Multivariate analysis using ‘and’ and ‘or’

The connectives ‘and’ and ‘or’ are potentially useful in multivariate analysis and theory construction. They are simple, logical ways to connect two or more variables together. However, until recently there has been no framework for operationalizing these connectives for continuous variables, and this lack has severely limited their use. Using fuzzy set theory as a basis for such a framework, this paper lays out the necessary tools and models to permit the use of ‘and’ and ‘or’ in multivariate analysis.Section 1 introduces conventional operators for ‘and’ and ‘or’, and Section 2 provides suitable extensions and generalizations of them. Section 3 sets out the required least-squares techniques for fitting these generalized operators to data, first in the context of ANOVA problems and then in regression contexts, for single-connective (three-variable) models. The theoretical developments and examples from real data-sets demonstrate the utility of ‘and’ and ‘or’ as a means to cell-specific interpretations of interaction effects which can also readily be translated into English. Section 4 extends these developments to multivariate, multiple-connective models and discusses issues of generalizability. The paper concludes (Section 5) with a brief discussion of remaining unsolved problems, future prospects for more sophisticated models, and computer programs.     

Structural study of pressure-induced magnetic phase transitions in manganites Pr0.7Ca0.3Mn1-y Fe y O3 (y?=?0, 0.1)

A crystal and magnetic structure of manganites Pr_0.7Ca_0.3Mn_1?y Fe _y O₃ (y = 0, 0.1) has been studied by means of powder neutron diffraction at pressures up to 4 GPa in the temperature range 15-300 K. Under high pressure, an appearance of A-type antiferromagnetic state in both systems was observed. Both compounds exhibit anisotropic compression of the lattice which leads to the apical compression of MnO₆ octahedra along the crystallographic b-axis. The calculated from obtained structural data pressure dependence of the charge-carrier bandwidth is in a qualitative agreement with observed pressure behavior of insulator-metal transition temperature within the framework of the double-exchange model.     

Infinite Quasimonotone Systems of Ordinary Differential Equations with Applications to Stochastic Processes

We deal with the initial value problem for countably infinite linear systems of ordinary differential equations of the form y '( t ) = A ( t ) y ( t ) where A ( t ) = ( a ij ( t ): i , j S 1) is a measurable, infinite and essentially positive matrix, i.e., a ij ( t ) S 0 for i p j . The main novelty of our approach is the systematic use of a classical comparison theorem for finite linear systems which leads easily to the existence of a nonnegative minimal solution and its properties. Application to generalized stochastic birth and death processes produces criteria for honest and dishonest probability distributions. A short proof of the Kolmogorov and Chapman-Kolmogorov equations for stochastic processes follows. The results hold for L 1 -coefficients. Our method extends to nonlinear infinite systems of quasimonotone type and can be used for numerical procedures that yield exact results; cf. the Addendum.     

Differential Inequalities Applied to The Stochastic Birth and Death Process

We describe an approach to a countably infinite system of ordinary differential equations belonging to the theory of the stochastic birth and death process. The main novelty in our method is the systematic use of a classical theorem on sub- and supersolutions for finite linear systems of the form y '( t ) = Ay ( t ). It leads in a simple way to the minimal solution and some of its properties. For convenience a proof of the theorem is given at the end.     

Differential Equations of Fractional Order: Methods,Results and Problems. II

The article, being a continuation of the first one [A.A. Kilbas and J.J. Trujillo (2001). Differential equations of fractional order. Methods, results and problems, I. Applicable Analysis , 78 (1-2), 153-192.], deals with the so-called differential equations of fractional order in which an unknown function is contained under the operation of a derivative of fractional order. The methods and the results in the theory of such fractional differential equations are presented including the Dirichlet-type problem for ordinary fractional differential equations, studying such equations in spaces of generalized functions, partial fractional differential equations and more general abstract equations, and treatment of numerical methods for ordinary and partial fractional differential equations. Problems and new trends of research are discussed.     

Existence and Uniqueness in a Theory of Thermoviscoelastic Dielectrics

This work deals with the study of an initial-boundary value problem in linear theory of thermo-viscoelastic dielectrics. A variational formulation of this problem is provided and the existence of its solution is proved by an auxiliary Faedo-Galerkin scheme. Finally, the uniqueness of the solution is obtained as a corollary of the existence proof.     

Maximal inequalities for a continuous semimartingale

Let X =( X t ) t S 0 be a continuous semimartingale given by d X t = f ( t ) w ( X t )d d M ¢ t + f ( t ) σ ( X t )d M t , X 0 =0, where M =( M t , F t ) t S 0 is a continuous local martingale starting at zero with quadratic variation d M ¢ and f ( t ) is a positive, bounded continuous function on [0, X ), and w , σ both are continuous on R and σ ( x )>0 if x p 0. Denote X 𝜏 * =sup 0 h t h 𝜏 | X t | and J t = Z 0 t f ( s ) } ( X s )d d M ¢ s ( t S 0) for a nonnegative continuous function } . If w ( x ) h 0 ( x S 0) and K 1 | x | n σ 2 ( x ) h | w ( x )| h K 2 | x | n σ 2 ( x ) ( x ] R , n >0) with two fixed constants K 2 S K 1 >0, then under suitable conditions for } we show that the maximal inequalities c p , n log 1 n +1 (1+ J 𝜏 ) p h Á X 𝜏 * Á p h C p , n log 1 n +1 (1+ J 𝜏 ) p (0< p < n +1) hold for all stopping times 𝜏 .     

Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory

This paper considers the pricing of contingent claims using an approach developed and used in insurance pricing. The approach is of interest and significance because of the increased integration of insurance and financial markets and also because insurance-related risks are trading in financial markets as a result of securitization and new contracts on futures exchanges. This approach uses probability distortion functions as the dual of the utility functions used in financial theory. The pricing formula is the same as the Black-Scholes formula for contingent claims when the underlying asset price is log-normal. The paper compares the probability distortion function approach with that based on financial theory. The theory underlying the approaches is set out and limitations on the use of the insurance-based approach are illustrated. The probability distortion approach is extended to the pricing of contingent claims for more general assumptions than those used for Black-Scholes option pricing.     

An Application of Calculus on Measure Chains to Fourier Theory and Heisenberg's Uncertainty Principle

We present "one-dimensional" Fourier theory on commutative groups T hH , 0 h h < X , 0< H h X within the framework of the so-called calculus on measure chains (or time scales). Depending on certain values of the graininess h and length H of the group the four classical types of Fourier transform are covered: Fourier integral ( T 0 X = R ), Fourier series ( T 1 X = Z ), Fourier analysis of periodic functions ( T 0,2 ~ = S 1 (0) unit circle) and discrete Fourier transform ( T 1 N = Z N ). We will present Fourier theory on these groups in a unified manner. This also allows to closely track the roles of the graininess h and length H of the group--especially for h M 0 and H M X . In the final part of the paper, we investigate the solution of a fundamental equation on T hH , which can be considered as a generalization of the Gauss function. It finally leads to a version of the Heisenberg uncertainty principle, which extends the classical one, valid for T 0 X = R , to the case T hH , where either h >0 or H < X .     

Temperature Sensitivity Control and Mechanical Stress Effect of Boron-Doped Long-Period Fiber Gratings

We will present in this work the quantitative analysis of the relationship between the doping concentrations of GeO 2 and B 2 O 3 in the core and cladding regions and the temperature sensitivity of the resonance wavelength shift in long-period fiber gratings (LPFGs). Based on this analysis, the temperature sensitivity was suppressed and enhanced to 0.002 nm/C and 0.28 nm/C, respectively. We will also discuss the effect of the residual mechanical stress on the optical and mechanical properties of LPFGs. In particular, we will present the measurement results of the dependence of the refractive index change and mechanical strength on the residual mechanical stress in the boron-doped fibers with depressed clad and matched clad.