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Limits of Bayesian decision related quantities of binomial asset price models

Wolfgang Stummer, Wei Lao (2012)

Kybernetika

We study Bayesian decision making based on observations X n , t : t { 0 , T n , 2 T n , ... , n T n } ( T > 0 , n ) of the discrete-time price dynamics of a financial asset, when the hypothesis a special n -period binomial model and the alternative is a different n -period binomial model. As the observation gaps tend to zero (i. e. n ), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical and...

Linear spans of optimal sets of frequency hopping sequences

Gao Juntao, Hu Yupu, Li Xuelian (2012)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

Frequency hopping sequences sets are required in frequency hopping code division multiple access systems. For the anti-jamming purpose, frequency hopping sequences are required to have a large linear span. In this paper, by using a permutation polynomial δ(x) over a finite field, we transform several optimal sets of frequency hopping sequences with small linear span into ones with large linear span. The exact values of the linear span are presented by using the methods of counting the terms of the...

Linear spans of optimal sets of frequency hopping sequences∗

Gao Juntao, Hu Yupu, Li Xuelian (2012)

RAIRO - Theoretical Informatics and Applications

Frequency hopping sequences sets are required in frequency hopping code division multiple access systems. For the anti-jamming purpose, frequency hopping sequences are required to have a large linear span. In this paper, by using a permutation polynomial δ(x) over a finite field, we transform several optimal sets of frequency hopping sequences with small linear span into ones with large linear span. The exact values of the linear span are presented by using the methods of counting the terms of the...

Local dependency in networks

Miloš Kudělka, Šárka Zehnalová, Zdeněk Horák, Pavel Krömer, Václav Snášel (2015)

International Journal of Applied Mathematics and Computer Science

Many real world data and processes have a network structure and can usefully be represented as graphs. Network analysis focuses on the relations among the nodes exploring the properties of each network. We introduce a method for measuring the strength of the relationship between two nodes of a network and for their ranking. This method is applicable to all kinds of networks, including directed and weighted networks. The approach extracts dependency relations among the network's nodes from the structure...

Local detection of defects from image sequences

Ewaryst Rafajłowicz, Marek Wnuk, Wojciech Rafajłowicz (2008)

International Journal of Applied Mathematics and Computer Science

Our aim is to discuss three approaches to the detection of defects in continuous production processes, which are based on local methods of processing image sequences. These approaches are motivated by and applicable to images of hot metals or other surfaces, which are uniform at a macroscopic level, when defects are not present. The first of them is based on the estimation of fractal dimensions of image cross-sections. The second and third approaches are compositions of known techniques, which are...

Lower bounds for Las Vegas automata by information theory

Mika Hirvensalo, Sebastian Seibert (2003)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

We show that the size of a Las Vegas automaton and the size of a complete, minimal deterministic automaton accepting a regular language are polynomially related. More precisely, we show that if a regular language L is accepted by a Las Vegas automaton having r states such that the probability for a definite answer to occur is at least p , then r n p , where n is the number of the states of the minimal deterministic automaton accepting L . Earlier this result has been obtained in [2] by using a reduction...

Lower Bounds for Las Vegas Automata by Information Theory

Mika Hirvensalo, Sebastian Seibert (2010)

RAIRO - Theoretical Informatics and Applications

We show that the size of a Las Vegas automaton and the size of a complete, minimal deterministic automaton accepting a regular language are polynomially related. More precisely, we show that if a regular language L is accepted by a Las Vegas automaton having r states such that the probability for a definite answer to occur is at least p, then r ≥ np, where n is the number of the states of the minimal deterministic automaton accepting L. Earlier this result has been obtained in [2] by using a reduction...

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