Glivenko like theorems in natural expansions of BCK‐logic

The classical Glivenko theorem asserts that a propositional formula admits a classical proof if and only if its double negation admits an intuitionistic proof. By a natural expansion of the BCK‐logic with negation we understand an algebraizable logic whose language is an expansion of the language of BCK‐logic with negation by a family of connectives implicitly defined by equations and compatible with BCK‐congruences. Many of the logics in the current literature are natural expansions of BCK‐logic with negation. The validity of the analogous of Glivenko theorem in these logics is equivalent to the validity of a simple one‐variable formula in the language of BCK‐logic with negation. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new technique for proving realisability and consistency theorems using finite paraconsistent models of cut‐free logic

A new technique for proving realisability results is presented, and is illustrated in detail for the simple case of arithmetic minus induction. CL is a Gentzen formulation of classical logic. CPQ is CL minus the Cut Rule. The basic proof theory and model theory of CPQ and CL is developed. For the semantics presented CPQ is a paraconsistent logic, i.e. there are non‐trivial CPQ models in which some sentences are both true and false. Two systems of arithmetic minus induction are introduced, CL‐A and CPQ‐A based on CL and CPQ, respectively. The realisability theorem for CPQ‐A is proved: It is shown constructively that to each theorem A of CPQ‐A there is a formula A *, a so‐called “realised disjunctive form of A ”, such that variables bound by essentially existential quantifiers in A * can be written as recursive functions of free variables and variables bound by essentially universal quantifiers. Realisability is then applied to prove the consistency of CL‐A, making use of certain finite non‐trivial inconsistent models of CPQ‐A. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Representation theorems for probability functions satisfying spectrum exchangeability in inductive logic

We prove de Finetti style representation theorems covering the class of all probability functions satisfying spectrum exchangeability in polyadic inductive logic and give an application by characterizing those probability functions satisfying spectrum exchangeability which can be extended to a language with equality whilst still satisfying that property.     

On triangular norm based axiomatic extensions of the weak nilpotent minimum logic

In this paper we carry out an algebraic investigation of the weak nilpotent minimum logic (WNM) and its t‐norm based axiomatic extensions. We consider the algebraic counterpart of WNM, the variety of WNM‐algebras (?????) and prove that it is locally finite, so all its subvarieties are generated by finite chains. We give criteria to compare varieties generated by finite families of WNM‐chains, in particular varieties generated by standard WNM‐chains, or equivalently t‐norm based axiomatic extensions of WNM, and we study their standard completeness properties. We also characterize the generic WNM‐chains, i. e. those that generate the variety ?????, and we give finite axiomatizations for some t‐norm based extensions of WNM. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A note on Grzegorczyk's logic

Grzegorczyk's modal logic (Grz) corresponds to the class of upwards well‐founded partially ordered Kripke frames, however all known proofs of this fact utilize some form of the Axiom of Choice; G. Boolos asked in [1], whether it is provable in plain ZF. We answer his question negatively: Grz corresponds (in ZF) to a class of frames, which does not provably coincide with upwards well‐founded posets in ZF alone. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Preservation theorems for Kripke models

There are several ways for defining the notion submodel for Kripke models of intuitionistic first‐order logic. In our approach a Kripke model A is a submodel of a Kripke model B if they have the same frame and for each two corresponding worlds A^α and B^α of them, A^α is a subset of B^α and forcing of atomic formulas with parameters in the smaller one, in A and B, are the same. In this case, B is called an extension of A. We characterize theories that are preserved under taking submodels and also those that are preserved under taking extensions as universal and existential theories, respectively. We also study the notion elementary submodel defined in the same style and give some results concerning this notion. In particular, we prove that the relation between each two corresponding worlds of finite Kripke models A ≤ B is elementary extension (in the classical sense) (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Non‐elementary speed‐ups in logic calculi

In this paper we show some non‐elementary speed‐ups in logic calculi: Both a predicative second‐order logic and a logic for fixed points of positive formulas are shown to have non‐elementary speed‐ups over first‐order logic. Also it is shown that eliminating second‐order cut formulas in second‐order logic has to increase sizes of proofs super‐exponentially, and the same in eliminating second‐order epsilon axioms. These are proved by relying on results due to P. Pudlák. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Inconsistency lemmas in algebraic logic

In this paper, the inconsistency lemmas of intuitionistic and classical propositional logic are formulated abstractly. We prove that, when a (finitary) deductive system is algebraized by a variety , then has an inconsistency lemma—in the abstract sense—iff every algebra in has a dually pseudo‐complemented join semilattice of compact congruences. In this case, the following are shown to be equivalent: (1)  has a classical inconsistency lemma; (2)  has a greatest compact theory and is filtral, i.e., semisimple with EDPC; (3) the compact congruences of any algebra in form a Boolean lattice; (4) the compact congruences of any constitute a Boolean sublattice of the full congruence lattice of . These results extend to quasivarieties and relative congruences. Except for (2), they extend even to protoalgebraic logics, with deductive filters in the role of congruences. A protoalgebraic system with a classical inconsistency lemma always has a deduction‐detachment theorem (DDT), while a system with a DDT and a greatest compact theory has an inconsistency lemma. The converses are false.     

Some local limit theorems in the symmetric Dirichlet-Multinomial urn models

Summary The asymptotic distributions of the size distributions of the symmetric Dirichlet-Multinomial urn model are investigated. By allowing the number of ballsn and number of urnsm to go to infinity at different rates we can get both Poisson limit distributions and normal limit distributions. In either case some local limit theorems are obtained. We also consider a more general urn scheme where the number of balls is considered as a random variable depending on the number of urns; some interesting limit theorems are also obtained in this context. The proof of this article was read by Professor M. H. DeGroot because the author Dr. Wen Chen Chen passed away on July 3, 1981.     

Categorical abstract algebraic logic: Gentzen π ‐institutions and the deduction‐detachment property

Given a π ‐institution I , a hierarchy of π ‐institutions I ^{(n )} is constructed, for n ≥ 1. We call I ^{(n )} the n‐th order counterpart of I . The second‐order counterpart of a deductive π ‐institution is a Gentzen π ‐institution, i.e. a π ‐institution associated with a structural Gentzen system in a canonical way. So, by analogy, the second order counterpart I ⁽²⁾ of I is also called the “Gentzenization” of I . In the main result of the paper, it is shown that I is strongly Gentzen , i.e. it is deductively equivalent to its Gentzenization via a special deductive equivalence, if and only if it has the deduction‐detachment property . (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Second‐neighbor interactions in classical field theories: invariance of the relative power and covariance

We propose a model‐building framework unifying those continuum models of condensed matter accounting for second‐neighbor interactions. A notion of material isomorphism justifies restrictions that we impose to changes in observers on the material manifold. In the presence of dissipation due to evolution of inhomogeneities, we extend the notion of relative power including hyperstresses and derive pertinent balance equations by exploiting an invariance axiom. The scheme presented here permits an extension of the multi‐field model‐building framework for complex materials to account at a gross scale for second‐neighbor microstructural interactions. Copyright © 2016 John Wiley & Sons, Ltd.     

Categorical abstract algebraic logic: The largest theory system included in a theory family

In this note, it is shown that, given a π ‐institution ? = 〈 Sign , SEN, C 〉, with N a category of natural transformations on SEN, every theory family T of ? includes a unique largest theory system of ?. satisfies the important property that its N ‐Leibniz congruence system always includes that of T . As a consequence, it is shown, on the one hand, that the relation Ω^N ( ) = Ω^N (T ) characterizes N ‐protoalgebraicity inside the class of N ‐prealgebraic π ‐institutions and, on the other, that all N ‐Leibniz theory families associated with theory families of a protoalgebraic π ‐institution ? are in fact N ‐Leibniz theory systems. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Some results in BL ‐algebras

We define the set of double complemented elements in BL‐algebras and state and prove some theorems which determines properties of these sets. We introduce the notion of an almost top element and study the properties of these elements (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Basis in Semi‐Reduced Form for the Admissible Rules of the Intuitionistic Logic IPC

We study the problem of finding a basis for all rules admissible in the intuitionistic propositional logic IPC. The main result is Theorem 3.1 which gives a basis consisting of all rules in semi‐reduced form satisfying certain specific additional requirements. Using developed technique we also find a basis for rules admissible in the logic of excluded middle law KC.     

Construction of an Explicit Basis for Rules Admissible in Modal System S4

We find an explicit basis for all admissible rules of the modal logic S4. Our basis consists of an infinite sequence of rules which have compact and simple, readable form and depend on increasing set of variables. This gives a basis for all quasi‐identities valid in the free modal algebra ℱ_S4(ω) of countable rank.     

Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations

We consider portfolio optimization in a regime‐switching market. The assets of the portfolio are modeled through a hidden Markov model (HMM) in discrete time, where drift and volatility of the single assets are allowed to switch between different states. We consider different parametrizations of the involved asset covariances: statewise uncorrelated assets (though linked through the common Markov chain), assets correlated in a state‐independent way, and assets where the correlation varies from state to state. As a benchmark, we also consider a model without regime switches. We utilize a filter‐based expectation‐maximization (EM) algorithm to obtain optimal parameter estimates within this multivariate HMM and present parameter estimators in all three HMM settings. We discuss the impact of these different models on the performance of several portfolio strategies. Our findings show that for simulated returns, our strategies in many settings outperform naïve investment strategies, like the equal weights strategy. Information criteria can be used to detect the best model for estimation as well as for portfolio optimization. A second study using real data confirms these findings.