions (convergence in $\mathbb{D}[0,1]$), and to trimmed versions, whereby a fixed number of its largest jumps up to a specified time are subtracted from the process. The $\alpha =0$ case produces convergence to an extremal process constructed from ordered jumps of a Cauchy subordinator. Our results generalise random walk and stable process results of Darling, Cressie, Kasahara, Kotani and Watanabe.     

Ergodic aspects of some Ornstein–Uhlenbeck type processes related to Lévy processes

This work concerns the Ornstein–Uhlenbeck type process associated to a positive self-similar Markov process ${\left(X\left(t\right)\right)}_{t\ge 0}$ which drifts to $\infty$, namely $U\left(t\right)?{\mathrm{e}}^{?t}X({\mathrm{e}}^t?1)$. We point out that $U$ is always a (topologically) recurrent ergodic Markov process. We identify its invariant measure in terms of the law of the exponential functional $\stackrel{?}{I}?{\int }_0^{\infty }exp\left({\stackrel{?}{\xi }}_s\right)\mathrm{d}s$, where $\stackrel{?}{\xi }$ is the dual of the real-valued Lévy process $\xi$ related to $X$ by the Lamperti transformation. This invariant measure is infinite (i.e. $U$ is null-recurrent) if and only if ${\xi }_1?L^1\left(\mathbb{P}\right)$. In that case, we determine the family of Lévy processes $\xi$ for which $U$ fulfills the conclusions of the Darling–Kac theorem. Our approach relies crucially on a remarkable connection due to Patie (Patie, 2008) with another generalized Ornstein–Uhlenbeck process that can be associated to the Lévy process $\xi$, and properties of time-substitutions based on additive functionals.     

Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals

We consider Malliavin smoothness of random variables $f\left(X_1\right)$, where $X$ is a pure jump Lévy process and the function $f$ is either bounded and Hölder continuous or of bounded variation. We show that Malliavin differentiability and fractional differentiability of $f\left(X_1\right)$ depend both on the regularity of $f$ and the Blumenthal–Getoor index of the Lévy measure.     

The Lp dual Minkowski problem for p > 1 and q > 0

General $L_p$ dual curvature measures have recently been introduced by Lutwak, Yang and Zhang [24]. These new measures unify several other geometric measures of the Brunn–Minkowski theory and the dual Brunn–Minkowski theory. $L_p$ dual curvature measures arise from qth dual intrinsic volumes by means of Alexandrov-type variational formulas. Lutwak, Yang and Zhang [24] formulated the $L_p$ dual Minkowski problem, which concerns the characterization of $L_p$ dual curvature measures. In this paper, we solve the existence part of the $L_p$ dual Minkowski problem for $p>1$ and $q>0$, and we also discuss the regularity of the solution.     

The survival probability of critical and subcritical branching processes in finite state space Markovian environment

Let ${\left(Z_n\right)}_{n\ge 0}$ be a branching process in a random environment defined by a Markov chain ${\left(X_n\right)}_{n\ge 0}$ with values in a finite state space $\mathbb{X}$. Let ${\mathbb{P}}_i$ be the probability law generated by the trajectories of ${\left(X_n\right)}_{n\ge 0}$ starting at $X_0=i\in \mathbb{X}.$ We study the asymptotic behaviour of the joint survival probability ${\mathbb{P}}_i\left(Z_n>0,X_n=j\right)$, $j\in \mathbb{X}$ as $n\to +\infty$ in the critical and strongly, intermediate and weakly subcritical cases.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.     

Fq-linear codes over Fq-algebras

Huffman (2013) [12] studied ${\mathbb{F}}_q$-linear codes over ${\mathbb{F}}_{q^m}$ and he proved the MacWilliams identity for these codes with respect to ordinary and Hermitian trace inner products. Let S be a finite commutative ${\mathbb{F}}_q$-algebra. An ${\mathbb{F}}_q$-linear code over S of length n is an ${\mathbb{F}}_q$-submodule of $S^n$. In this paper, we study ${\mathbb{F}}_q$-linear codes over S. We obtain some bounds on minimum distance of these codes, and some large classes of MDR codes are introduced. We generalize the ordinary and Hermitian trace products over ${\mathbb{F}}_q$-algebras and we prove the MacWilliams identity with respect to the generalized form. In particular, we obtain Huffman's results on the MacWilliams identity. Among other results, we give a theory to construct a class of quantum codes and the structure of ${\mathbb{F}}_q$-linear codes over finite commutative graded ${\mathbb{F}}_q$-algebras.     

Central Sets Theorem on noncommutative semigroups

Let $D$ be a directed set without maximal element, $S$ be an infinite semigroup and ${}^{D}S$ be the collection of all functions from $D$ into $S$. It is shown that for a commutative semigroup $S$, $A?S$ is a $C$-set with respect to ${}^{\mathbb{N}}S$ if and only if $A$ is a $C$-set with respect to ${}^{D}S$. We investigate the Central Sets Theorem for arbitrary semigroups. In fact the Central Sets Theorem is stated with respect to ${}^{S}S$ for arbitrary semigroups.     

Vertex-disjoint cycles in local tournaments

Let $r$ be a positive integer. The Bermond–Thomassen conjecture states that, a digraph of minimum out-degree at least $2r-1$ contains $r$ vertex-disjoint directed cycles. A digraph $D$ is called a local tournament if for every vertex $x$ of $D$, both the out-neighbours and the in-neighbours of $x$ induce tournaments. Note that tournaments form the subclass of local tournaments. In this paper, we verify that the Bermond–Thomassen conjecture holds for local tournaments. In particular, we prove that every local tournament $D$ with ${\delta }^{+}\left(D\right)\ge 2r-1$ contains $r$ disjoint cycles $C_1,C_2,\dots ,C_r$, satisfying that either $C_i$ has the length at most 4 or is a shortest cycle of the original digraph of $D-C_1-\dots -C_{i-1}$ for $1\le i\le r$.