Covariance and Pseudo-Covariance of Complex Uncertain Variables
|
|
- Χάρων Αναγνώστου
- 5 χρόνια πριν
- Προβολές:
Transcript
1 Covariance and Pseudo-Covariance of Complex Uncertain Variables Rong Gao 1, Hamed Ahmadzade 2, Mojtaba Esfahani 3 1. School of Economics and Management, Hebei University of Technology, Tianjin 341, China rgao@hebut.edu.cn 2. Department of Mathematical Sciences, University of Sistan and Baluchestan, Zahedan, Iran 3. Department of Mathematics, Velayat University, Iranshahr, Iran June 28, 218 Abstract Covariance is a measure to characterize the joint variability of two complex uncertain variables. Since, calculating covariance is not easy based on uncertain measure, we present two formulas for covariance and pseudo covariance of complex uncertain variables. For calculating the covariance of complex uncertain variables, some theorems are proved and several formulas are provided by using the inverse uncertainty distribution. The main results are explained by using several examples. Keywords: uncertainty theory, complex uncertain variable, covariance, pseudo covariance 1 Introduction The complex number lets us to model many phenomena that traditionally cannot model by invoking the real number, such as periodic signal, alternating current in electricity and two-dimensional potential flow in fluid mechanics. For modeling such phenomena, the concept of complex normal random variable was proposed by Wooding [9]. After that, the characteristic function of such random variable was studied by Turin [8]. Furthermore, Goodman [3] established the statistical properties of complex variables. It is mentioned that probability theory is a tool to model randomness related to historical datafrequency). The frequencies are collected from samples. However, in many situations we have no sample in the real world. Therefore, in these situations, we should invoke to expert s belief degree. Thus, uncertainty theory was proposed by Liu [4] as Corresponding author. 1
2 a branch of mathematics. In order to model complex phenomena involving uncertainty, Peng [7] proposed the concept of complex uncertain variables. Furthermore, the concepts of uncertainty distribution and expected value of a complex uncertain variable were proposed. After that, Chen et al. [1] established several convergence theorems for complex uncertain variables. Furthermore, the concepts of variance and pseudo variance for a complex uncertain variable were presented by Chen et al. [2]. And, several formulas for calculating these concepts were provided. In order to measure the association between two complex uncertain variables, we introduce the concepts of covariance and pseudo covariance for complex uncertain variables. Also, by using inverse uncertainty distribution, we provide several formulas for calculating covariance and pseudo-covariance of complex uncertain variables, in this paper. The rest of this paper is organized as follows. In Section 2, some basic concepts of uncertainty theory are provided as they are needed. In Section 3, by invoking inverse uncertainty distribution, several formulas for calculating covariance and pseudo-covariance of complex uncertain variables are derived. Also, two inequalities about covariance and pseudo-covariance of complex uncertain variables are stated and proved. Finally, some conclusions are derived in Section 4. 2 Preliminaries In this section, we review some concepts in uncertainty theory, including uncertain variable, complex uncertain variable, operational law, expected value and variance. Let L be a σ-algebra on a nonempty set Γ. A set function M : L [, 1] is called an uncertain measure if it satisfies the following axioms: i) Normality Axiom) M{Γ} 1 for the universal set Γ. ii) Duality Axiom) M{Λ} + M{Λ c } 1 for any event Λ. iii) Subadditivity Axiom) For every countable sequence of events Λ 1, Λ 2,, we have { } M Λ i M {Λ i }. i1 iv) Product Axiom) Let Γ k, L k, M k ) be uncertainty spaces for k 1, 2, the product uncertain measure M is an uncertain measure satisfying M{ Λ k } M k {Λ k } k1 where Λ k are arbitrarily chosen events from L k for k 1, 2,, respectively. Definition 1 Liu [4]) An uncertain variable ξ is a function from an uncertainty space Γ, L, M) to the set of real numbers such that {ξ B} is an event for any Borel set B of real numbers. 2 i1 k1
3 Definition 2 Liu [4]) The uncertain variables ξ 1, ξ 2,, ξ n are said to be independent if { n } n M {ξ i B i } M {ξ i B i } i1 i1 for any Borel sets B 1, B 2,, B n of real numbers. Theorem 1 Liu [4]) Let ξ 1, ξ 2,, ξ n be independent uncertain variables, and f 1, f 2,, f n be measurable functions. Then f 1 ξ 1 ), f 2 ξ 2 ),, f n ξ n ) are independent uncertain variables. Definition 3 Liu [5]) The uncertainty distribution of an uncertain variable ξ is defined by x) M{ξ x} for any real number x. Definition 4 Liu [5]) An uncertainty distribution x) is said to be regular if it is a continuous and strictly increasing function with respect to x at which < x) < 1, and lim x), lim x x) 1. x It is clear that a regular uncertainty distribution x) has an inverse function on the range of x with < x) < 1, and the inverse function α) exists on the open interval, 1). Definition 5 Liu [5]) Let ξ be an uncertain variable with regular uncertainty distribution x). Then the inverse function α) is called the inverse uncertainty distribution of ξ. Theorem 2 Liu [5]) Let ξ 1,, ξ n be independent uncertain variables with regular uncertainty distributions 1, 2,, n, respectively. If f is a strictly increasing function, then ξ fξ 1, ξ 2,, ξ n ) is an uncertain variable with inverse uncertainty distribution Ψ α) f 1 α),, α)). Definition 6 Liu [4]) The expected value of an uncertain variable ξ is defined by E[ξ] + M{ξ x}dx M{ξ x}dx provided that at least one of the two integrals is finite. n 3
4 Theorem 3 Liu [4]) Let ξ be an uncertain variable with uncertainty distribution. If the expected value exists, then E[ξ] + 1 x))dx x)dx. Liu and Ha [6] proposed a generalized formula for expected value by inverse uncertainty distribution. Theorem 4 Liu and Ha [6]) Let ξ 1, ξ 2,, ξ n be independent uncertain variables with regular uncertainty distributions 1, 2,, n, respectively. If fξ 1, ξ 2,, ξ n ) is strictly increasing with respect to ξ 1, ξ 2,, ξ m and strictly decreasing with respect to ξ m+1, ξ m+2,, ξ n, then the uncertain variable ξ fξ 1, ξ 2,, ξ n ) has an expected value E[ξ] f 1 α),, m α), m+1 1 α),, n 1 α)). It is mentioned that the expected value operator has property of linearity. On the other hand, let ξ and η be two independent uncertain variables, then we have E[aξ + bη] ae[ξ] + be[η] where a and b are real numbers, for more details see [5]. Definition 7 Liu [4]) If τ is an uncertain variable with finite expected value E[τ], then the variance of τ is defined by V arτ) E[τ E[τ]) 2 ]. Theorem 5 Yao [1]) If τ is an uncertain variable with finite expected value E[τ], then the variance of τ is V arτ) α) E[τ] ) 2. Definition 8 Zhao et al. [11]) Let τ 1 and τ 2 be two uncertain variables with the expected values E[τ 1 ] and E[τ 2 ], respectively. The covariance of τ 1 and τ 2 is defined by Covτ 1, τ 2 ) E [τ 1 E[τ 1 ])τ 2 E[τ 2 ])]. Since the uncertain measure is a subadditive measure, Zhao et al. [11] established the following stipulation for calculating the covariance of two uncertain variables as a linear function of expected values. Stipulation 1Zhao et al. [11]) Let τ 1 and τ 2 be two uncertain variables with finite expected values E[τ 1 ] and E[τ 2 ], respectively. Then the covariance of τ 1 and τ 2 is Covτ 1, τ 2 ) 1 α) E[τ 1] ) 2 α) E[τ 2] ), where, 1 α) and 2 α) are the inverse uncertainty distributions of τ 1 and τ 2, respectively. 4
5 Example 1 Zhao et al. [11]) Suppose that τ 1 and τ 2 are two uncertain variables τ 1 La 1, b 1 ) and τ 2 La 2, b 2 ). Then, Stipulation 1 implies that and Covτ 1, τ 2 ) b 2 a 2 )b 1 a 1 ), 12 V arτ 1 ) Covτ 1, τ 1 ) b 1 a 1 ) Example 2 Zhao et al. [11]) Suppose that τ 1 and τ 2 are two uncertain variables τ 1 N e 1, σ 1 ) and τ 2 N e 2, σ 2 ). Then, Stipulation 1 implies that Covτ 1, τ 2 ) σ 1 σ 2, and V arτ 1 ) Covτ 1, τ 1 ) σ 2 1. Definition 9 Peng [7]) A complex uncertain variable is a measurable function τ from an uncertainty space Γ, L, M) to the set of complex numbers, i.e., for any Borel set B of complex numbers, the set {τ B} {γ Γ τγ) B}, is an event. Definition 1 Peng [7]) The complex uncertainty distribution x) of a complex uncertain variable ξ is a function from C to [, 1] defined by for any complex z. z) M{Reξ) Rez), Imξ) Imz)} In order to model a complex uncertain variable, the expected value is proposed as below. Definition 11 Peng [7]) Let ξ be a complex uncertain variable. The expected value of ξ is defined by E[ξ] E[Reξ)] + ie[imξ)] provided that E[Reξ)] and E[Imξ)] are finite, where E[Reξ)] and E[Imξ)] are expected values of uncertain variables Reξ) and Imξ), respectively. Definition 12 Peng [7]) Suppose that ξ is a complex uncertain variable with expected value E[ξ]. Then the variance of ξ is defined by V arξ) E[ ξ E[ξ] 2 ]. 5
6 Since the uncertain measure is a subadditivity measure, the variance of complex uncertain variable ξ cannot be derived by the uncertainty distribution. A stipulation of variance of ξ with inverse uncertainty distribution of the real and imaginary parts of ξ is presented as follows. Stipulation 2 Chen et al. [2]) Let ξ τ 1 + iτ 2 be a complex uncertain variable with the real part τ 1 and imaginary part τ 2. The expected value of ξ exists and E[ξ] E[τ 1 ] + ie[τ 2 ]. Assume τ 1 and τ 2 are independent uncertain variables with regular uncertainty distributions 1 and 2, respectively. Then the variance of ξ is V arξ) [ 1 α) E[τ 1]) α) E[τ 2]) 2 ]. Definition 13 Let ξ be a complex uncertain variable with expected value E[ξ]. Then the pseudo-variance is defined by Ṽ ar[ξ] E[ξ E[ξ]) 2 ]. Stipulation 3 Chen et al. [2]) Let ξ τ 1 + iτ 2 be a complex uncertain variable with the real part τ 1 and imaginary part τ 2. The expected value of ξ exists and E[ξ] E[τ 1 ]+ie[τ 2 ]. Assume τ 1 and τ 2 are independent uncertain variables with uncertainty distributions 1 and 2, respectively. Then pseudo variance of ξ is Ṽ arξ) +2i 1 α) E[τ 1]) 2 2 α) E[τ 2]) 2) 1 α) E[τ 1]) 2 α) E[τ 2]). 3 Covariance and Pseudo-Covariance of Complex Uncertain Variables In this section, we derive a formula for calculating the expected value of a complex uncertain random variable. In addition, in order to calculate variance of a complex uncertain random variable, a stipulation. For better illustration of main results, several examples are explained. Definition 14 Let τ 1 and τ 2 be two complex uncertain variables with expected value E[τ 1 ] and E[τ 2 ], respectively. Then the covariance is defined by Covτ 1, τ 2 ) E[τ 1 E[τ 1 ])τ 2 E[τ 2 ]) ] where τ 2 E[τ 2 ]) is the conjugate of the complex uncertain variable τ 2 E[τ 2 ]). 6
7 Remark 1 Since probability measure is additive, the covariance of two complex random variables can be written as follows: Covτ 1, τ 2 ) E[τ 1 τ 2 ] E[τ 1 ]E[τ 2 ]. For calculation the covariance as a linear of expected values, we present the following stipulation for the covariance of two complex uncertain variables. Stipulation 4 Suppose that ξ 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain variables, such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with uncertainty distributions 1, 2, 3 and 4, respectively. Then we have Covξ 1, ξ 2 ) 1 α) + i 2 α) E[τ 1] ie[τ 2 ] ) 3 α) + i 4 α) E[τ 3] ie[τ 4 ] ), where i α) is the inverse uncertainty distribution of the uncertain variable τ i, i 1, 2, 3, 4. Theorem 6 Suppose that ξ τ 1 +iτ 2 is a complex uncertain variables, such that τ 1 and τ 2 are independent uncertain variables with uncertainty distributions 1, and 2, respectively. Then the variance of ξ is V arξ) Covξ, ξ). Proof: By invoking Stipulations 4 and 2, we have Covξ, ξ) 1 α) + i 2 α E[τ 1] + ie[τ 2 ])) ) 1 α) + i 2 α E[τ 1] + ie[τ 2 ])) ) 1 α) E[τ 1]) + i 2 α E[τ 2]) ) 1 α) E[τ 1]) + i 2 α) E[τ 2]) ) V arξ). 1 α) E[τ 1]) α) E[τ 2]) 2) 7
8 Theorem 7 If ξ 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain variables, such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with uncertainty distributions 1, 2, 3 and 4, respectively, then we have Covξ 1, ξ 2 ) Covξ 2, ξ 1 )). Proof: By invoking Stipulation 4, we obtain Covξ 1, ξ 2 ) Similarly, Covξ 2, ξ 1 ) + + i i + i + i 1 α) + i 2 α) E[τ 1] ie[τ 2 ] ) 3 α) + i 4 α) E[τ 3] ie[τ 4 ] ) 1 α) E[τ 1] ) 3 α) E[τ 3] ) 2 α) E[τ 2] ) 4 α) E[τ 4] ) 2 α) E[τ 2] ) 3 α) E[τ 3] ) 1 α) E[τ 1] ) 4 α) E[τ 4] ). 1) 1 α) E[τ 1] ) 3 α) E[τ 3] ) Relations 1) and 2) imply that Covξ 1, ξ 2 ) Covξ 2, ξ 1 )). 2 α) E[τ 2] ) 4 α) E[τ 4] ) 2 α) E[τ 2] ) 3 α) E[τ 3] ) 1 α) E[τ 1] ) 4 α) E[τ 4] ). 2) 8
9 Theorem 8 If ξ 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain variables, such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with uncertainty distributions 1, 2, 3 and 4, respectively, then we have Covξ 1, ξ 2 ) 1 α) + i 2 α)) 3 α) + i 4 α)) E[ξ1 ]E[ξ2]. 9
10 Proof: By using Stipulation 4, we have Covξ 1, ξ 2 ) 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) ) 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) ) 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) ) 3 α) i 4 α) E[τ 3] ie[τ 4 ]) ) 1 α) + i 2 α)) 3 α) i 4 α)) 1 α) + i 2 α)) E[τ 3 ] ie[τ 4 ]) E[τ 1 ] + ie[τ 2 ]) 3 + E[τ 1 ] + ie[τ 2 ])E[τ 3 ] ie[τ 4 ]) α) i 4 α) 1 α) + i 2 α)) 3 α) i 4 α)) E[τ 1 ] + ie[τ 2 ])E[τ 3 ] ie[τ 4 ]) 1 α) + i 2 α)) 3 α) + i 4 α)) E[τ 1 ] + ie[τ 2 ])E[τ 3 ] + ie[τ 4 ]) 1 α) + i 2 α)) 3 α) + i 4 α)) E[ξ 1 ]E[ξ 2]. 1
11 Theorem 9 If ξ 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain variables, such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with uncertainty distributions 1, 2, 3 and 4, respectively, then Covξ 1, ξ 2 ) Covτ 1, τ 3 ) icovτ 1, τ 4 ) + icovτ 2, τ 4 ) + Covτ 2, τ 4 ). Proof: By using Stipulations 4 and 1, we can obtain Covξ 1, ξ 2 ) i + i 1 α) + i 2 α) E[τ 1] ie[τ 2 ] ) 3 α) + i 4 α) E[τ 3] ie[τ 4 ] ) 1 α) E[τ 1]) + i 2 α) E[τ 2]) ) 3 α) E[τ 3]) i 4 α) E[τ 4]) ) 1 α) E[τ 1]) 3 α) E[τ 3]) i 2 1 α) E[τ 1]) 4 α) E[τ 4]) 2 α) E[τ 2]) 3 α) E[τ 3]) 2 α) E[τ 2]) 4 α) E[τ 4]) Covτ 1, τ 3 ) icovτ 1, τ 4 ) + icovτ 2, τ 3 ) + Covτ 2, τ 4 ). Example 3 Consider the complex linear uncertain variables ξ 1 τ 1 +iτ 2 and ξ 2 τ 3 +iτ 4 such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with τ i La i, b i ), i 1, 2, 3, 4. By using Theorem 9, we have Covξ 1, ξ 2 ) b 1 a 1 )b 3 a 3 ) 12 +i b 2 a 2 )b 3 a 3 ) i b 1 a 1 )b 4 a 4 ) 12 + b 2 a 2 )b 4 a 4 ). 12
12 Theorem 1 If ξ 1 τ 1 + iτ 2, ξ 2 τ 3 + iτ 4 and ξ 3 τ 5 + iτ 6 are complex linear uncertain variables such that τ 1, τ 2,, τ 6 are independent uncertain variables, then we obtain Proof: Stipulation 4 implies that Covξ 1 + ξ 3, ξ 2 ) 1 α) + 3 Covξ 1 + ξ 3, ξ 2 ) Covξ 1, ξ 2 ) + Covξ 3, ξ 2 ). α)) + i 2 α) + 4 α)) E[τ 1] + E[τ 3 ] + ie[τ 2 ] + ie[τ 4 ]) ) 5 α) + i 6 α) E[τ 5] + ie[τ 6 ]) ) + 1 α) E[τ 1]) + i 2 α) E[τ 2]) + 3 α) E[τ 3]) + i 4 α) E[τ 4])) ) 5 α) E[τ 5]) + i 6 α) E[τ 6]) ) 1 α) E[τ 1] + i 2 α) E[τ 2])) ) 5 α) E[τ 5]) + i 6 α) E[τ 6]) ) 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) ) 5 α) + i 6 α) E[τ 5] + ie[τ 6 ]) ) Covξ 1, ξ 2 ) + Covξ 2, ξ 3 ). Theorem 11 If ξ + 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain random variables such that τ 1, τ 2, τ 3 and τ 4 are two independent uncertain variables, then we have Covξ 1, ξ 2 ) V arξ 1 )V arξ 2 ). 12
13 Proof: By invoking Stipulation 2, we have V arξ 1 ) 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) 2 and V arξ 2 ) 1 α) E[τ 1]) α) E[τ 2]) 2). 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) 2 3 α) E[τ 3]) α) E[τ 4]) 2). Cauchy Schwarz inequality of complex valued functions implies that Covξ 1, ξ 2 ) 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) ) 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) ) ) 1 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) 2 2 V arξ 1 )V arξ 2 ). ) 1 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) 2 2 Example 4 Suppose that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables such that τ i N e i, σ i ), i 1, 2, 3, 4. By invoking Theorem 9, we have Covξ 1, ξ 2 ) Covτ 1, τ 3 ) + Covτ 2, τ 4 ) + icovτ 2, τ 3 ) Covτ 1, τ 4 )) σ 1 σ 3 + σ 2 σ 4 + iσ 2 σ 3 σ 1 σ 4 ). Also, Stipulation 2 and Theorem 5 imply that V arξ 1 ) V arτ 1 ) + Varτ 2 ) σ1 2 + σ2 2 V arξ 2 ) V arτ 3 ) + Varτ 4 ) σ3 2 + σ
14 By taking norm, we have Covξ 1, ξ 2 ) σ 1 σ 3 + σ 2 σ 4 ) 2 + σ 2 σ 3 σ 1 σ 4 ) 2) 1 2 σ 2 1σ σ 2 2σ 2 4) + σ 2 2σ σ 2 1σ 2 4) ) 1 2 σ σ 2 2)σ σ 2 4) ) 1 2 V arξ 1 )V arξ 2 ). Definition 15 Let τ 1 and τ 2 be two complex uncertain variables with expected value E[τ 1 ] and E[τ 2 ], respectively. Then the pseudo covariance is defined by Covτ 1, τ 2 ) E[τ 1 E[τ 1 ])τ 2 E[τ 2 ])]. Stipulation 5 Suppose that ξ 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain variables, such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with uncertainty distributions 1, 2, 3 and 4, respectively. Covξ 1, ξ 2 ) 1 α) + i 2 α) E[τ 1] ie[τ 2 ]) 3 α) + i 4 α) E[τ 3] ie[τ 4 ]), where i α) is the inverse uncertainty distribution of the uncertain variables τ i, i 1, 2, 3, 4. Theorem 12 Suppose that ξ τ 1 + iτ 2 is a complex uncertain variables, such that τ 1 and τ 2 are independent uncertain variables with uncertainty distributions 1, and 2, respectively. Then the variance of ξ is Ṽ arξ) Covξ, ξ). 14
15 Proof: By invoking Stipulations 5 and 3, we have Covξ, ξ) 1 α) + i 2 α E[τ 1] + ie[τ 2 ])) ) 1 α) + i 2 α E[τ 1] + ie[τ 2 ])) ) 1 α) E[τ 1]) + i 2 α E[τ 2]) ) 1 α) E[τ 1]) + i 2 α) E[τ 2]) ) 1 α) E[τ 1]) 2 2 α) E[τ 2]) 2) + 2i Ṽ arξ). 1 α) E[τ 1]) 2 α) E[τ 2]) Theorem 13 Suppose that ξ τ 1 +iτ 2 is a complex uncertain variable such that τ 1 and τ 2 are independent uncertain variables with uncertainty distributions 1 and 2, respectively. Then we have Ṽ arξ) V arτ 1 ) + V arτ 2 ) + 2iCovτ 1, τ 2 ). Proof: By using Stipulations 3 and 5, we have Ṽ arξ) 1 α) E[τ 1]) 2 2 α) E[τ 2]) 2 + 2i 1 α) E[τ 1]) 2 α) E[τ 2]) V arτ 1 ) V arτ 2 ) + 2iCovτ 1, τ 2 ). Theorem 14 Suppose that ξ 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain variables, such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with uncertainty 15
16 distributions 1, 2, 3 and 4, respectively. Then we obtain Covξ 1, ξ 2 ) Proof: Stipulation 5 implies that Covξ 1, ξ 2 ) 1 α) + i 2 α)) 3 α) + i 4 α)) E[ξ 1 ]E[ξ 2 ]. 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) ) 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) ) 1 α) + i 2 α)) 3 α) + i 4 α)) 1 α) + i 2 α)) E[τ 3 ] + ie[τ 4 ]) E[τ 1 ] + ie[τ 2 ]) 3 + E[τ 1 ] + ie[τ 2 ])E[τ 3 ] + ie[τ 4 ]) α) + i 4 α) 1 α) + i 2 α)) 3 α) + i 4 α)) E[τ 1 ] + ie[τ 2 ])E[τ 3 ] + ie[τ 4 ]) 1 α) + i 2 α)) 3 α) + i 4 α)) E[ξ 1 ]E[ξ 2 ]. Theorem 15 If ξ 1 τ 1 + iτ 2 and ξ 2 τ 3 + iτ 4 are two complex uncertain variables, such that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables with uncertainty distributions 1, 2, 3 and 4, respectively, then we have Covξ 1, ξ 2 ) Covτ 1, τ 3 ) + icovτ 1, τ 4 ) + icovτ 2, τ 4 ) Covτ 2, τ 4 ). 16
17 Proof: By invoking Stipulations 5 and 1, we have Covξ 1, ξ 2 ) + i + i 1 α) + i 2 α) E[τ 1] ie[τ 2 ] ) 3 α) + i 4 α) E[τ 3] ie[τ 4 ] ) 1 α) E[τ 1]) + i 2 α) E[τ 2]) ) 3 α) E[τ 3]) + i 4 α) E[τ 4]) ) 1 α) E[τ 1]) 3 α) E[τ 3]) + i 2 1 α) E[τ 1]) 4 α) E[τ 4]) 2 α) E[τ 2]) 3 α) E[τ 3]) 2 α) E[τ 2]) 4 α) E[τ 4]) Covτ 1, τ 3 ) + icovτ 1, τ 4 ) + icovτ 2, τ 3 ) Covτ 2, τ 4 ). Theorem 16 If ξ 1 τ 1 +iτ 2 and ξ 2 τ 3 +iτ 4 are two complex uncertain random variables such that τ 1, τ 2, τ 3 and τ 4 are two independent uncertain variables, then we obtain Proof: Stipulation 2 implies that V arξ 1 ) Covξ 1, ξ 2 ) V arξ 1 )V arξ 2 ). 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) 2 1 α) E[τ 1]) α) E[τ 2]) 2). 17
18 and V arξ 2 ) 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) 2 3 α) E[τ 3]) α) E[τ 4]) 2). By using Cauchy Schwarz inequality of complex valued functions, we have Covξ 1, ξ 2 ) 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) ) 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) ) ) 1 1 α) + i 2 α) E[τ 1] + ie[τ 2 ]) 2 2 V arξ 1 )V arξ 2 ). ) 1 3 α) + i 4 α) E[τ 3] + ie[τ 4 ]) 2 2 Example 5 Suppose that τ 1, τ 2, τ 3 and τ 4 are independent uncertain variables such that τ i N e i, σ i ), i 1, 2, 3, 4. By invoking Theorem 15, we have Covξ 1, ξ 2 ) Covτ 1, τ 3 ) Covτ 2, τ 4 ) + icovτ 2, τ 3 ) + Covτ 1, τ 4 )) σ 1 σ 3 σ 2 σ 4 + iσ 2 σ 3 + σ 1 σ 4 ). Also, using Stipulation 2 and Theorem 5 conclude that V arξ 1 ) V arτ 1 ) + Varτ 2 ) σ σ 2 2 V arξ 2 ) V arτ 3 ) + Varτ 4 ) σ σ
19 By taking norm, we have Covξ 1, ξ 2 ) σ 1 σ 3 σ 2 σ 4 ) 2 + σ 2 σ 3 + σ 1 σ 4 ) 2) 1 2 σ 2 1σ σ 2 2σ 2 4) + σ 2 2σ σ 2 1σ 2 4) ) 1 2 σ σ 2 2)σ σ 2 4) ) 1 2 V arξ 1 )V arξ 2 ). 4 Conclusions In this paper, the covariance and pseudo covariance of two complex uncertain variables were studied. Also, by using inverse uncertainty distributions, we presented two stipulations for calculating the covariance and pseudo covariance of two complex uncertain variables. Furthermore, the relationships among covariance, pseudo covariance and variance were investigated. References [1] Chen X.M., Ning Y.F., Wang X., Convergence of complex uncertain sequences, Journal of Intelligent and Fuzzy Systems, Vol. 6, , 216. [2] Chen X.M., Ning Y.F., Wang X. Formulas to calculate the variance and Pseudo-variance of complex uncertain variable, Proceedings of the fourth international forum on decision sciences, , 217. [3] Goodman N.R., Statistial analysis based on a certain multivariate complex Gaussian distribution, Ann Math Stat, Vol. 34, No. 1, , [4] Liu B., Uncertainty Theory, 2nd ed., Springer-Verlag, Berlin, 27. [5] Liu B., Some research problems in uncertainty theory, Journal of Uncertain Systems, Vol.3, No.1, 3-1, 29. [6] Liu Y.H. and Ha M.H., Expected value of function of uncertain variables, Journal of Uncertain Systems, Vol.4, No.3, , 21. [7] Peng Z.X., Complex uncertain variables, Doctoral Dissertation, Tsinghua University, 212. [8] Turin G.L., The characteristic function of hermitian quadratic forms in complex normal variable, Biometrika, Vol. 47, , 196. [9] Wooding R.A., The multivariate distribution of complex normal variable, Biometrica, Vol. 43, ,
20 [1] Yao K., A formula to calculate the variance of uncertain variable, Soft Computing, Vol. 19, No 1., , 215. [11] Zhao M., Liu Y., Ralescu Dan A., Zhou J., The Covariance of Uncertain Variables: Definition and Calculation Formulae, Fuzzy Optimization and Decision Making, Vol. 27, No. 2, ,
Homomorphism in Intuitionistic Fuzzy Automata
International Journal of Fuzzy Mathematics Systems. ISSN 2248-9940 Volume 3, Number 1 (2013), pp. 39-45 Research India Publications http://www.ripublication.com/ijfms.htm Homomorphism in Intuitionistic
Διαβάστε περισσότεραSCITECH Volume 13, Issue 2 RESEARCH ORGANISATION Published online: March 29, 2018
Journal of rogressive Research in Mathematics(JRM) ISSN: 2395-028 SCITECH Volume 3, Issue 2 RESEARCH ORGANISATION ublished online: March 29, 208 Journal of rogressive Research in Mathematics www.scitecresearch.com/journals
Διαβάστε περισσότεραEvery set of first-order formulas is equivalent to an independent set
Every set of first-order formulas is equivalent to an independent set May 6, 2008 Abstract A set of first-order formulas, whatever the cardinality of the set of symbols, is equivalent to an independent
Διαβάστε περισσότερα2 Composition. Invertible Mappings
Arkansas Tech University MATH 4033: Elementary Modern Algebra Dr. Marcel B. Finan Composition. Invertible Mappings In this section we discuss two procedures for creating new mappings from old ones, namely,
Διαβάστε περισσότεραOrdinal Arithmetic: Addition, Multiplication, Exponentiation and Limit
Ordinal Arithmetic: Addition, Multiplication, Exponentiation and Limit Ting Zhang Stanford May 11, 2001 Stanford, 5/11/2001 1 Outline Ordinal Classification Ordinal Addition Ordinal Multiplication Ordinal
Διαβάστε περισσότεραSOME PROPERTIES OF FUZZY REAL NUMBERS
Sahand Communications in Mathematical Analysis (SCMA) Vol. 3 No. 1 (2016), 21-27 http://scma.maragheh.ac.ir SOME PROPERTIES OF FUZZY REAL NUMBERS BAYAZ DARABY 1 AND JAVAD JAFARI 2 Abstract. In the mathematical
Διαβάστε περισσότεραSolution Series 9. i=1 x i and i=1 x i.
Lecturer: Prof. Dr. Mete SONER Coordinator: Yilin WANG Solution Series 9 Q1. Let α, β >, the p.d.f. of a beta distribution with parameters α and β is { Γ(α+β) Γ(α)Γ(β) f(x α, β) xα 1 (1 x) β 1 for < x
Διαβάστε περισσότεραCongruence Classes of Invertible Matrices of Order 3 over F 2
International Journal of Algebra, Vol. 8, 24, no. 5, 239-246 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/.2988/ija.24.422 Congruence Classes of Invertible Matrices of Order 3 over F 2 Ligong An and
Διαβάστε περισσότεραCommutative Monoids in Intuitionistic Fuzzy Sets
Commutative Monoids in Intuitionistic Fuzzy Sets S K Mala #1, Dr. MM Shanmugapriya *2 1 PhD Scholar in Mathematics, Karpagam University, Coimbatore, Tamilnadu- 641021 Assistant Professor of Mathematics,
Διαβάστε περισσότεραA Note on Intuitionistic Fuzzy. Equivalence Relation
International Mathematical Forum, 5, 2010, no. 67, 3301-3307 A Note on Intuitionistic Fuzzy Equivalence Relation D. K. Basnet Dept. of Mathematics, Assam University Silchar-788011, Assam, India dkbasnet@rediffmail.com
Διαβάστε περισσότεραExample Sheet 3 Solutions
Example Sheet 3 Solutions. i Regular Sturm-Liouville. ii Singular Sturm-Liouville mixed boundary conditions. iii Not Sturm-Liouville ODE is not in Sturm-Liouville form. iv Regular Sturm-Liouville note
Διαβάστε περισσότεραST5224: Advanced Statistical Theory II
ST5224: Advanced Statistical Theory II 2014/2015: Semester II Tutorial 7 1. Let X be a sample from a population P and consider testing hypotheses H 0 : P = P 0 versus H 1 : P = P 1, where P j is a known
Διαβάστε περισσότεραStatistical Inference I Locally most powerful tests
Statistical Inference I Locally most powerful tests Shirsendu Mukherjee Department of Statistics, Asutosh College, Kolkata, India. shirsendu st@yahoo.co.in So far we have treated the testing of one-sided
Διαβάστε περισσότεραChapter 6: Systems of Linear Differential. be continuous functions on the interval
Chapter 6: Systems of Linear Differential Equations Let a (t), a 2 (t),..., a nn (t), b (t), b 2 (t),..., b n (t) be continuous functions on the interval I. The system of n first-order differential equations
Διαβάστε περισσότεραMINIMAL CLOSED SETS AND MAXIMAL CLOSED SETS
MINIMAL CLOSED SETS AND MAXIMAL CLOSED SETS FUMIE NAKAOKA AND NOBUYUKI ODA Received 20 December 2005; Revised 28 May 2006; Accepted 6 August 2006 Some properties of minimal closed sets and maximal closed
Διαβάστε περισσότεραFourier Series. MATH 211, Calculus II. J. Robert Buchanan. Spring Department of Mathematics
Fourier Series MATH 211, Calculus II J. Robert Buchanan Department of Mathematics Spring 2018 Introduction Not all functions can be represented by Taylor series. f (k) (c) A Taylor series f (x) = (x c)
Διαβάστε περισσότερα5. Choice under Uncertainty
5. Choice under Uncertainty Daisuke Oyama Microeconomics I May 23, 2018 Formulations von Neumann-Morgenstern (1944/1947) X: Set of prizes Π: Set of probability distributions on X : Preference relation
Διαβάστε περισσότεραReminders: linear functions
Reminders: linear functions Let U and V be vector spaces over the same field F. Definition A function f : U V is linear if for every u 1, u 2 U, f (u 1 + u 2 ) = f (u 1 ) + f (u 2 ), and for every u U
Διαβάστε περισσότεραStatistics 104: Quantitative Methods for Economics Formula and Theorem Review
Harvard College Statistics 104: Quantitative Methods for Economics Formula and Theorem Review Tommy MacWilliam, 13 tmacwilliam@college.harvard.edu March 10, 2011 Contents 1 Introduction to Data 5 1.1 Sample
Διαβάστε περισσότεραUniform Convergence of Fourier Series Michael Taylor
Uniform Convergence of Fourier Series Michael Taylor Given f L 1 T 1 ), we consider the partial sums of the Fourier series of f: N 1) S N fθ) = ˆfk)e ikθ. k= N A calculation gives the Dirichlet formula
Διαβάστε περισσότεραC.S. 430 Assignment 6, Sample Solutions
C.S. 430 Assignment 6, Sample Solutions Paul Liu November 15, 2007 Note that these are sample solutions only; in many cases there were many acceptable answers. 1 Reynolds Problem 10.1 1.1 Normal-order
Διαβάστε περισσότερα6.1. Dirac Equation. Hamiltonian. Dirac Eq.
6.1. Dirac Equation Ref: M.Kaku, Quantum Field Theory, Oxford Univ Press (1993) η μν = η μν = diag(1, -1, -1, -1) p 0 = p 0 p = p i = -p i p μ p μ = p 0 p 0 + p i p i = E c 2 - p 2 = (m c) 2 H = c p 2
Διαβάστε περισσότεραLecture 2: Dirac notation and a review of linear algebra Read Sakurai chapter 1, Baym chatper 3
Lecture 2: Dirac notation and a review of linear algebra Read Sakurai chapter 1, Baym chatper 3 1 State vector space and the dual space Space of wavefunctions The space of wavefunctions is the set of all
Διαβάστε περισσότεραCoefficient Inequalities for a New Subclass of K-uniformly Convex Functions
International Journal of Computational Science and Mathematics. ISSN 0974-89 Volume, Number (00), pp. 67--75 International Research Publication House http://www.irphouse.com Coefficient Inequalities for
Διαβάστε περισσότεραTridiagonal matrices. Gérard MEURANT. October, 2008
Tridiagonal matrices Gérard MEURANT October, 2008 1 Similarity 2 Cholesy factorizations 3 Eigenvalues 4 Inverse Similarity Let α 1 ω 1 β 1 α 2 ω 2 T =......... β 2 α 1 ω 1 β 1 α and β i ω i, i = 1,...,
Διαβάστε περισσότεραMain source: "Discrete-time systems and computer control" by Α. ΣΚΟΔΡΑΣ ΨΗΦΙΑΚΟΣ ΕΛΕΓΧΟΣ ΔΙΑΛΕΞΗ 4 ΔΙΑΦΑΝΕΙΑ 1
Main source: "Discrete-time systems and computer control" by Α. ΣΚΟΔΡΑΣ ΨΗΦΙΑΚΟΣ ΕΛΕΓΧΟΣ ΔΙΑΛΕΞΗ 4 ΔΙΑΦΑΝΕΙΑ 1 A Brief History of Sampling Research 1915 - Edmund Taylor Whittaker (1873-1956) devised a
Διαβάστε περισσότεραEE512: Error Control Coding
EE512: Error Control Coding Solution for Assignment on Finite Fields February 16, 2007 1. (a) Addition and Multiplication tables for GF (5) and GF (7) are shown in Tables 1 and 2. + 0 1 2 3 4 0 0 1 2 3
Διαβάστε περισσότερα4.6 Autoregressive Moving Average Model ARMA(1,1)
84 CHAPTER 4. STATIONARY TS MODELS 4.6 Autoregressive Moving Average Model ARMA(,) This section is an introduction to a wide class of models ARMA(p,q) which we will consider in more detail later in this
Διαβάστε περισσότεραHomework 3 Solutions
Homework 3 Solutions Igor Yanovsky (Math 151A TA) Problem 1: Compute the absolute error and relative error in approximations of p by p. (Use calculator!) a) p π, p 22/7; b) p π, p 3.141. Solution: For
Διαβάστε περισσότεραFractional Colorings and Zykov Products of graphs
Fractional Colorings and Zykov Products of graphs Who? Nichole Schimanski When? July 27, 2011 Graphs A graph, G, consists of a vertex set, V (G), and an edge set, E(G). V (G) is any finite set E(G) is
Διαβάστε περισσότεραSection 8.3 Trigonometric Equations
99 Section 8. Trigonometric Equations Objective 1: Solve Equations Involving One Trigonometric Function. In this section and the next, we will exple how to solving equations involving trigonometric functions.
Διαβάστε περισσότεραChapter 6: Systems of Linear Differential. be continuous functions on the interval
Chapter 6: Systems of Linear Differential Equations Let a (t), a 2 (t),..., a nn (t), b (t), b 2 (t),..., b n (t) be continuous functions on the interval I. The system of n first-order differential equations
Διαβάστε περισσότεραMath 446 Homework 3 Solutions. (1). (i): Reverse triangle inequality for metrics: Let (X, d) be a metric space and let x, y, z X.
Math 446 Homework 3 Solutions. (1). (i): Reverse triangle inequalit for metrics: Let (X, d) be a metric space and let x,, z X. Prove that d(x, z) d(, z) d(x, ). (ii): Reverse triangle inequalit for norms:
Διαβάστε περισσότερα1. Introduction and Preliminaries.
Faculty of Sciences and Mathematics, University of Niš, Serbia Available at: http://www.pmf.ni.ac.yu/filomat Filomat 22:1 (2008), 97 106 ON δ SETS IN γ SPACES V. Renuka Devi and D. Sivaraj Abstract We
Διαβάστε περισσότεραSolutions to Exercise Sheet 5
Solutions to Eercise Sheet 5 jacques@ucsd.edu. Let X and Y be random variables with joint pdf f(, y) = 3y( + y) where and y. Determine each of the following probabilities. Solutions. a. P (X ). b. P (X
Διαβάστε περισσότερα6.3 Forecasting ARMA processes
122 CHAPTER 6. ARMA MODELS 6.3 Forecasting ARMA processes The purpose of forecasting is to predict future values of a TS based on the data collected to the present. In this section we will discuss a linear
Διαβάστε περισσότεραSCHOOL OF MATHEMATICAL SCIENCES G11LMA Linear Mathematics Examination Solutions
SCHOOL OF MATHEMATICAL SCIENCES GLMA Linear Mathematics 00- Examination Solutions. (a) i. ( + 5i)( i) = (6 + 5) + (5 )i = + i. Real part is, imaginary part is. (b) ii. + 5i i ( + 5i)( + i) = ( i)( + i)
Διαβάστε περισσότεραLimit theorems under sublinear expectations and probabilities
Limit theorems under sublinear expectations and probabilities Xinpeng LI Shandong University & Université Paris 1 Young Researchers Meeting on BSDEs, Numerics and Finance 4 July, Oxford 1 / 25 Outline
Διαβάστε περισσότεραFuzzy Random Homogeneous Poisson Process and Compound Poisson Process
ISSN 1746-7659, ngland, K Journal of Information and Computer Science Vol 1, No 4, 6, pp 7-4 Fuzzy Random Homogeneous Poisson Process and Compound Poisson Process Shunqin i, Ruiqing Zhao, Wansheng Tang
Διαβάστε περισσότεραSecond Order Partial Differential Equations
Chapter 7 Second Order Partial Differential Equations 7.1 Introduction A second order linear PDE in two independent variables (x, y Ω can be written as A(x, y u x + B(x, y u xy + C(x, y u u u + D(x, y
Διαβάστε περισσότεραSOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM
SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM Solutions to Question 1 a) The cumulative distribution function of T conditional on N n is Pr T t N n) Pr max X 1,..., X N ) t N n) Pr max
Διαβάστε περισσότερα5.4 The Poisson Distribution.
The worst thing you can do about a situation is nothing. Sr. O Shea Jackson 5.4 The Poisson Distribution. Description of the Poisson Distribution Discrete probability distribution. The random variable
Διαβάστε περισσότεραω ω ω ω ω ω+2 ω ω+2 + ω ω ω ω+2 + ω ω+1 ω ω+2 2 ω ω ω ω ω ω ω ω+1 ω ω2 ω ω2 + ω ω ω2 + ω ω ω ω2 + ω ω+1 ω ω2 + ω ω+1 + ω ω ω ω2 + ω
0 1 2 3 4 5 6 ω ω + 1 ω + 2 ω + 3 ω + 4 ω2 ω2 + 1 ω2 + 2 ω2 + 3 ω3 ω3 + 1 ω3 + 2 ω4 ω4 + 1 ω5 ω 2 ω 2 + 1 ω 2 + 2 ω 2 + ω ω 2 + ω + 1 ω 2 + ω2 ω 2 2 ω 2 2 + 1 ω 2 2 + ω ω 2 3 ω 3 ω 3 + 1 ω 3 + ω ω 3 +
Διαβάστε περισσότεραA summation formula ramified with hypergeometric function and involving recurrence relation
South Asian Journal of Mathematics 017, Vol. 7 ( 1): 1 4 www.sajm-online.com ISSN 51-151 RESEARCH ARTICLE A summation formula ramified with hypergeometric function and involving recurrence relation Salahuddin
Διαβάστε περισσότεραn=2 In the present paper, we introduce and investigate the following two more generalized
MATEMATIQKI VESNIK 59 (007), 65 73 UDK 517.54 originalni nauqni rad research paper SOME SUBCLASSES OF CLOSE-TO-CONVEX AND QUASI-CONVEX FUNCTIONS Zhi-Gang Wang Abstract. In the present paper, the author
Διαβάστε περισσότεραLecture 21: Properties and robustness of LSE
Lecture 21: Properties and robustness of LSE BLUE: Robustness of LSE against normality We now study properties of l τ β and σ 2 under assumption A2, i.e., without the normality assumption on ε. From Theorem
Διαβάστε περισσότεραCRASH COURSE IN PRECALCULUS
CRASH COURSE IN PRECALCULUS Shiah-Sen Wang The graphs are prepared by Chien-Lun Lai Based on : Precalculus: Mathematics for Calculus by J. Stuwart, L. Redin & S. Watson, 6th edition, 01, Brooks/Cole Chapter
Διαβάστε περισσότεραOther Test Constructions: Likelihood Ratio & Bayes Tests
Other Test Constructions: Likelihood Ratio & Bayes Tests Side-Note: So far we have seen a few approaches for creating tests such as Neyman-Pearson Lemma ( most powerful tests of H 0 : θ = θ 0 vs H 1 :
Διαβάστε περισσότεραGÖKHAN ÇUVALCIOĞLU, KRASSIMIR T. ATANASSOV, AND SINEM TARSUSLU(YILMAZ)
IFSCOM016 1 Proceeding Book No. 1 pp. 155-161 (016) ISBN: 978-975-6900-54-3 SOME RESULTS ON S α,β AND T α,β INTUITIONISTIC FUZZY MODAL OPERATORS GÖKHAN ÇUVALCIOĞLU, KRASSIMIR T. ATANASSOV, AND SINEM TARSUSLU(YILMAZ)
Διαβάστε περισσότεραA Bonus-Malus System as a Markov Set-Chain. Małgorzata Niemiec Warsaw School of Economics Institute of Econometrics
A Bonus-Malus System as a Markov Set-Chain Małgorzata Niemiec Warsaw School of Economics Institute of Econometrics Contents 1. Markov set-chain 2. Model of bonus-malus system 3. Example 4. Conclusions
Διαβάστε περισσότεραHomomorphism of Intuitionistic Fuzzy Groups
International Mathematical Forum, Vol. 6, 20, no. 64, 369-378 Homomorphism o Intuitionistic Fuzz Groups P. K. Sharma Department o Mathematics, D..V. College Jalandhar Cit, Punjab, India pksharma@davjalandhar.com
Διαβάστε περισσότεραGenerating Set of the Complete Semigroups of Binary Relations
Applied Mathematics 06 7 98-07 Published Online January 06 in SciRes http://wwwscirporg/journal/am http://dxdoiorg/036/am067009 Generating Set of the Complete Semigroups of Binary Relations Yasha iasamidze
Διαβάστε περισσότεραPROPERTIES OF CERTAIN INTEGRAL OPERATORS. a n z n (1.1)
GEORGIAN MATHEMATICAL JOURNAL: Vol. 2, No. 5, 995, 535-545 PROPERTIES OF CERTAIN INTEGRAL OPERATORS SHIGEYOSHI OWA Abstract. Two integral operators P α and Q α for analytic functions in the open unit disk
Διαβάστε περισσότεραk A = [k, k]( )[a 1, a 2 ] = [ka 1,ka 2 ] 4For the division of two intervals of confidence in R +
Chapter 3. Fuzzy Arithmetic 3- Fuzzy arithmetic: ~Addition(+) and subtraction (-): Let A = [a and B = [b, b in R If x [a and y [b, b than x+y [a +b +b Symbolically,we write A(+)B = [a (+)[b, b = [a +b
Διαβάστε περισσότεραApproximation of distance between locations on earth given by latitude and longitude
Approximation of distance between locations on earth given by latitude and longitude Jan Behrens 2012-12-31 In this paper we shall provide a method to approximate distances between two points on earth
Διαβάστε περισσότεραAreas and Lengths in Polar Coordinates
Kiryl Tsishchanka Areas and Lengths in Polar Coordinates In this section we develop the formula for the area of a region whose boundary is given by a polar equation. We need to use the formula for the
Διαβάστε περισσότεραRoman Witu la 1. Let ξ = exp(i2π/5). Then, the following formulas hold true [6]:
Novi Sad J. Math. Vol. 43 No. 1 013 9- δ-fibonacci NUMBERS PART II Roman Witu la 1 Abstract. This is a continuation of paper [6]. We study fundamental properties applications of the so called δ-fibonacci
Διαβάστε περισσότεραNowhere-zero flows Let be a digraph, Abelian group. A Γ-circulation in is a mapping : such that, where, and : tail in X, head in
Nowhere-zero flows Let be a digraph, Abelian group. A Γ-circulation in is a mapping : such that, where, and : tail in X, head in : tail in X, head in A nowhere-zero Γ-flow is a Γ-circulation such that
Διαβάστε περισσότεραMatrices and Determinants
Matrices and Determinants SUBJECTIVE PROBLEMS: Q 1. For what value of k do the following system of equations possess a non-trivial (i.e., not all zero) solution over the set of rationals Q? x + ky + 3z
Διαβάστε περισσότεραTrigonometric Formula Sheet
Trigonometric Formula Sheet Definition of the Trig Functions Right Triangle Definition Assume that: 0 < θ < or 0 < θ < 90 Unit Circle Definition Assume θ can be any angle. y x, y hypotenuse opposite θ
Διαβάστε περισσότεραArithmetical applications of lagrangian interpolation. Tanguy Rivoal. Institut Fourier CNRS and Université de Grenoble 1
Arithmetical applications of lagrangian interpolation Tanguy Rivoal Institut Fourier CNRS and Université de Grenoble Conference Diophantine and Analytic Problems in Number Theory, The 00th anniversary
Διαβάστε περισσότεραECE598: Information-theoretic methods in high-dimensional statistics Spring 2016
ECE598: Information-theoretic methods in high-dimensional statistics Spring 06 Lecture 7: Information bound Lecturer: Yihong Wu Scribe: Shiyu Liang, Feb 6, 06 [Ed. Mar 9] Recall the Chi-squared divergence
Διαβάστε περισσότεραIterated trilinear fourier integrals with arbitrary symbols
Cornell University ICM 04, Satellite Conference in Harmonic Analysis, Chosun University, Gwangju, Korea August 6, 04 Motivation the Coifman-Meyer theorem with classical paraproduct(979) B(f, f )(x) :=
Διαβάστε περισσότεραMean-Variance Analysis
Mean-Variance Analysis Jan Schneider McCombs School of Business University of Texas at Austin Jan Schneider Mean-Variance Analysis Beta Representation of the Risk Premium risk premium E t [Rt t+τ ] R1
Διαβάστε περισσότεραSome new generalized topologies via hereditary classes. Key Words:hereditary generalized topological space, A κ(h,µ)-sets, κµ -topology.
Bol. Soc. Paran. Mat. (3s.) v. 30 2 (2012): 71 77. c SPM ISSN-2175-1188 on line ISSN-00378712 in press SPM: www.spm.uem.br/bspm doi:10.5269/bspm.v30i2.13793 Some new generalized topologies via hereditary
Διαβάστε περισσότεραProbability and Random Processes (Part II)
Probability and Random Processes (Part II) 1. If the variance σ x of d(n) = x(n) x(n 1) is one-tenth the variance σ x of a stationary zero-mean discrete-time signal x(n), then the normalized autocorrelation
Διαβάστε περισσότεραBayesian statistics. DS GA 1002 Probability and Statistics for Data Science.
Bayesian statistics DS GA 1002 Probability and Statistics for Data Science http://www.cims.nyu.edu/~cfgranda/pages/dsga1002_fall17 Carlos Fernandez-Granda Frequentist vs Bayesian statistics In frequentist
Διαβάστε περισσότεραDiracDelta. Notations. Primary definition. Specific values. General characteristics. Traditional name. Traditional notation
DiracDelta Notations Traditional name Dirac delta function Traditional notation x Mathematica StandardForm notation DiracDeltax Primary definition 4.03.02.000.0 x Π lim ε ; x ε0 x 2 2 ε Specific values
Διαβάστε περισσότεραΑπόκριση σε Μοναδιαία Ωστική Δύναμη (Unit Impulse) Απόκριση σε Δυνάμεις Αυθαίρετα Μεταβαλλόμενες με το Χρόνο. Απόστολος Σ.
Απόκριση σε Δυνάμεις Αυθαίρετα Μεταβαλλόμενες με το Χρόνο The time integral of a force is referred to as impulse, is determined by and is obtained from: Newton s 2 nd Law of motion states that the action
Διαβάστε περισσότεραF A S C I C U L I M A T H E M A T I C I
F A S C I C U L I M A T H E M A T I C I Nr 46 2011 C. Carpintero, N. Rajesh and E. Rosas ON A CLASS OF (γ, γ )-PREOPEN SETS IN A TOPOLOGICAL SPACE Abstract. In this paper we have introduced the concept
Διαβάστε περισσότεραAreas and Lengths in Polar Coordinates
Kiryl Tsishchanka Areas and Lengths in Polar Coordinates In this section we develop the formula for the area of a region whose boundary is given by a polar equation. We need to use the formula for the
Διαβάστε περισσότεραWeb-based supplementary materials for Bayesian Quantile Regression for Ordinal Longitudinal Data
Web-based supplementary materials for Bayesian Quantile Regression for Ordinal Longitudinal Data Rahim Alhamzawi, Haithem Taha Mohammad Ali Department of Statistics, College of Administration and Economics,
Διαβάστε περισσότεραENGR 691/692 Section 66 (Fall 06): Machine Learning Assigned: August 30 Homework 1: Bayesian Decision Theory (solutions) Due: September 13
ENGR 69/69 Section 66 (Fall 06): Machine Learning Assigned: August 30 Homework : Bayesian Decision Theory (solutions) Due: Septemer 3 Prolem : ( pts) Let the conditional densities for a two-category one-dimensional
Διαβάστε περισσότεραLecture 13 - Root Space Decomposition II
Lecture 13 - Root Space Decomposition II October 18, 2012 1 Review First let us recall the situation. Let g be a simple algebra, with maximal toral subalgebra h (which we are calling a CSA, or Cartan Subalgebra).
Διαβάστε περισσότεραConcrete Mathematics Exercises from 30 September 2016
Concrete Mathematics Exercises from 30 September 2016 Silvio Capobianco Exercise 1.7 Let H(n) = J(n + 1) J(n). Equation (1.8) tells us that H(2n) = 2, and H(2n+1) = J(2n+2) J(2n+1) = (2J(n+1) 1) (2J(n)+1)
Διαβάστε περισσότεραFinite Field Problems: Solutions
Finite Field Problems: Solutions 1. Let f = x 2 +1 Z 11 [x] and let F = Z 11 [x]/(f), a field. Let Solution: F =11 2 = 121, so F = 121 1 = 120. The possible orders are the divisors of 120. Solution: The
Διαβάστε περισσότεραOn a four-dimensional hyperbolic manifold with finite volume
BULETINUL ACADEMIEI DE ŞTIINŢE A REPUBLICII MOLDOVA. MATEMATICA Numbers 2(72) 3(73), 2013, Pages 80 89 ISSN 1024 7696 On a four-dimensional hyperbolic manifold with finite volume I.S.Gutsul Abstract. In
Διαβάστε περισσότεραOn the Galois Group of Linear Difference-Differential Equations
On the Galois Group of Linear Difference-Differential Equations Ruyong Feng KLMM, Chinese Academy of Sciences, China Ruyong Feng (KLMM, CAS) Galois Group 1 / 19 Contents 1 Basic Notations and Concepts
Διαβάστε περισσότεραON NEGATIVE MOMENTS OF CERTAIN DISCRETE DISTRIBUTIONS
Pa J Statist 2009 Vol 25(2), 135-140 ON NEGTIVE MOMENTS OF CERTIN DISCRETE DISTRIBUTIONS Masood nwar 1 and Munir hmad 2 1 Department of Maematics, COMSTS Institute of Information Technology, Islamabad,
Διαβάστε περισσότεραChapter 3: Ordinal Numbers
Chapter 3: Ordinal Numbers There are two kinds of number.. Ordinal numbers (0th), st, 2nd, 3rd, 4th, 5th,..., ω, ω +,... ω2, ω2+,... ω 2... answers to the question What position is... in a sequence? What
Διαβάστε περισσότεραInverse trigonometric functions & General Solution of Trigonometric Equations. ------------------ ----------------------------- -----------------
Inverse trigonometric functions & General Solution of Trigonometric Equations. 1. Sin ( ) = a) b) c) d) Ans b. Solution : Method 1. Ans a: 17 > 1 a) is rejected. w.k.t Sin ( sin ) = d is rejected. If sin
Διαβάστε περισσότεραAquinas College. Edexcel Mathematical formulae and statistics tables DO NOT WRITE ON THIS BOOKLET
Aquinas College Edexcel Mathematical formulae and statistics tables DO NOT WRITE ON THIS BOOKLET Pearson Edexcel Level 3 Advanced Subsidiary and Advanced GCE in Mathematics and Further Mathematics Mathematical
Διαβάστε περισσότεραSequent Calculi for the Modal µ-calculus over S5. Luca Alberucci, University of Berne. Logic Colloquium Berne, July 4th 2008
Sequent Calculi for the Modal µ-calculus over S5 Luca Alberucci, University of Berne Logic Colloquium Berne, July 4th 2008 Introduction Koz: Axiomatisation for the modal µ-calculus over K Axioms: All classical
Διαβάστε περισσότεραHomomorphism and Cartesian Product on Fuzzy Translation and Fuzzy Multiplication of PS-algebras
Annals of Pure and Applied athematics Vol. 8, No. 1, 2014, 93-104 ISSN: 2279-087X (P), 2279-0888(online) Published on 11 November 2014 www.researchmathsci.org Annals of Homomorphism and Cartesian Product
Διαβάστε περισσότεραA Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and Its Applications in Financial Engineering
Electronic Companion A Two-Sie Laplace Inversion Algorithm with Computable Error Bouns an Its Applications in Financial Engineering Ning Cai, S. G. Kou, Zongjian Liu HKUST an Columbia University Appenix
Διαβάστε περισσότεραA General Note on δ-quasi Monotone and Increasing Sequence
International Mathematical Forum, 4, 2009, no. 3, 143-149 A General Note on δ-quasi Monotone and Increasing Sequence Santosh Kr. Saxena H. N. 419, Jawaharpuri, Badaun, U.P., India Presently working in
Διαβάστε περισσότερα2. Let H 1 and H 2 be Hilbert spaces and let T : H 1 H 2 be a bounded linear operator. Prove that [T (H 1 )] = N (T ). (6p)
Uppsala Universitet Matematiska Institutionen Andreas Strömbergsson Prov i matematik Funktionalanalys Kurs: F3B, F4Sy, NVP 2005-03-08 Skrivtid: 9 14 Tillåtna hjälpmedel: Manuella skrivdon, Kreyszigs bok
Διαβάστε περισσότεραJ. of Math. (PRC) Banach, , X = N(T ) R(T + ), Y = R(T ) N(T + ). Vol. 37 ( 2017 ) No. 5
Vol. 37 ( 2017 ) No. 5 J. of Math. (PRC) 1,2, 1, 1 (1., 225002) (2., 225009) :. I +AT +, T + = T + (I +AT + ) 1, T +. Banach Hilbert Moore-Penrose.. : ; ; Moore-Penrose ; ; MR(2010) : 47L05; 46A32 : O177.2
Διαβάστε περισσότεραParametrized Surfaces
Parametrized Surfaces Recall from our unit on vector-valued functions at the beginning of the semester that an R 3 -valued function c(t) in one parameter is a mapping of the form c : I R 3 where I is some
Διαβάστε περισσότεραProblem Set 3: Solutions
CMPSCI 69GG Applied Information Theory Fall 006 Problem Set 3: Solutions. [Cover and Thomas 7.] a Define the following notation, C I p xx; Y max X; Y C I p xx; Ỹ max I X; Ỹ We would like to show that C
Διαβάστε περισσότεραDIRECT PRODUCT AND WREATH PRODUCT OF TRANSFORMATION SEMIGROUPS
GANIT J. Bangladesh Math. oc. IN 606-694) 0) -7 DIRECT PRODUCT AND WREATH PRODUCT OF TRANFORMATION EMIGROUP ubrata Majumdar, * Kalyan Kumar Dey and Mohd. Altab Hossain Department of Mathematics University
Διαβάστε περισσότεραMath221: HW# 1 solutions
Math: HW# solutions Andy Royston October, 5 7.5.7, 3 rd Ed. We have a n = b n = a = fxdx = xdx =, x cos nxdx = x sin nx n sin nxdx n = cos nx n = n n, x sin nxdx = x cos nx n + cos nxdx n cos n = + sin
Διαβάστε περισσότεραAppendix to On the stability of a compressible axisymmetric rotating flow in a pipe. By Z. Rusak & J. H. Lee
Appendi to On the stability of a compressible aisymmetric rotating flow in a pipe By Z. Rusak & J. H. Lee Journal of Fluid Mechanics, vol. 5 4, pp. 5 4 This material has not been copy-edited or typeset
Διαβάστε περισσότερα12. Radon-Nikodym Theorem
Tutorial 12: Radon-Nikodym Theorem 1 12. Radon-Nikodym Theorem In the following, (Ω, F) is an arbitrary measurable space. Definition 96 Let μ and ν be two (possibly complex) measures on (Ω, F). We say
Διαβάστε περισσότεραPartial Differential Equations in Biology The boundary element method. March 26, 2013
The boundary element method March 26, 203 Introduction and notation The problem: u = f in D R d u = ϕ in Γ D u n = g on Γ N, where D = Γ D Γ N, Γ D Γ N = (possibly, Γ D = [Neumann problem] or Γ N = [Dirichlet
Διαβάστε περισσότεραPractice Exam 2. Conceptual Questions. 1. State a Basic identity and then verify it. (a) Identity: Solution: One identity is csc(θ) = 1
Conceptual Questions. State a Basic identity and then verify it. a) Identity: Solution: One identity is cscθ) = sinθ) Practice Exam b) Verification: Solution: Given the point of intersection x, y) of the
Διαβάστε περισσότεραSOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM
SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM Solutions to Question 1 a) The cumulative distribution function of T conditional on N n is Pr (T t N n) Pr (max (X 1,..., X N ) t N n) Pr (max
Διαβάστε περισσότεραJordan Journal of Mathematics and Statistics (JJMS) 4(2), 2011, pp
Jordan Journal of Mathematics and Statistics (JJMS) 4(2), 2011, pp.115-126. α, β, γ ORTHOGONALITY ABDALLA TALLAFHA Abstract. Orthogonality in inner product spaces can be expresed using the notion of norms.
Διαβάστε περισσότεραThe semiclassical Garding inequality
The semiclassical Garding inequality We give a proof of the semiclassical Garding inequality (Theorem 4.1 using as the only black box the Calderon-Vaillancourt Theorem. 1 Anti-Wick quantization For (q,
Διαβάστε περισσότεραIntuitionistic Fuzzy Ideals of Near Rings
International Mathematical Forum, Vol. 7, 202, no. 6, 769-776 Intuitionistic Fuzzy Ideals of Near Rings P. K. Sharma P.G. Department of Mathematics D.A.V. College Jalandhar city, Punjab, India pksharma@davjalandhar.com
Διαβάστε περισσότερα