Hermite‐Hadamard‐type inequalities for interval‐valued coordinated convex functions involving generalized fractional integrals

In this paper, we define interval‐valued left‐sided and right‐sided generalized fractional double integrals. We establish inequalities of Hermite‐Hadamard like for coordinated interval‐valued convex functions by applying our newly defined integrals.     

Terpolymerization of Triisopropylsilyl Acrylate,Methyl Methacrylate,and Butyl Acrylate: Reactivity Ratio Estimation

Ternary monomer reactivity ratios of triisopropylsilyl acrylate (SiA), methyl methacrylate (MMA), and n‐butyl acrylate (BA), as common monomers in self‐polishing coatings (SPCs) binders are obtained using experimental data collected from free radical bulk polymerization at 70 °C. Different terpolymerizations at low and medium‐high conversions are performed at optimized feed compositions. Estimations are made using the error‐in‐variables model (EVM) framework, applying the recast form of the Alfrey–Goldfinger (AG) model and a direct numerical integration (DNI) approach to the collected data. Estimations from individual low and medium‐high conversion data are compared to those found with the combined data (full conversion range data). The highest certainty in point estimates are obtained with analysis of the full conversion range data. Furthermore, the reactivity ratios determined from the combined data fall between those found with analysis of individual low and medium‐high conversion data, another corroboration of reliable data collection. Reactivity ratios determined from analysis of the combined data (r_SiA/MMA = 0.4185, r_MMA/SiA = 1.3754, r_SiA/BA = 0.8739, r_BA/SiA = 0.5736, r_BA/MMA = 0.3692, r_MMA/BA = 1.7919) are used in the recast AG model to predict cumulative terpolymer composition as a function of conversion. The experimental data and model prediction show satisfactory agreement.     

Complete Moment Convergence for the Dependent Linear Processes with Random Coefficients

In this paper, we investigate the complete moment convergence for dependent linear processes with random coefficients to form     

Components exponential scator holomorphic function

The components exponential scator function, succinctly labeled “cexp,” is a function of scator variable in 1+n dimensional elliptic scator algebra. This function is introduced here, and its elementary properties are studied. In 1+1 dimensions, the cexp function becomes the usual complex exponential function of complex variable. The cexp function is shown to be scator holomorphic in the entire scator set according to the differential quotient criterion. The scator derivative of the cexp function is the cexp function itself. The relationship between the Cartesian and polar forms of the cexp function can be seen as a higher-dimensional extension of Euler formula. The mappings of grids in 1+2 dimensional space exhibit ellipses and Lissajous-like figures in addition to circles and radial lines. A cusphere surface is generated for the isometric condition in the function's image. An interesting application of the cexp function as propagators regarding the quantum measurement problem is outlined.     

An approach for solving a fuzzy multiobjective programming problem

In this paper we present a new approach, based on the Nearest Interval Approximation Operator, for dealing with a multiobjective programming problem with fuzzy-valued objective functions.     

The valuation of life contingencies: A symmetrical triangular fuzzy approximation

This paper extends the framework for the valuation of life insurance policies and annuities by Andrés-Sánchez and González-Vila (2012, 2014) in two ways. First we allow various uncertain magnitudes to be estimated by means of fuzzy numbers. This applies not only to interest rates but also to the amounts to be paid out by the insurance company. Second, the use of symmetrical triangular fuzzy numbers allows us to obtain expressions for the pricing of life contingencies and their variability that are closely linked to standard financial and actuarial mathematics. Moreover, they are relatively straightforward to compute and understand from a standard actuarial point of view.     

Hierarchical Archimedean copulas through multivariate compound distributions

In this paper, we propose a new hierarchical Archimedean copula construction based on multivariate compound distributions. This new imbrication technique is derived via the construction of a multivariate exponential mixture distribution through compounding. The absence of nesting and marginal conditions, contrarily to the nested Archimedean copulas approach, leads to major advantages, such as a flexible range of possible combinations in the choice of distributions, the existence of explicit formulas for the distribution of the sum, and computational ease in high dimensions. A balance between flexibility and parsimony is targeted. After presenting the construction technique, properties of the proposed copulas are investigated and illustrative examples are given. A detailed comparison with other construction methodologies of hierarchical Archimedean copulas is provided. Risk aggregation under this newly proposed dependence structure is also examined.     

Fundamental solution of the time‐fractional telegraph Dirac operator

In this work, we obtain the fundamental solution (FS) of the multidimensional time‐fractional telegraph Dirac operator where the 2 time‐fractional derivatives of orders α∈]0,1] and β∈]1,2] are in the Caputo sense. Explicit integral and series representation of the FS are obtained for any dimension. We present and discuss some plots of the FS for some particular values of the dimension and of the fractional parameters α and β. Finally, using the FS, we study some Poisson and Cauchy problems.