三值R0命题逻辑系统的随机化

利用赋值集的随机化方法,在三值R0命题逻辑系统中提出了公式的随机真度和随机距离,建立了随机逻辑度量空间.指出当取均匀概率测度,且各概率测度均为1/3时,随机真度就转化为计量逻辑学中的真度,同时两公式间的随机距离就转化为计量逻辑学中的伪距离,从而建立了更具一般性的随机逻辑度量空间.     

R0型命题逻辑系统的随机化

利用赋值集的随机化方法,在R0型n值命题逻辑系统和R0型模糊命题逻辑系统中提出了公式的随机真度和随机距离的概念,建立了随机度量空间.指出当取均匀概率时,随机真度就转化为计量逻辑学中的真度,从而建立了更一般的随机逻辑度量空间.     

多值逻辑系统中公式的μ-真度理论

通过在n值和模糊值命题逻辑系统的全体赋值集Ω上定义概率测度μ,定义了任一命题公式A在两种逻辑系统中统一的μ-真度,研究了公式的μ-真度的基本性质及对应的推理规则,定义了两公式间的三种μ-相似度和伪度量,建立了较广泛意义上的逻辑度量空间,指出当概率测度μ为均匀概率测度时为计量逻辑学中的逻辑度量空间,最后提出理论的μ-发散度并得到理论的μ-发散度的计算公式.     

标准序列逻辑系统S_3中公式的概率真度理论

利用势为3的非均匀概率空间的无穷乘积在三值标准序列逻辑系统中引入了公式的概率真度概念,证明了全体公式的概率真度值之集在[0,1]中没有孤立点;利用概率真度定义了概率相似度和伪距离,进而建立了概率逻辑度量空间,证明了该空间中没有孤立点,为三值命题的近似推理理论提供了一种可能的框架.     

概率逻辑学基本定理在多值命题逻辑系统中的推广

通过引入概率测度空间,在n值Lukasiewicz命题逻辑系统中提出了满足Kolmogorov公理的命题公式的概率;证明了概率逻辑学基本定理,并将概率逻辑学基本定理推广到了更一般的形式,改进了对推理结论的不可靠度上界的估计;将概率逻辑学的基本方法引入计量逻辑学,建立了更一般的逻辑度量空间;通过概率逻辑学基本定理,证明了逻辑度量空间中概率MP,HS规则,它是真度MP,HS规则的推广.     

有限Boole语义中公式的条件随机真度

基于条件概率的思想,利用赋值集的随机化方法,在有限Boole语义中引入公式的条件随机真度,证明了条件随机真度的MP规则和HS规则。引入公式间的条件相似度和条件伪距离,建立了条件随机逻辑度量空间,证明了条件随机逻辑度量空间中逻辑运算的连续性,并初步研究了给定条件下的近似推理理论。     

系统Ln中公式相对于有限理论的Γ-绝对真度理论

将多值逻辑中的∑-α重言式理论与计量逻辑学中的真度理论相结合,在n值Lukasiewicz命题逻辑系统中引入了公式相对于有限理论Γ的Γ-绝对真度概念,讨论了它的若干性质.利用Γ-绝对真度定义了公式间的Γ-绝对相似度与伪距离,为进一步建立n值Lulcasiewicz命题逻辑系统相对于有限理论Γ的近似推理奠定了基础.     

系统L_n中公式相对于有限理论的Г-绝对真度理论

将多值逻辑中的∑-α重言式理论与计量逻辑学中的真度理论相结合,在n值Lukasiewicz命题逻辑系统中引入了公式相对于有限理论Γ的Γ-绝对真度概念,讨论了它的若干性质.利用Γ-绝对真度定义了公式间的Γ-绝对相似度与伪距离,为进一步建立n值Lukasiewicz命题逻辑系统相对于有限理论Γ的近似推理奠定了基础.     

经典逻辑系统中公式的真度及公式间伪距离的一种等价定义

给出了经典命题逻辑中公式的向量表示形式,利用向量表示形式给出公式的真度和公式间伪距离的定义,说明了这种定义与原有的概率形式的定义等价,得到了公式间的伪距离的一些简单性质以及在伪距离空间(F(s),ρ)中,逻辑连接词都是连续的.     

命题逻辑系统(￡)*n中公式关于有限理论的∑Γ-真度理论

将模糊命题逻辑中的∑-α-重言式理论与计量逻辑学中的真度理论相结合,在模糊命题逻辑系统(￡)*n中引入了公式集相对于有限理论的∑Γ-模糊真度理论,讨论了其中的主要性质.并利用真度关系:τΓ(A) τΓ(A→B)≤1 τΓ(B)在模糊命题逻辑系统(￡)*n中的公式集F(S)上引入相对于有限理论的Γ-伪距离概念,从而为在模糊命题逻辑系统(￡)*n中建立相对于有限理论的近似推理框架奠定了基础.     

随机环境中分枝过程灭绝概率的性质

本文给出了随机环境中分枝过程概率母函数以及灭绝概率的性质.     

A PDE approach to risk measures of derivatives

This paper proposes a partial differential equation (PDE) approach to calculate coherent risk measures for portfolios of derivatives under the Black-Scholes economy. It enables us to define the risk measures in a dynamic way and to deal with American options in a relatively effective way. Our risk measure is based on the representation form of coherent risk measures. Through the use of some earlier results the PDE satisfied by the risk measures are derived. The PDE resembles the standard Black-Scholes type PDE which can be solved using standard techniques from the mathematical finance literature. Indeed, these results reveal that the PDE approach can provide practitioners with a more applicable and flexible way to implement coherent risk measures for derivatives in the context of the Black-Scholes model.     

Optimality conditions for Hunter’s bound

The bound known as Hunter’s bound states that , where T designates the heaviest spanning tree of the graph on n nodes with edge weights p_i,j. We prove that Hunter’s bound is optimal if and only if the input probabilities are given on a tree.     

Phase Retrieval for Probability Distributions on Quantum Groups and Braided Groups

For nilpotent quantum groups [as introduced by Franz et al. ⁽⁷⁾], we show that (in sharp contrast to the classical case) the symmetrization of a probability distribution and the first moments of together determine uniquely the original distribution .     

Probability chains: A general linearization technique for modeling reliability in facility location and related problems

In this paper, we propose an efficient technique for linearizing facility location problems with site-dependent failure probabilities, focusing on the unreliable p-median problem. Our approach is based on the use of a specialized flow network, which we refer to as a probability chain, to evaluate compound probability terms. The resulting linear model is compact in size. The method can be employed in a straightforward way to linearize similarly structured problems, such as the maximum expected covering problem. We further discuss how probability chains can be extended to problems with co-location and other, more general problem classes. Additional lower bounds as well as valid inequalities for use within a branch and cut algorithm are introduced to significantly speed up overall solution time. Computational results are presented for several test problems showing the efficiency of our linear model in comparison to existing problem formulations.     

二元概率型算子序列的极限性质

本文利用离散的二维概率分布构造一类二元概率型算子，并讨论此类概率型算子序列的收敛性．     

Probability of a fuzzy event: An axiomatic approach

Axioms are proposed that could justify the natural definition of the probability of a fuzzy event initially given by Zadeh. They are based (1) on the postulate that the sum of the conditional probability of a fuzzy event and of its complement given any fuzzy event adds to one or (2) on soft independence for orthogonal sets with independent constitutive elements. A general postulate is also required concerning the complement of a fuzzy set. The classical definition of the operator representing the complement can also be deduced.