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Representation Theorem (representation + theorem)
Selected AbstractsNonlinear error correction modelsJOURNAL OF TIME SERIES ANALYSIS, Issue 5 2002ALVARO ESCRIBANO The relationship between cointegration and error correction (EC) models is well characterized in a linear context, but the extension to the nonlinear context is still a challenge. Few extensions of the linear framework have been done in the context of nonlinear error correction (NEC) or asymmetric and time varying error correction models. In this paper, we propose a theoretical framework based on the concept of near epoch dependence (NED) that allows us to formally address these issues. In particular, we partially extend the Granger Representation Theorem to the nonlinear case. [source] Effective Borel measurability and reducibility of functionsMLQ- MATHEMATICAL LOGIC QUARTERLY, Issue 1 2005Vasco Brattka Abstract The investigation of computational properties of discontinuous functions is an important concern in computable analysis. One method to deal with this subject is to consider effective variants of Borel measurable functions. We introduce such a notion of Borel computability for single-valued as well as for multi-valued functions by a direct effectivization of the classical definition. On Baire space the finite levels of the resulting hierarchy of functions can be characterized using a notion of reducibility for functions and corresponding complete functions. We use this classification and an effective version of a Selection Theorem of Bhattacharya-Srivastava in order to prove a generalization of the Representation Theorem of Kreitz-Weihrauch for Borel measurable functions on computable metric spaces: such functions are Borel measurable on a certain finite level, if and only if they admit a realizer on Baire space of the same quality. This Representation Theorem enables us to introduce a realizer reducibility for functions on metric spaces and we can extend the completeness result to this reducibility. Besides being very useful by itself, this reducibility leads to a new and effective proof of the Banach-Hausdorff-Lebesgue Theorem which connects Borel measurable functions with the Baire functions. Hence, for certain metric spaces the class of Borel computable functions on a certain level is exactly the class of functions which can be expressed as a limit of a pointwise convergent and computable sequence of functions of the next lower level. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source] Fuzzy reasoning based on the extension principle,INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, Issue 4 2001Yang Xu According to the operation of decomposition (also known as representation theorem) (Negoita CV, Ralescu, DA. Kybernetes 1975;4:169,174) in fuzzy set theory, the whole fuzziness of an object can be characterized by a sequence of local crisp properties of that object. Hence, any fuzzy reasoning could also be implemented by using a similar idea, i.e., a sequence of precise reasoning. More precisely, we could translate a fuzzy relation "If A then B" of the Generalized Modus Ponens Rule (the most common and widely used interpretation of a fuzzy rule, A,,B, are fuzzy sets in a universe of discourse X, and of discourse Y, respectively) into a corresponding precise relation between a subset of P(X) and a subset of P(Y), and then extend this corresponding precise relation to two kinds of transformations between all L -type fuzzy subsets of X and those of Y by using Zadeh's extension principle, where L denotes a complete lattice. In this way, we provide an alternative approach to the existing compositional rule of inference, which performs fuzzy reasoning based on the extension principle. The approach does not depend on the choice of fuzzy implication operator nor on the choice of a t-norm. The detailed reasoning methods, applied in particular to the Generalized Modus Ponens and the Generalized Modus Tollens, are established and their properties are further investigated in this paper. © 2001 John Wiley & Sons, Inc. [source] COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELSMATHEMATICAL FINANCE, Issue 4 2005Berend Roorda The framework of coherent risk measures has been introduced by Artzner et al. (1999; Math. Finance 9, 203,228) in a single-period setting. Here, we investigate a similar framework in a multiperiod context. We add an axiom of dynamic consistency to the standard coherence axioms, and obtain a representation theorem in terms of collections of multiperiod probability measures that satisfy a certain product property. This theorem is similar to results obtained by Epstein and Schneider (2003; J. Econ. Theor. 113, 1,31) and Wang (2003; J. Econ. Theor. 108, 286,321) in a different axiomatic framework. We then apply our representation result to the pricing of derivatives in incomplete markets, extending results by Carr, Geman, and Madan (2001; J. Financial Econ. 32, 131,167) to the multiperiod case. We present recursive formulas for the computation of price bounds and corresponding optimal hedges. When no shortselling constraints are present, we obtain a recursive formula for price bounds in terms of martingale measures. [source] Multi-periodic eigensolutions to the Dirac operator and applications to the generalized Helmholtz equation on flat cylinders and on the n -torusMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 16 2009Denis Constales Abstract In this paper, we study the solutions to the generalized Helmholtz equation with complex parameter on some conformally flat cylinders and on the n -torus. Using the Clifford algebra calculus, the solutions can be expressed as multi-periodic eigensolutions to the Dirac operator associated with a complex parameter ,,,. Physically, these can be interpreted as the solutions to the time-harmonic Maxwell equations on these manifolds. We study their fundamental properties and give an explicit representation theorem of all these solutions and develop some integral representation formulas. In particular, we set up Green-type formulas for the cylindrical and toroidal Helmholtz operator. As a concrete application, we explicitly solve the Dirichlet problem for the cylindrical Helmholtz operator on the half cylinder. Finally, we introduce hypercomplex integral operators on these manifolds, which allow us to represent the solutions to the inhomogeneous Helmholtz equation with given boundary data on cylinders and on the n -torus. Copyright © 2009 John Wiley & Sons, Ltd. [source] Integral equation methods for scattering by infinite rough surfacesMATHEMATICAL METHODS IN THE APPLIED SCIENCES, Issue 6 2003Bo Zhang Abstract In this paper, we consider the Dirichlet and impedance boundary value problems for the Helmholtz equation in a non-locally perturbed half-plane. These boundary value problems arise in a study of time-harmonic acoustic scattering of an incident field by a sound-soft, infinite rough surface where the total field vanishes (the Dirichlet problem) or by an infinite, impedance rough surface where the total field satisfies a homogeneous impedance condition (the impedance problem). We propose a new boundary integral equation formulation for the Dirichlet problem, utilizing a combined double- and single-layer potential and a Dirichlet half-plane Green's function. For the impedance problem we propose two boundary integral equation formulations, both using a half-plane impedance Green's function, the first derived from Green's representation theorem, and the second arising from seeking the solution as a single-layer potential. We show that all the integral equations proposed are uniquely solvable in the space of bounded and continuous functions for all wavenumbers. As an important corollary we prove that, for a variety of incident fields including an incident plane wave, the impedance boundary value problem for the scattered field has a unique solution under certain constraints on the boundary impedance. Copyright © 2003 John Wiley & Sons, Ltd. [source] A constructive proof of the Peter-Weyl theoremMLQ- MATHEMATICAL LOGIC QUARTERLY, Issue 4 2005Thierry Coquand Abstract We present a new and constructive proof of the Peter-Weyl theorem on the representations of compact groups. We use the Gelfand representation theorem for commutative C*-algebras to give a proof which may be seen as a direct generalization of Burnside's algorithm [3]. This algorithm computes the characters of a finite group. We use this proof as a basis for a constructive proof in the style of Bishop. In fact, the present theory of compact groups may be seen as a natural continuation in the line of Bishop's work on locally compact, but Abelian, groups [2]. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source] Granger's representation theorem: A closed-form expression for I(1) processesTHE ECONOMETRICS JOURNAL, Issue 1 2005Peter Reinhard Hansen Summary, The Granger representation theorem states that a cointegrated vector autoregressive process can be decomposed into four components: a random walk, a stationary process, a deterministic part, and a term that depends on the initial values. In this paper, we present a new proof of the theorem. This proof enables us to derive closed-form expressions of all terms of the representation and allows a unified treatment of models with different deterministic specifications. The applicability of our results is illustrated by examples. For example, the closed-form expressions are useful for impulse response analyses and facilitate the analysis of cointegration models with structural changes. [source] A characterization of generalized concordance rules in multicriteria decision makingINTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, Issue 7 2003Didier Dubois This article proposes a principled approach to multicriteria decision making (MCDM) where the worth of decisions along attributes is not supposed to be quantified, as in multiattribute utility theory, or even measured on a unique scale. This approach actually generalizes additive concordance rules a la Electre and is rigorously justified in an axiomatic way by representation theorems. We indeed show that the use of a generalized concordance (GC) rule is the only possible approach when in a purely ordinal framework and that the satisfaction of very simple principles forces the use of possibility theory as the unique way of expressing the importance of coalitions of criteria. © 2003 Wiley Periodicals, Inc. [source] | ||||||||||||||||