Several results on set-valued possibilistic distributions

Ivan Kramosil; Milan Daniel

Displaying similar documents to “Several results on set-valued possibilistic distributions”

A unified Lorenz-type approach to divergence and dependence

Teresa Kowalczyk

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AbstractThe paper deals with function-valued and numerical measures of absolute and directed divergence of one probability measure from another. In case of absolute divergence, some new results are added to the known ones to form a unified structure. In case of directed divergence, new concepts are introduced and investigated. It is shown that the notions of absolute and directed divergences complement each other and provide a good insight into the extent and the type of discrepancy...

Notion of information and independent component analysis

Una Radojičić, Klaus Nordhausen, Hannu Oja (2020)

Applications of Mathematics

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Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including the third and fourth cumulants are generally used as projection indices in the projection pursuit approach for the independent component analysis. The connections between information, non-Gaussianity and statistical independence in the context of independent component...

On vector measures which have everywhere infinite variation or noncompact range

Lech Drewnowski, Zbigniew Lipecki

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CONTENTS1. Introduction..........................................................................................52. Vector measures with λ-everywhere infinite variation represented by series of simple measures.............113. Semicontinuity of some maps related to the variation map..................................................184. Sets of λ-continuous measures with (λ-) everywhere infinite variation.....................................235. Borel complexity of some spaces of vector...

Lineability and spaceability on vector-measure spaces

Giuseppina Barbieri, Francisco J. García-Pacheco, Daniele Puglisi (2013)

Studia Mathematica

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It is proved that if X is infinite-dimensional, then there exists an infinite-dimensional space of X-valued measures which have infinite variation on sets of positive Lebesgue measure. In term of spaceability, it is also shown that $c a (ℬ, λ, X) ∖ M_{σ}$ , the measures with non-σ-finite variation, contains a closed subspace. Other considerations concern the space of vector measures whose range is neither closed nor convex. All of those results extend in some sense theorems of Muñoz Fernández et al. [Linear...

Finitely-additive, countably-additive and internal probability measures

Haosui Duanmu, William Weiss (2018)

Commentationes Mathematicae Universitatis Carolinae

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We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is infinitesimal. As an application to standard probability theory, we show that every finitely-additive Borel probability measure $P$ on a separable metric space is a limit of a sequence of countably-additive Borel probability measures ${P_{n}}_{n \in ℕ}$ in the sense that $\int f d P = {lim}_{n \to \infty} \int f d P_{n}$ ...

The multifractal box dimensions of typical measures

Frédéric Bayart (2012)

Fundamenta Mathematicae

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We compute the typical (in the sense of Baire’s category theorem) multifractal box dimensions of measures on a compact subset of $ℝ^{d}$ . Our results are new even in the context of box dimensions of measures.

Simple fractions and linear decomposition of some convolutions of measures

Jolanta K. Misiewicz, Roger Cooke (2001)

Discussiones Mathematicae Probability and Statistics

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Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form $φ_{a} (ξ) = [a / (h (ξ) + a)]$ , where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain...

SRB-like Measures for C⁰ Dynamics

Eleonora Catsigeras, Heber Enrich (2011)

Bulletin of the Polish Academy of Sciences. Mathematics

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For any continuous map f: M → M on a compact manifold M, we define SRB-like (or observable) probabilities as a generalization of Sinai-Ruelle-Bowen (i.e. physical) measures. We prove that f always has observable measures, even if SRB measures do not exist. We prove that the definition of observability is optimal, provided that the purpose of the researcher is to describe the asymptotic statistics for Lebesgue almost all initial states. Precisely, the never empty set of all observable...

Possibilistic alternatives of elementary notions and relations of the theory of belief functions

Ivan Kramosil (2001)

Kybernetika

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The elementary notions and relations of the so called Dempster–Shafer theory, introducing belief functions as the basic numerical characteristic of uncertainty, are modified to the case when probabilistic measures and basic probability assignments are substituted by possibilistic measures and basic possibilistic assignments. It is shown that there exists a high degree of formal similarity between the probabilistic and the possibilistic approaches including the role of the possibilistic...

Probability measures corresponding to Aval numbers

Wojciech Młotkowski (2012)

Colloquium Mathematicae

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We describe the class of probability measures whose moments are given in terms of the Aval numbers. They are expressed as the multiplicative free convolution of measures corresponding to the ballot numbers $(m - k) / (m + k) (\binom{m + k}{m})$ .

Measures of pseudorandomness of finite binary lattices, I. The measures $Q_{k}$ , normality

Katalin Gyarmati, Christian Mauduit, András Sárközy (2010)

Acta Arithmetica

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A characterization of partition polynomials and good Bernoulli trial measures in many symbols

Andrew Yingst (2014)

Colloquium Mathematicae

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Consider an experiment with d+1 possible outcomes, d of which occur with probabilities $x ₁, . . ., x_{d}$ . If we consider a large number of independent occurrences of this experiment, the probability of any event in the resulting space is a polynomial in $x ₁, . . ., x_{d}$ . We characterize those polynomials which arise as the probability of such an event. We use this to characterize those x⃗ for which the measure resulting from an infinite sequence of such trials is good in the sense of Akin.

Corrigenda to “Operator semi-stable probability measures on $R^{N}$ ”

A. Luczak (1987)

Colloquium Mathematicae

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The joint essential numerical range, compact perturbations, and the Olsen problem

Vladimír Müller (2010)

Studia Mathematica

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Let T₁,...,Tₙ be bounded linear operators on a complex Hilbert space H. Then there are compact operators K₁,...,Kₙ ∈ B(H) such that the closure of the joint numerical range of the n-tuple (T₁-K₁,...,Tₙ-Kₙ) equals the joint essential numerical range of (T₁,...,Tₙ). This generalizes the corresponding result for n = 1. We also show that if S ∈ B(H) and n ∈ ℕ then there exists a compact operator K ∈ B(H) such that $| | (S - K) ⁿ | | = {| | S ⁿ | |}_{e}$ . This generalizes results of C. L. Olsen.

Convex Corson compacta and Radon measures

Grzegorz Plebanek (2002)

Fundamenta Mathematicae

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Assuming the continuum hypothesis, we show that (i) there is a compact convex subset L of $Σ (ℝ^{ω ₁})$ , and a probability Radon measure on L which has no separable support; (ii) there is a Corson compact space K, and a convex weak*-compact set M of Radon probability measures on K which has no $G_{δ}$ -points.

The product-decomposability of probability measures on Abelian metrizable groups

Krakowiak Wiesław

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Introduction.............................................................5I. Preliminaries.........................................................6 1.1. Semigroups........................................7 1.2. Algebraic groups..................................7 1.3. Additive operators in Abelian groups and linear operators in linear spaces................................8 1.4. Abelian metrizable groups........................10 1.5. Locally compact Abelian groups...................13 1.6....

On the order equivalence relation of binary association measures

Mariusz Paradowski (2015)

International Journal of Applied Mathematics and Computer Science

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Over a century of research has resulted in a set of more than a hundred binary association measures. Many of them share similar properties. An overview of binary association measures is presented, focused on their order equivalences. Association measures are grouped according to their relations. Transformations between these measures are shown, both formally and visually. A generalization coefficient is proposed, based on joint probability and marginal probabilities. Combining association...

Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment

Rafael Company, Lucas Jódar, Enrique Ponsoda (2008)

Banach Center Publications

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This paper deals with the construction of numerical solution of the Black-Scholes (B-S) type equation modeling option pricing with variable yield discrete dividend payment at time $t_{d}$ . Firstly the shifted delta generalized function $δ (t - t_{d})$ appearing in the B-S equation is approximated by an appropriate sequence of nice ordinary functions. Then a semidiscretization technique applied on the underlying asset is used to construct a numerical solution. The limit of this numerical solution is independent...