Joint distributions of random sets and their relation to copulas

Random sets are set-valued random variables. They have been applied in various fields like stochastic geometry, statistics, economics, engineering or computer science, and are often used for modeling uncertainty. In an earlier paper the author has defined joint capacity and joint containment functionals which are multivariate set functions describing the joint distribution of random sets. This paper is concerned with the question how copulas can be used to describe or model the dependence of random sets. It is demonstrated that a joint containment functional can be related to its margins by a family of copulas. Furthermore, the paper provides a first insight how copulas can be used to define joint containment functionals.     

Convergence in measure of multivariate Pade approximants

Convergence conclusions of Padé approximants in the univariate case can be found in various papers. However, results in the multivariate case are few. A. Cuyt seems to be the only one who discusses convergence for multivariate Pade approximants, she gives in [2] a de Montessus de Bollore type theorem. In this paper, we will discuss the zero set of a real multivariate polynomial, and present a convergence theorem in measure of multivariate Padé approximant. The proof technique used in this paper is quite different from that used in the univariate case. Supported by National Science Foundation of China for Youth     

Global random attractors are uniquely determined by attracting deterministic compact sets

It is shown that for continuous dynamical systems an analogue of the Poincaré recurrence theorem holds for Ω-limit sets. A similar result is proved for Ω-limit sets of random dynamical systems (RDS) on Polish spaces. This is used to derive that a random set which attracts every (deterministic) compact set has full measure with respect to every invariant probability measure for theRDS. Then we show that a random attractor coincides with the Ω-limit set of a (nonrandom) compact set with probability arbitrarily close to one, and even almost surely in case the base flow is ergodic. This is used to derive uniqueness of attractors, even in case the base flow is not ergodic. Entrata in Redazione il 10 marzo 1997.     

P－正则半群的双序集

本文刻划了双序集Ｅ为某Ｐ－正则半群的幂等元双序集的充要条件．所得定理不仅推广了Ｄ．Ｅａｓｄｏｗｎ关于带的双序集的结论，而且导出了正则＊－半群的幂等元双序集的一个刻划．进而还对Ｐ－正则半群的若干特殊情形及向非正则半群的推广进行了讨论．     

P－正则半群的双序集

本文刻划了双序集Ｅ为某Ｐ－正则半群的幂等元双序集的充要条件．所得定理不仅推广了Ｄ．Ｅａｓｄｏｗｎ关于带的双序集的结论，而且导出了正则＊－半群的幂等元双序集的一个刻划．进而还对Ｐ－正则半群的若干特殊情形及向非正则半群的推广进行了讨论．     

Study of Dependence for Some Stochastic Processes

Abstract

This article is concerned with studying the following problem: Consider a multivariate stochastic process whose law is characterized in terms of some infinitesimal characteristics, such as the infinitesimal generator in case of finite Markov chains. Under what conditions imposed on these infinitesimal characteristics of this multivariate process, the univariate components of the process agree in law with given univariate stochastic processes. Thus, in a sense, we study a stochastic processe' counterpart of the stochastic dependence problem, which in case of real valued random variables is solved in terms of Sklar's theorem.     

The sigma-core of a cooperative game

This paper is concerned with the existence of (σ-additive) measures in the core of a cooperative game. The main theorem shows, for a capacityu on the Borel sets of a metric space, that to each additive set function, majorized byu and agreeing withu on a system of closed sets, there exists a measure having these same properties. This theorem is applied, in combination with known core theorems, to the case of a cooperative game defined on the Borel sets of a metric space and whose conjugate is a capacity.     

Local Spherical Contact Distribution Function And Local Mean Densities For Inhomogeneous Random Sets

In this paper we provide definitions for the local mean volume and mean surface densities of an inhomogeneous random closed set

A theorem which relates the local spherical contact distribution function with the local surface and volume density is proven. Sufficient conditions on the regularity of the random set involved to satisfy the assumptions of the theorem are provided, based on Coarea Formula. These conditions are satisfied by a wide class of inhomogeneous random sets, relevant for applications, like some kinds of Boolean Models, for which explicit expressions for the local volume and surface densities are also provided     

I.I.D. STATISTICAL CONTRACTION OPERATORS AND STATISTICALLY SELF－SIMILAR SETS

I.i.d. random sequence is the simplest but very basic one in stochastic processes, and statistically self-similar set is the simplest but very basic one in random recursive sets in the theory of random fractal. Is there any relation between i.i.d. random sequence and statistically self-similar set? This paper gives a basic theorem which tells us that the random recursive set generated by a collection of i.i.d. statistical contraction operators is always a statistically self-similar set.     

随机次自相似集的表示

本文引进了随机次自相似集与随机推移集的概念,讨论了随机次自相似集的结构,并证明了任一随机集是随机次自相似集的充分必要条件是：该随机集可以表为某一个随机推移集的某个像集。     

可列集合套

[1]中给出模糊集的分解定理与表现定理，指出可利用集合套H＝{H（λ）|λ∈[0,1]}刻化模糊集。本文定义可列集合套H＝{H（a）|a∈Q}，Q是（0，1）的可列稠密子集。相应地给出新的分解定理与表现定理。指出可利用可列集合套刻化的模糊集。     

控制系统中的分形

本文将整数维与分形的Hausdorff测度引入并应用于控制系统,同时也介绍了准自相似集这个新概念,证明了这种集合的存在性与唯一性.并将计算自相似集维数的公式推广到准自相似集,在此基础上,说明了控制系统的可达集可以具有分数维.表明在分析非线性系统可控性与可观性时,分形几何学也将是一种有意义的工具.     

Local properties of some Gaussian processes

The purpose of this paper is twofold. First we obtain exact formulae for the Hausdorff dimensions of the level sets and graph, and of the image of a fixed time set, for a Gaussian process with stationary increments and monotone incremental variance. Inequalities for these dimensions have been obtained by Kahane in the case where the process is the sum of a trigonometric series with random coefficients. Secondly we obtain some precise results for the brownian motion process. We consider when an image set has positive Lebesgue measure and when the zero set has positive capacity with respect to a given kernel. We show that certain conditions, which Kahane has shown to be sufficient to ensure these properties, are also necessary.     

Expected convex hulls,order statistics,and Banach space probabilities

Using the expectation of a particular random set, we present a multivariate extension of a characterization theorem involving extreme order statistics.Supported in part by National Science Foundation grant DMS 8603944.     

An extension of Radner's theorem

Radner's theorem states that the optimal solution for a static linear quadratic Gaussian (LQG) team is linear. In this paper, we find the optimal solution for a static LQG team in which each player knows which observations he has, but in which the observation set that a player receives (how many, which measuring device,etc.) is random before the team acts. Via the concept of nesting, the result extends to the dynamic case and includes teams in which the order of play of the team members as well as their sets of data are random. We also include random changes in the cost function which depend on the randomness of the observation system but are independent of the stochastic process that the team is observing and controlling.     

插补空间的逼近外推定理

本文建立了拟模Abelian群上双参数算子族逼近的外推定理,所得的结果包含了DeVoreR．等人对正规逼近族之最佳逼近所建立的外推定理,且所需的条件更弱．同时从本文的结果立即可以建立起算子逼近的外推定理．     

多维随机向量序列加权和的中心极限定理

本文研究了多维随机向量序列加权和的渐近行为.利用Lindeberg中心极限定理的基本思想,得到了多维随机向量序列加权和的中心极限定理及其收敛速度,为Lindeberg中心极限定理的推广.     

Edgeworth expansions for sampling without replacement from finite populations

The validity of the one-term Edgeworth expansion is proved for the multivariate mean of a random sample drawn without replacement under a limiting non-latticeness condition on the population. The theorem is applied to deduce the one-term expansion for the univariate statistics which can be expressed in a certain linear plus quadratic form. An application of the results to the theory of bootstrap is mentioned. A one-term expansion is also proved in the univariate lattice case.     

Fuzzy random renewal process and renewal reward process

So far, there have been several concepts about fuzzy random variables and their expected values in literature. One of the concepts defined by Liu and Liu (2003a) is that the fuzzy random variable is a measurable function from a probability space to a collection of fuzzy variables and its expected value is described as a scalar number. Based on the concepts, this paper addresses two processes—fuzzy random renewal process and fuzzy random renewal reward process. In the fuzzy random renewal process, the interarrival times are characterized as fuzzy random variables and a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process is presented. In the fuzzy random renewal reward process, both the interarrival times and rewards are depicted as fuzzy random variables and a fuzzy random renewal reward theorem on the limit value of the long-run expected reward per unit time is provided. The results obtained in this paper coincide with those in stochastic case or in fuzzy case when the fuzzy random variables degenerate to random variables or to fuzzy variables.     

Effective inseparability in a topological setting

Effective inseparability of pairs of sets is an important notion in logic and computer science. We study the effective inseparability of sets which appear as index sets of subsets of an effectively given topological T₀-space and discuss its consequences. It is shown that for two disjoint subsets X and Y of the space one can effectively find a witness that the index set of X cannot be separated from the index set of Y by a recursively enumerable set, if X intersects the topological closure of an effectively enumerable subset of Y. As a consequence of a more general parametric inseparability result a theorem of Rice-Shapiro type is obtained. Moreover, under some additional requirements it follows that nonopen subsets have productive index sets. This implies a generalized Rice theorem: Connected spaces have only trivial completely recursive subsets. As application some decision problems in computable analysis and domain theory are studied. It follows that the complement of the halting problem can be reduced to the problem to decide of a number whether it is a computable irrational. The same is true for the problems to decide whether two numbers are equal, whether one is not greater than the other, and whether a number is equal to a given number. In the case of an effectively given continuous complete partial order the complexity of the last problem depends on whether the given element is the smallest element, in which case the complement of the halting problem is reducible to it, whether it is a base element and maximal, then the decision problem is recursively isomorphic to the halting problem, or whether it is none of these. In this case, both the halting problem and its complement are reducible to the problem. The same is true in nontrivial cases for the problems whether an element belongs to the basis, whether two elements of the partial order are equal, or whether one approximates the other. In general, for any nonempty proper subset of the partial order either the halting problem or its complement can be reduced to the membership problem of the subset.