Properties of k-hybrid ideals in ternary semiring

The notions of hybrid ideals and k-hybrid ideals in a ternary semiring are introduced in this paper, and a substantial amount of effort has been made to study some of their features. In terms of characteristic function, we show some properties of k-hybrid ideals and give some characterizations of hybrid intersection with respect to these k-hybrid ideals. Finally, results based on a k-hybrid ideal’s homomorphic hybrid preimage are provided. With respect to k-hybrid ideals, we give certain characterizations of hybrid intersection.

On a Problem of Infinite Divisibility

Let $f(t)$ be a characteristic function. The question on infinite divisibility of $g_{2k}(t)=f^{(2k)}(t)/f^{(2k)}(0)$ is considered. There are given the condition for that function not to be infinite divisible. Some examples of infinite divisibility of $g_{2k}(t)$ are given.

Determination of probabilistic characteristics of random values of estimates of the Lyapunov function when describing a physical process

The applied application of the Lyapunov characteristic function is determined by the properties of its estimates. Probabilistic characteristics of estimates of the Lyapunov characteristic function are described for the first time. The probabilistic characteristics of random values of estimates of the Lyapunov function are empirically estimated using statistical methods. The Matlab package has developed a model of a special device for obtaining estimates of the characteristic function by a direct method. A quasi-deterministic signal is fed to the input of the model, the instantaneous values of which are distributed according to the arcsine law, and an array of values of estimates of the Lyapunov function is obtained at the output, which is used to estimate the probabilistic characteristics of these estimates. Statistical estimation was performed by an indirect method. It is established that the values of the estimates of the Lyapunov characteristic function are distributed according to the normal law. The results of the research will be useful in engineering calculations, for example, when detecting message transmission errors in modems with a modulated characteristic function.

Dynamics of Characteristic and One-Point Correlation Functions of Multi-Mode Bosonic Systems: Exactly Solvable Model

In this communication we study dynamics of the open quantum bosonic system governed by the generalized Lindblad equation with both dynamical and environment induced intermode couplings taken into account. By using the method of characteristics we deduce the analytical expression for the normally ordered characteristic function. Analytical results for one-point correlation functions describing temporal evolution of the covariance matrix are obtained.

A new weighting scheme for arc based circle cone-beam CT reconstruction

In this paper, we present an arc based fan-beam computed tomography (CT) reconstruction algorithm by applying Katsevich’s helical CT image reconstruction formula to 2D fan-beam CT scanning data. Specifically, we propose a new weighting function to deal with the redundant data. Our weighting function ϖ ( x _ , λ ) is an average of two characteristic functions, where each characteristic function indicates whether the projection data of the scanning angle contributes to the intensity of the pixel x _ . In fact, for every pixel x _ , our method uses the projection data of two scanning angle intervals to reconstruct its intensity, where one interval contains the starting angle and another contains the end angle. Each interval corresponds to a characteristic function. By extending the fan-beam algorithm to the circle cone-beam geometry, we also obtain a new circle cone-beam CT reconstruction algorithm. To verify the effectiveness of our method, the simulated experiments are performed for 2D fan-beam geometry with straight line detectors and 3D circle cone-beam geometry with flat-plan detectors, where the simulated sinograms are generated by the open-source software “ASTRA toolbox.” We compare our method with the other existing algorithms. Our experimental results show that our new method yields the lowest root-mean-square-error (RMSE) and the highest structural-similarity (SSIM) for both reconstructed 2D and 3D fan-beam CT images.

Approximation of functions by Bernoulli wavelet and its applications in solution of Volterra integral equation of second kind

In this paper, two new estimators $$ E_{2^{k-1},0}^{(1)}(f) $$ E 2 k - 1 , 0 ( 1 ) ( f ) and $$ E_{2^{k-1},M}^{(1)}(f) $$ E 2 k - 1 , M ( 1 ) ( f ) of characteristic function and an estimator $$ E_{2^{k-1},M}^{(2)}(f) $$ E 2 k - 1 , M ( 2 ) ( f ) of function of H$$\ddot{\text {o}}$$ o ¨ lder’s class $$H^{\alpha } [0,1)$$ H α [ 0 , 1 ) of order $$0<\alpha \leqslant 1$$ 0 < α ⩽ 1 have been established using Bernoulli wavelets. A new technique has been applied for solving Volterra integral equation of second kind using Bernoulli wavelet operational matrix of integration as well as product operational matrix. These matrices have been utilized to reduce the Volterra integral equation into a system of algebraic equations, which are easily solvable. Some examples are illustrated to show the validity and efficiency of proposed technique of this research paper.

PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES

Affine Volterra processes have gained more and more interest in recent years. In particular, this class of processes generalizes the classical Heston model and the more recent rough Heston model. The aim of this work is hence to revisit and generalize the constant proportion portfolio insurance (CPPI) under affine Volterra processes. Indeed, existing simulation-based methods for CPPI do not apply easily to this class of processes. We instead propose an approach based on the characteristic function of the log-cushion which appears to be more consistent, stable and particularly efficient in the case of saffine Volterra processes compared with the existing simulation techniques. Using such approach, we describe in this paper several properties of CPPI which naturally result from the form of the log-cushion’s characteristic function under affine Volterra processes. This allows to consider more realistic dynamics for the underlying risky asset in the context of CPPI and hence build portfolio strategies that are more consistent with financial data. In particular, we address the case of the rough Heston model, known to be extremely consistent with past data of volatility. By providing a new estimation procedure for its parameters based on the PMCMC algorithm, we manage to study more accurately the true properties of such CPPI strategy and to better handle the risk associated with it.

Using productivity concept to predict material demand

Background: The issue of material demands prediction has been researched in industrial study and materials/ manufacturing technology many years ago. The previous researches based on stochastic model to discuss the quantities prediction of material demand. Some of them focus on multi-suppliers with characteristic function. Some use the information of past ordering quantities and ordering recency time. In these previous models, there is less study to discuss the impact of cost on material demand forecasting. Thus, this paper considers the productivities concept to make cost balance when forecasting material demand. The different probability distributions are demonstrated to portray the input (material demand) and output(cost). Methods: A case study with its empirical data is released to derive the probability function of cost and estimate the parameters of the proposed model. Results: The proposed model can extend to different distributions depending on different kind of cost or different type of industries and is more widely application. Conclusion: To consider manufacture's productivity, this model can help manager to control their cost and make a balance when ordering their materials. The model development of cost release a general function which makes it possible to extend different distributions depending on different kind of cost or different type of industries.