The cross-migrative property for uninorms

This paper aims to study the cross-migrative property for uninorms. We only consider the most usual classes of uninorms as follows: uninorms in \({\mathcal{U}_{min}}\) and \({\mathcal{U}_{max}}\), representable uninorms, idempotent uninorms and uninorms continuous in the open unit square, and limit the research to those uninorms which have the same neutral element. This study shows that there is no cross-migrativity between representable uninorms and other classes of uninorms. The relationship is the same between conjunctive uninorms and disjunctive uninorms. We give the sufficient and necessary conditions for the cross-migrativity equation to hold for all of the other possible combinations of uninorms.     

On left and right uninorms on a finite chain

The main concern of this paper is to introduce and characterize the class of operators on a finite chain L, having the same properties of pseudosmooth uninorms but without commutativity. Moreover, in this case it will only be required the existence of a one-side neutral element. These operators are characterized as combinations of AND and OR operators of directed algebras (smooth t-norms and smooth t-conorms) and the case of pseudosmooth uninorms is retrieved for the commutative case.     

Fuzzy logics based on [0,1)-continuous uninorms

Axiomatizations are presented for fuzzy logics characterized by uninorms continuous on the half-open real unit interval [0,1), generalizing the continuous t-norm based approach of Hájek. Basic uninorm logic BUL is defined and completeness is established with respect to algebras with lattice reduct [0,1] whose monoid operations are uninorms continuous on [0,1). Several extensions of BUL are also introduced. In particular, Cross ratio logic CRL, is shown to be complete with respect to one special uninorm. A Gentzen-style hypersequent calculus is provided for CRL and used to establish co-NP completeness results for these logics. Research supported by Marie Curie Fellowship Grant HPMF-CT-2004-501043.     

The conditional distributivity of nullnorms over uninorms

Aequationes mathematicae - The aim of this work is to study the conditional distributivity given by the following functional equation: $$\begin{aligned} F(x,U(y,z))=U(F(x,y),F(x,z)),\ \ x,y,z\in...     

Distributivity and stationary reflections

In this paper, we present some relations between generalized distributivity of quotient algebras and Mahlo operations, and show that the distributivity implies some variants of stationary relections.

     

Idempotent uninorms

Uninorms are an important generalization of t-norms and t-conorms, having a neutral element lying anywhere in the unit interval. Two broad classes of idempotent uninorms are fully characterized: the class of left-continuous ones and the class of right-continuous ones. In particular, the important subclasses of conjunctive left-continuous idempotent uninorms and of disjunctive right-continuous idempotent uninorms are characterized by means of super-involutive and sub-involutive decreasing unary operators. As a consequence, it is shown that any involutive negator gives rise to a conjunctive left-continuous idempotent uninorm and to a disjunctive right-continuous idempotent uninorm.     

The functional equations of Frank and Alsina for uninorms and nullnorms

The aim of this work is to study the functional equations of Frank and Alsina for two classes of commutative, associative and increasing binary operators. The first one is the class of uninorms introduced by Yager and Rybalov. The second one is the class of nullnorms arising from our study of the Frank equation for uninorms. Both classes contain t-norms and t-conorms as special cases. Moreover, the structure of the other uninorms and nullnorms is closely related to t-norms and t-conorms. These observations are the motivation for studying some generalizations of the Frank and Alsina equations. However, it is shown that all considerations lead back to the already known t-norm and t-conorm solutions. Important consequences in fuzzy preference modelling are pointed out.     

模态条件方程的一类新解

研究了仅涉及幂等uninorm和t-operator的模态条件方程的解．证明了如下三种情况：(i)一个t-operator与一个幂等uninorm是模态的当且仅当存在唯一新的非平凡解；(ii)一个幂等uninorm与一个t-operator是模态的也当且仅当存在唯一新的非平凡解；(iii)给出了两个幂等uninorm满足模态条件方程的充要条件．     

Martin's Axiom and the Dual Distributivity Number

We show that it is consistent that Martin's axiom holds, the continuum is large, and yet the dual distributivity number ℌ is κ₁. This answers a question of Halbeisen.     

On the characterization of distributivity equations about quasi-arithmetic means

The aim of this paper is to characterize the distributivity equations between quasi-arithmetic means and some binary operators, such as, nullnorms, semi-nullnorms and semi-t-operators. It is shown that the distributivity equations between nullnorms (semi-nullnorms) and quasi-arithmetic means degenerate into the distributivity equations between t-norms or t-conorms (semi-t-norms or semi-t-conorms) and quasi-arithmetic means. But for semi-t-operators, the distributive equations have new solutions. These new results extend the previous ones about the distributivity between t-norms (t-conorms) and quasi-arithmetic means.     

A Note on Triangular Schemes for Weak Congruences

Some geometrical methods, the so called Triangular Schemes and Principles, are introduced and investigated for weak congruences of algebras. They are analogues of the corresponding notions for congruences. Particular versions of Triangular Schemes are equivalent to weak congruence modularity and to weak congruence distributivity. For algebras in congruence permutable varieties, stronger properties—Triangular Principles—are equivalent to weak congruence modularity and distributivity.     

Probabilistisch kompakte L-unscharfe Mengen

In the case of completely distributive lattices (L,) we establish a probabilistic version of Alexander's subbase lemma and of Tychonoff's theorem for L-fuzzy sets. As an application we obtain that probabilistic topologies induced by compact ordinary topologies are also compact; i.e. ordinary compactness is consistent with probabilistic compactness. Regarding the validity of these results a counterexample shows that the complete distributivity of (L,) cannot be replaced by a weaker distributivity condition.     

Combinatorics for Small Ideals on Pkλ

We study the distributivity of the bounded ideal on P_kλ and answer negatively to a question of Johnson in [13]. The size of non-normal ideals with the partition property is also studied.     

A universal approach to estimate the conditional variance in semimartingale limit theorems

The typical central limit theorems in high-frequency asymptotics for semimartingales are results on stable convergence to a mixed normal limit with an unknown conditional variance. Estimating this conditional variance usually is a hard task, in particular when the underlying process contains jumps. For this reason, several authors have recently discussed methods to automatically estimate the conditional variance, i.e. they build a consistent estimator from the original statistics, but computed at different time scales. Their methods work in several situations, but are essentially restricted to the case of continuous paths always. The aim of this work is to present a new method to consistently estimate the conditional variance which works regardless of whether the underlying process is continuous or has jumps. We will discuss the case of power variations in detail and give insight to the heuristics behind the approach.

     

Infinite distributive laws versus local connectedness and compactness properties

Various local connectedness and compactness properties of topological spaces are characterized by higher degrees of distributivity for their lattices of open (or closed) sets, and conversely. For example, those topological spaces for which not only the lattice of open sets but also that of closed sets is a frame, are described by the existence of web neighborhood bases, where webs are certain specific path-connected sets. Such spaces are called web spaces. The even better linked wide web spaces are characterized by F-distributivity of their topologies, and the worldwide web spaces (or C-spaces) by complete distributivity of their topologies. Similarly, strongly locally connected spaces and locally hypercompact spaces are characterized by suitable infinite distributive laws. The web space concepts are also viewed as natural extensions of spaces that are semilattices with respect to the specialization order and have continuous (unary, binary or infinitary) semilattice operations.     

Symmetric Generalized Galois Logics

Symmetric generalized Galois logics (i.e., symmetric gGls) are distributive gGls that include weak distributivity laws between some operations such as fusion and fission. Motivations for considering distribution between such operations include the provability of cut for binary consequence relations, abstract algebraic considerations and modeling linguistic phenomena in categorial grammars. We represent symmetric gGls by models on topological relational structures. On the other hand, topological relational structures are realized by structures of symmetric gGls. We generalize the weak distributivity laws between fusion and fission to interactions of certain monotone operations within distributive super gGls. We are able to prove appropriate generalizations of the previously obtained theorems—including a functorial duality result connecting classes of gGls and classes of structures for them.      

Non-Complementedness and Non-Distributivity of Kleene Degrees

In this note, we study the complementedness and the distributivity of upper semilattices of Kleene degrees assuming V = L. K denotes the upper semilattice of all Kleene degrees. We prove that if V = L, then some sub upper semilattices of K are non-complemented and some are non-distributive.     

On a Characterization Theorem for Locally Compact Abelian Groups Containing an Element of Order 2

According to the well-known Heyde theorem the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given the other. We study analogues of this theorem for some locally compact Abelian groups X containing an element of order 2. We prove that if X contains an element of order 2, this leads to the fact that a wide class of non-Gaussian distributions on X is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given the other. While coefficients of linear forms are topological automorphisms of a group.

     

Rare Events in Random Geometric Graphs

This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions for a variety of conditional probabilities related to the number of edges in the random geometric graph and develop conditional Monte Carlo algorithms for estimating rare-event probabilities on this basis. We prove rigorously a reduction in variance when compared to the crude Monte Carlo estimators and illustrate the magnitude of the improvements in a simulation study. In higher dimensions, we use conditional Monte Carlo to remove the fluctuations in the estimator coming from the randomness in the Poisson number of nodes. Finally, building on conceptual insights from large-deviations theory, we illustrate that importance sampling using a Gibbsian point process can further substantially reduce the estimation variance.

     

A Coherent Aggregation Framework for Stress Testing and Scenario Analysis

Abstract

We present a methodology to aggregate in a coherent manner conditional stress losses in a trading or banking book. The approach bypasses the specification of unconditional probabilities of the individual stress events and ensures by a linear programming approach so that the (subjective or frequentist) conditional probabilities chosen by the risk manager are internally consistent. The admissibility requirement greatly reduces the degree of arbitrariness in the conditional probability matrix if this is assigned subjectively. The approach can be used to address the requirements of the regulators on the Instantaneous Risk Charge.