scholarly journals Distributional Transforms, Probability Distortions, and Their Applications

2021 ◽  
Author(s):  
Peng Liu ◽  
Alexander Schied ◽  
Ruodu Wang
Keyword(s):  
Sensitivity Analysis ◽  
Decision Theory ◽  
Option Pricing ◽  
Necessary Conditions ◽  
Risk Measures ◽  
New Method ◽  
Special Focus ◽  
Mathematical Framework ◽  
Change Of Measures ◽  
Sufficient And Necessary Conditions

In this paper we provide a general mathematical framework for distributional transforms, which allows for many examples that are used extensively in the literature of finance, economics, and optimization. We put a special focus on the class of probability distortions, which is a fundamental tool in decision theory. As our main results, we characterize distributional transforms satisfying various properties, and this includes an equivalent set of conditions which forces a distributional transform to be a probability distortion. As the first application, we construct new risk measures using distributional transforms. Sufficient and necessary conditions are given to ensure the convexity or coherence of the generated risk measures. In the second application, we introduce a new method for sensitivity analysis of risk measures based on composition groups of probability distortions. Finally, we construct probability distortions describing a change of measures with an example in option pricing.

scholarly journals Controllability of Multiagent Systems with a Directed Tree

2015 ◽  
Vol 2015 ◽  
pp. 1-8
Author(s):  
Li Wang ◽  
Xiao Han
Keyword(s):  
Multiagent Systems ◽  
Multiagent System ◽  
Necessary Conditions ◽  
New Method ◽  
Information Communication ◽  
Controllability Problem ◽  
Directed Tree ◽  
Numerical Examples ◽  
Sufficient And Necessary Conditions ◽  
Theoretical Results

This paper addresses the controllability problem of multiagent systems with a directed tree based on the classic agreement protocol, in which the information communication topologies being a directed tree and containing a directed tree are both investigated. Different from the literatures, a new method, the star transform, is proposed to study the controllability of multiagent systems with directed topology. Some sufficient and necessary conditions are given for the controllability of such multiagent system. Numerical examples and simulations are proposed to illustrate the theoretical results.

scholarly journals Oscillation of Second-Order Differential Equations with Multiple and Mixed Delays under a Canonical Operator

Mathematics ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 1323
Author(s):  
Shyam Sundar Santra ◽  
Rami Ahmad El-Nabulsi ◽  
Khaled Mohamed Khedher
Keyword(s):  
Differential Equations ◽  
Necessary Conditions ◽  
Second Order ◽  
Multiple Delays ◽  
Mixed Delays ◽  
Neutral Differential Equations ◽  
Canonical Operator ◽  
Second Order Differential Equations ◽  
The Future ◽  
Sufficient And Necessary Conditions

In this work, we obtained new sufficient and necessary conditions for the oscillation of second-order differential equations with mixed and multiple delays under a canonical operator. Our methods could be applicable to find the sufficient and necessary conditions for any neutral differential equations. Furthermore, we proved the validity of the obtained results via particular examples. At the end of the paper, we provide the future scope of this study.

scholarly journals Properties of Certain Subclass of Meromorphic Multivalent Functions Associated with q-Difference Operator

Symmetry ◽  
2021 ◽  
Vol 13 (6) ◽  
pp. 1035
Author(s):  
Cai-Mei Yan ◽  
Rekha Srivastava ◽  
Jin-Lin Liu
Keyword(s):  
Difference Operator ◽  
Necessary Conditions ◽  
Partial Sums ◽  
Coefficient Estimates ◽  
Radius Of Starlikeness ◽  
Closure Theorems ◽  
Sufficient And Necessary Conditions ◽  
Distortion Theorems ◽  
Growth And Distortion Theorems

A new subclass Σp,q(α,A,B) of meromorphic multivalent functions is defined by means of a q-difference operator. Some properties of the functions in this new subclass, such as sufficient and necessary conditions, coefficient estimates, growth and distortion theorems, radius of starlikeness and convexity, partial sums and closure theorems, are investigated.

scholarly journals CONCEPTUAL DESIGN FOR ASSEMBLY IN AEROSPACE INDUSTRY: SENSITIVITY ANALYSIS OF MATHEMATICAL FRAMEWORK AND DESIGN PARAMETERS

2021 ◽  
Vol 1 ◽  
pp. 731-740
Author(s):  
Giovanni Formentini ◽  
Claudio Favi ◽  
Claude Cuiller ◽  
Pierre-Eric Dereux ◽  
Francois Bouissiere ◽  
...  
Keyword(s):  
Sensitivity Analysis ◽  
Conceptual Design ◽  
Design Parameters ◽  
Design For Assembly ◽  
Mathematical Framework ◽  
Commercial Aircraft ◽  
System Architectures ◽  
Complex Engineering ◽  
Aircraft System ◽  
Definition Of

AbstractOne of the most challenging activity in the engineering design process is the definition of a framework (model and parameters) for the characterization of specific processes such as installation and assembly. Aircraft system architectures are complex structures used to understand relation among elements (modules) inside an aircraft and its evaluation is one of the first activity since the conceptual design. The assessment of aircraft architectures, from the assembly perspective, requires parameter identification as well as the definition of the overall analysis framework (i.e., mathematical models, equations).The paper aims at the analysis of a mathematical framework (structure, equations and parameters) developed to assess the fit for assembly performances of aircraft system architectures by the mean of sensitivity analysis (One-Factor-At-Time method). The sensitivity analysis was performed on a complex engineering framework, i.e. the Conceptual Design for Assembly (CDfA) methodology, which is characterized by level, domains and attributes (parameters). A commercial aircraft cabin system was used as a case study to understand the use of different mathematical operators as well as the way to cluster attributes.

Perfect colorings of patterns with multiple orbits

2019 ◽  
Vol 75 (6) ◽  
pp. 814-826
Author(s):  
Allan Junio ◽  
Ma. Lailani Walo
Keyword(s):  
Necessary Conditions ◽  
Sufficient And Necessary Conditions

This paper studies colorings of patterns with multiple orbits, particularly those colorings where the orbits share colors. The main problem is determining when such colorings become perfect. This problem is attacked by characterizing all perfect colorings of patterns through the construction of sufficient and necessary conditions for a coloring to be perfect. These results are then applied on symmetrical objects to construct both perfect and non-perfect colorings.

scholarly journals On a Periodic Predator-Prey System with Holling III Functional Response and Stage Structure for Prey

2010 ◽  
Vol 2010 ◽  
pp. 1-12
Author(s):  
Xiangzeng Kong ◽  
Zhiqin Chen ◽  
Li Xu ◽  
Wensheng Yang
Keyword(s):  
Functional Response ◽  
Prey Species ◽  
Necessary Conditions ◽  
Stage Structure ◽  
Predator Prey ◽  
Prey System ◽  
Sufficient And Necessary Conditions ◽  
Holling Iii Functional Response

We propose and study the permanence of the following periodic Holling III predator-prey system with stage structure for prey and both two predators which consume immature prey. Sufficient and necessary conditions which guarantee the predator and the prey species to be permanent are obtained.

scholarly journals Permanence of Periodic Predator-Prey System with Functional Responses and Stage Structure for Prey

2008 ◽  
Vol 2008 ◽  
pp. 1-15 ◽  
Author(s):  
Can-Yun Huang ◽  
Min Zhao ◽  
Hai-Feng Huo
Keyword(s):  
Functional Response ◽  
Prey Species ◽  
Necessary Conditions ◽  
Stage Structure ◽  
Functional Responses ◽  
Predator Prey ◽  
Predator Prey Model ◽  
Prey System ◽  
Sufficient And Necessary Conditions ◽  
Holling Ii Functional Response

A stage-structured three-species predator-prey model with Beddington-DeAngelis and Holling II functional response is introduced. Based on the comparison theorem, sufficient and necessary conditions which guarantee the predator and the prey species to be permanent are obtained. An example is also presented to illustrate our main results.

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