A characterization of the set of local martingale measures

2018 ◽  
Vol 18 (05) ◽  
pp. 1850042 ◽  
Author(s):  
Abdelkarem Berkaoui
Keyword(s):  
Continuous Time ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Local Martingale ◽  
Probability Measures ◽  
Martingale Measures ◽  
Necessary And Sufficient ◽  
Adapted Process ◽  
Vector Valued

We generalize the results of [1] to continuous time case by stating necessary and sufficient conditions on a set of probability measures to be the set of local martingale measures for a vector valued, locally bounded and adapted process.

On characterizing the set of martingale measures in discrete time

2015 ◽  
Vol 15 (03) ◽  
pp. 1550017 ◽  
Author(s):  
Abdelkarem Berkaoui
Keyword(s):  
Discrete Time ◽  
Sufficient Conditions ◽  
Sample Space ◽  
Probability Measures ◽  
Finite Sample ◽  
Martingale Measures ◽  
Space Case ◽  
Necessary And Sufficient ◽  
Adapted Process ◽  
Vector Valued

We state necessary and sufficient conditions on a set of probability measures to be the set of martingale measures for a vector valued, bounded and adapted process. In the absence of the maximality condition, we prove the existence of the smallest set of martingale measures. We apply such results to the finite sample space case.

NECESSARY AND SUFFICIENT CONDITIONS FOR THE STOCHASTIC COMPARISON OF JACKSON NETWORKS

2003 ◽  
Vol 17 (1) ◽  
pp. 143-151 ◽  
Author(s):  
Antonis Economou
Keyword(s):  
Continuous Time ◽  
Stochastic Order ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Stochastic Comparison ◽  
Jackson Networks ◽  
Continuous Time Markov Chains ◽  
Service Rates ◽  
Necessary And Sufficient

External and internal monotonicity properties for Jackson networks have been established in the literature with the use of coupling constructions. Recently, Lopez et al. derived necessary and sufficient conditions for the (strong) stochastic comparison of two-station Jackson networks with increasing service rates, by constructing a certain Markovian coupling. In this article, we state necessary and sufficient conditions for the stochastic comparison of L-station Jackson networks in the general case. The proof is based on a certain characterization of the stochastic order for continuous-time Markov chains, written in terms of their associated intensity matrices.

scholarly journals On cryptographic properties of (n + 1)-bit S-boxes constructed by known n-bit S-boxes

2020 ◽  
Vol 15 (1) ◽  
pp. 258-265
Author(s):  
Yu Zhou ◽  
Daoguang Mu ◽  
Xinfeng Dong
Keyword(s):  
Sufficient Conditions ◽  
Sum Of Squares ◽  
Basic Component ◽  
Necessary And Sufficient Conditions ◽  
Autocorrelation Functions ◽  
Walsh Spectrum ◽  
Cryptographic Algorithms ◽  
Necessary And Sufficient ◽  
Relationship Of

AbstractS-box is the basic component of symmetric cryptographic algorithms, and its cryptographic properties play a key role in security of the algorithms. In this paper we give the distributions of Walsh spectrum and the distributions of autocorrelation functions for (n + 1)-bit S-boxes in [12]. We obtain the nonlinearity of (n + 1)-bit S-boxes, and one necessary and sufficient conditions of (n + 1)-bit S-boxes satisfying m-order resilient. Meanwhile, we also give one characterization of (n + 1)-bit S-boxes satisfying t-order propagation criterion. Finally, we give one relationship of the sum-of-squares indicators between an n-bit S-box S0 and the (n + 1)-bit S-box S (which is constructed by S0).

The λ-classification of continuous-time birth-and-death processes

2003 ◽  
Vol 35 (04) ◽  
pp. 1111-1130 ◽  
Author(s):  
Andrew G. Hart ◽  
Servet Martínez ◽  
Jaime San Martín
Keyword(s):  
Continuous Time ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Birth And Death Processes ◽  
Positive Recurrent ◽  
Necessary And Sufficient

We study the λ-classification of absorbing birth-and-death processes, giving necessary and sufficient conditions for such processes to be λ-transient, λ-null recurrent and λ-positive recurrent.

Positive fractional continuous-time linear systems with singular pencils

2012 ◽  
Vol 60 (1) ◽  
pp. 9-12 ◽  
Author(s):  
T. Kaczorek
Keyword(s):  
Linear Systems ◽  
Continuous Time ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Descriptor Systems ◽  
State Variables ◽  
Algebraic Constraints ◽  
Necessary And Sufficient ◽  
Time Linear

Positive fractional continuous-time linear systems with singular pencils A method for checking the positivity and finding the solution to the positive fractional descriptor continuous-time linear systems with singular pencils is proposed. The method is based on elementary row and column operations of the fractional descriptor systems to equivalent standard systems with some algebraic constraints on state variables and inputs. Necessary and sufficient conditions for the positivity of the fractional descriptor systems are established.

scholarly journals Multigenerator Gabor Frames on Local Fields

2018 ◽  
Vol 33 (2) ◽  
pp. 307
Author(s):  
Owais Ahmad ◽  
Neyaz Ahmad Sheikh
Keyword(s):  
Sufficient Conditions ◽  
Complete Characterization ◽  
Necessary And Sufficient Conditions ◽  
Local Fields ◽  
Gabor Frames ◽  
Gabor System ◽  
Necessary And Sufficient

The main objective of this paper is to provide complete characterization of multigenerator Gabor frames on a periodic set $\Omega$ in $K$. In particular, we provide some necessary and sufficient conditions for the multigenerator Gabor system to be a frame for $L^2(\Omega)$. Furthermore, we establish the complete characterizations of multigenerator Parseval Gabor frames.

scholarly journals Cheap Talk and Editorial Control

2014 ◽  
Vol 14 (1) ◽  
pp. 1-25 ◽  
Author(s):  
Jonathan Newton
Keyword(s):  
Information Transmission ◽  
Sufficient Conditions ◽  
Cheap Talk ◽  
Necessary And Sufficient Conditions ◽  
Necessary And Sufficient ◽  
Simple Models

AbstractThis paper analyzes simple models of editorial control. Starting from the framework developed by Krishna and Morgan (2001a), we analyze two-sender models of cheap talk where one or more of the senders has the power to veto messages before they reach the receiver. A characterization of the most informative equilibria of such models is given. It is shown that editorial control never aids communication and that for small biases in the senders’ preferences relative to those of the receiver, necessary and sufficient conditions for information transmission to be adversely affected are (i) that the senders have opposed preferences relative to the receiver and (ii) that both senders have powers of editorial control. It is shown that the addition of further senders beyond two weakly decreases information transmission when senders exercising editorial control are anonymous, and weakly increases information transmission when senders exercising editorial control are observed.

Stochastic Orders in Terms of Laplace Transforms

1995 ◽  
Vol 45 (3-4) ◽  
pp. 195-202 ◽  
Author(s):  
Asok K. Nanda
Keyword(s):  
Laplace Transform ◽  
Sufficient Conditions ◽  
Laplace Transforms ◽  
Necessary And Sufficient Conditions ◽  
Stochastic Orders ◽  
Partial Orderings ◽  
Life Distributions ◽  
Necessary And Sufficient

Recently s-FR and s-ST orderings have been defined in the literature. They are more general in the sense that most of the earlier known partial orderings reduce as particular cases of these orderings. Moreover, these orderings have helped in defining new and useful ageing criterion. In this paper, using Laplace transform, we characterize, by means of necessary and sufficient conditions. the property that two life distributions are ordered in the s-FR and s-ST sense. The characterization of LR, FR, MR, VR, STand HAMR orderings follow as particular cases.

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