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2012

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Full-Text Articles in Physical Sciences and Mathematics

Convex Combinations Of Quadrant Dependent Copulas, Martin Egozcue, Luis Fuentes García, Wing Wong, Ricardas Zitikis Nov 2012

Convex Combinations Of Quadrant Dependent Copulas, Martin Egozcue, Luis Fuentes García, Wing Wong, Ricardas Zitikis

Martin Egozcue

It is well known that quadrant dependent (QD) random variables are also quadrant dependent in expectation (QDE). Recent literature has offered examples rigorously establishing the fact that there are QDE random variables which are not QD. The examples are based on convex combinations of specially chosen QD copulas: one negatively QD and another positively QD. In this paper we establish general results that determine when convex combinations of arbitrary QD copulas give rise to negatively or positively QD/QDE copulas. In addition to being an interesting mathematical exercise, the established results are helpful when modeling insurance and financial portfolios.


A Doubling Technique For The Power Method Transformations, Mohan D. Pant, Todd C. Headrick Oct 2012

A Doubling Technique For The Power Method Transformations, Mohan D. Pant, Todd C. Headrick

Mohan Dev Pant

Power method polynomials are used for simulating non-normal distributions with specified product moments or L-moments. The power method is capable of producing distributions with extreme values of skew (L-skew) and kurtosis (L-kurtosis). However, these distributions can be extremely peaked and thus not representative of real-world data. To obviate this problem, two families of distributions are introduced based on a doubling technique with symmetric standard normal and logistic power method distributions. The primary focus of the methodology is in the context of L-moment theory. As such, L-moment based systems of equations are derived for simulating univariate and multivariate non-normal distributions with …


An L-Moment-Based Analog For The Schmeiser-Deutsch Class Of Distributions, Todd C. Headrick, Mohan D. Pant Aug 2012

An L-Moment-Based Analog For The Schmeiser-Deutsch Class Of Distributions, Todd C. Headrick, Mohan D. Pant

Mohan Dev Pant

This paper characterizes the conventional moment-based Schmeiser-Deutsch (S-D) class of distributions through the method of L-moments. The system can be used in a variety of settings such as simulation or modeling various processes. A procedure is also described for simulating S-D distributions with specified L-moments and L-correlations. The Monte Carlo results presented in this study indicate that the estimates of L-skew, L-kurtosis, and L-correlation associated with the S-D class of distributions are substantially superior to their corresponding conventional product-moment estimators in terms of relative bias—most notably when sample sizes are small.


A Method For Simulating Nonnormal Distributions With Specified L-Skew, L-Kurtosis, And L-Correlation, Todd C. Headrick, Mohan D. Pant May 2012

A Method For Simulating Nonnormal Distributions With Specified L-Skew, L-Kurtosis, And L-Correlation, Todd C. Headrick, Mohan D. Pant

Mohan Dev Pant

This paper introduces two families of distributions referred to as the symmetric κ and asymmetric κL-κR distributions. The families are based on transformations of standard logistic pseudo-random deviates. The primary focus of the theoretical development is in the contexts of L-moments and the L-correlation. Also included is the development of a method for specifying distributions with controlled degrees of L-skew, L-kurtosis, and L-correlation. The method can be applied in a variety of settings such as Monte Carlo studies, simulation, or modeling events. It is also demonstrated that estimates of L-skew, L-kurtosis, and L-correlation are superior to conventional product-moment estimates of …


Simulating Non-Normal Distributions With Specified L-Moments And L-Correlations, Todd C. Headrick, Mohan D. Pant May 2012

Simulating Non-Normal Distributions With Specified L-Moments And L-Correlations, Todd C. Headrick, Mohan D. Pant

Mohan Dev Pant

This paper derives a procedure for simulating continuous non-normal distributions with specified L-moments and L-correlations in the context of power method polynomials of order three. It is demonstrated that the proposed procedure has computational advantages over the traditional product-moment procedure in terms of solving for intermediate correlations. Simulation results also demonstrate that the proposed L-moment-based procedure is an attractive alternative to the traditional procedure when distributions with more severe departures from normality are considered. Specifically, estimates of L-skew and L-kurtosis are superior to the conventional estimates of skew and kurtosis in terms of both relative bias and relative standard error. …


The Discrete Yang-Fourier Transforms In Fractal Space, Yang Xiao-Jun Apr 2012

The Discrete Yang-Fourier Transforms In Fractal Space, Yang Xiao-Jun

Xiao-Jun Yang

The Yang-Fourier transform (YFT) in fractal space is a generation of Fourier transform based on the local fractional calculus. The discrete Yang-Fourier transform (DYFT) is a specific kind of the approximation of discrete transform, used in Yang-Fourier transform in fractal space. This paper points out new standard forms of discrete Yang-Fourier transforms (DYFT) of fractal signals, and both properties and theorems are investigated in detail.


Expression Of Generalized Newton Iteration Method Via Generalized Local Fractional Taylor Series, Yang Xiao-Jun Apr 2012

Expression Of Generalized Newton Iteration Method Via Generalized Local Fractional Taylor Series, Yang Xiao-Jun

Xiao-Jun Yang

Local fractional derivative and integrals are revealed as one of useful tools to deal with everywhere continuous but nowhere differentiable functions in fractal areas ranging from fundamental science to engineering. In this paper, a generalized Newton iteration method derived from the generalized local fractional Taylor series with the local fractional derivatives is reviewed. Operators on real line numbers on a fractal space are induced from Cantor set to fractional set. Existence for a generalized fixed point on generalized metric spaces may take place.


The Zero-Mass Renormalization Group Differential Equations And Limit Cycles In Non-Smooth Initial Value Problems, Yang Xiaojun Mar 2012

The Zero-Mass Renormalization Group Differential Equations And Limit Cycles In Non-Smooth Initial Value Problems, Yang Xiaojun

Xiao-Jun Yang

In the present paper, using the equation transform in fractal space, we point out the zero-mass renormalization group equations. Under limit cycles in the non-smooth initial value, we devote to the analytical technique of the local fractional Fourier series for treating zero-mass renormalization group equations, and investigate local fractional Fourier series solutions.


On The Order Statistics Of Standard Normal-Based Power Method Distributions, Todd C. Headrick, Mohan D. Pant Mar 2012

On The Order Statistics Of Standard Normal-Based Power Method Distributions, Todd C. Headrick, Mohan D. Pant

Mohan Dev Pant

This paper derives a procedure for determining the expectations of order statistics associated with the standard normal distribution (Z) and its powers of order three and five (Z^3 and Z^5). The procedure is demonstrated for sample sizes of n ≤ 9. It is shown that Z^3 and Z^5 have expectations of order statistics that are functions of the expectations for Z and can be expressed in terms of explicit elementary functions for sample sizes of n ≤ 5. For sample sizes of n = 6, 7 the expectations of the order statistics for Z, Z^3, and Z^5 only require a …


A Kind Of Symmetrical Iterative Methods To Solve Special Class Of Lcp (M, Q), Sa Edalatpanah, Hs Najafi Mar 2012

A Kind Of Symmetrical Iterative Methods To Solve Special Class Of Lcp (M, Q), Sa Edalatpanah, Hs Najafi

SA Edalatpanah

No abstract provided.


Nash Equilibrium Solution Of Fuzzy Matrix Game Solution Of Fuzzy Bimatrix Game, Sa Edalatpanah, Hs Najafi Mar 2012

Nash Equilibrium Solution Of Fuzzy Matrix Game Solution Of Fuzzy Bimatrix Game, Sa Edalatpanah, Hs Najafi

SA Edalatpanah

In this paper, we propose a method for finding Nash equilibrium of fuzzy games. This method is based on ranking function of fuzzy linear programming which simplifies the solving process of fuzzy Nash equilibrium. Numerical results show that the proposed method is competitive to the state-of-the-art algorithms.


A Novel Approach To Processing Fractal Dynamical Systems Using The Yang-Fourier Transforms, Yang Xiaojun Mar 2012

A Novel Approach To Processing Fractal Dynamical Systems Using The Yang-Fourier Transforms, Yang Xiaojun

Xiao-Jun Yang

In the present paper, local fractional continuous non-differentiable functions in fractal space are investigated, and the control method for processing dynamic systems in fractal space are proposed using the Yang-Fourier transform based on the local fractional calculus. Two illustrative paradigms for control problems in fractal space are given to elaborate the accuracy and reliable results.


A Doubling Method For The Generalized Lambda Distribution, Todd C. Headrick, Mohan D. Pant Feb 2012

A Doubling Method For The Generalized Lambda Distribution, Todd C. Headrick, Mohan D. Pant

Mohan Dev Pant

This paper introduces a new family of generalized lambda distributions (GLDs) based on a method of doubling symmetric GLDs. The focus of the development is in the context of L-moments and L-correlation theory. As such, included is the development of a procedure for specifying double GLDs with controlled degrees of L-skew, L-kurtosis, and L-correlations. The procedure can be applied in a variety of settings such as modeling events and Monte Carlo or simulation studies. Further, it is demonstrated that estimates of L-skew, L-kurtosis, and L-correlation are substantially superior to conventional product-moment estimates of skew, kurtosis, and Pearson correlation in terms …


Characterizing Tukey H And Hh-Distributions Through L-Moments And The L-Correlation, Todd C. Headrick, Mohan D. Pant Jan 2012

Characterizing Tukey H And Hh-Distributions Through L-Moments And The L-Correlation, Todd C. Headrick, Mohan D. Pant

Mohan Dev Pant

This paper introduces the Tukey family of symmetric h and asymmetric hh-distributions in the contexts of univariate L-moments and the L-correlation. Included is the development of a procedure for specifying nonnormal distributions with controlled degrees of L-skew, L-kurtosis, and L-correlations. The procedure can be applied in a variety of settings such as modeling events (e.g., risk analysis, extreme events) and Monte Carlo or simulation studies. Further, it is demonstrated that estimates of L-skew, L-kurtosis, and L-correlation are substantially superior to conventional product-moment estimates of skew, kurtosis, and Pearson correlation in terms of both relative bias and efficiency when heavy-tailed distributions …


Theory And Applications Of Local Fractional Fourier Analysis, Yang Xiaojun Jan 2012

Theory And Applications Of Local Fractional Fourier Analysis, Yang Xiaojun

Xiao-Jun Yang

Local fractional Fourier analysis is a generalized Fourier analysis in fractal space. The local fractional calculus is one of useful tools to process the local fractional continuously non-differentiable functions (fractal functions). Based on the local fractional derivative and integration, the present work is devoted to the theory and applications of local fractional Fourier analysis in generalized Hilbert space. We investigate the local fractional Fourier series, the Yang-Fourier transform, the generalized Yang-Fourier transform, the discrete Yang-Fourier transform and fast Yang-Fourier transform.


Heat Transfer In Discontinuous Media, Yang Xiaojun Jan 2012

Heat Transfer In Discontinuous Media, Yang Xiaojun

Xiao-Jun Yang

From the fractal geometry point of view, the interpretations of local fractional derivative and local fractional integration are pointed out in this paper. It is devoted to heat transfer in discontinuous media derived from local fractional derivative. We investigate the Fourier law and heat conduction equation (also local fractional instantaneous heat conduct equation) in fractal orthogonal system based on cantor set, and extent them. These fractional differential equations are described in local fractional derivative sense. The results are efficiently developed in discontinuous media.


A Short Note On Local Fractional Calculus Of Function Of One Variable, Yang Xiaojun Jan 2012

A Short Note On Local Fractional Calculus Of Function Of One Variable, Yang Xiaojun

Xiao-Jun Yang

Local fractional calculus (LFC) handles everywhere continuous but nowhere differentiable functions in fractal space. This note investigates the theory of local fractional derivative and integral of function of one variable. We first introduce the theory of local fractional continuity of function and history of local fractional calculus. We then consider the basic theory of local fractional derivative and integral, containing the local fractional Rolle’s theorem, L’Hospital’s rule, mean value theorem, anti-differentiation and related theorems, integration by parts and Taylor’ theorem. Finally, we study the efficient application of local fractional derivative to local fractional extreme value of non-differentiable functions, and give …


A New Successive Approximation To Non-Homogeneous Local Fractional Volterra Equation, Yang Xiaojun Jan 2012

A New Successive Approximation To Non-Homogeneous Local Fractional Volterra Equation, Yang Xiaojun

Xiao-Jun Yang

A new successive approximation approach to the non-homogeneous local fractional Valterra equation derived from local fractional calculus is proposed in this paper. The Valterra equation is described in local fractional integral operator. The theory of local fractional derivative and integration is one of useful tools to handle the fractal and continuously non-differentiable functions, was successfully applied in engineering problem. We investigate an efficient example of handling a non-homogeneous local fractional Valterra equation.


Advanced Local Fractional Calculus And Its Applications, Yang Xiaojun Jan 2012

Advanced Local Fractional Calculus And Its Applications, Yang Xiaojun

Xiao-Jun Yang

This book is the first international book to study theory and applications of local fractional calculus (LFC). It is an invitation both to the interested scientists and the engineers. It presents a thorough introduction to the recent results of local fractional calculus. It is also devoted to the application of advanced local fractional calculus on the mathematics science and engineering problems. The author focuses on multivariable local fractional calculus providing the general framework. It leads to new challenging insights and surprising correlations between fractal and fractional calculus. Keywords: Fractals - Mathematical complexity book - Local fractional calculus- Local fractional partial …


A Short Introduction To Yang-Laplace Transforms In Fractal Space, Yang Xiaojun Jan 2012

A Short Introduction To Yang-Laplace Transforms In Fractal Space, Yang Xiaojun

Xiao-Jun Yang

The Yang-Laplace transforms [W. P. Zhong, F. Gao, In: Proc. of the 2011 3rd International Conference on Computer Technology and Development, 209-213, ASME, 2011] in fractal space is a generalization of Laplace transforms derived from the local fractional calculus. This letter presents a short introduction to Yang-Laplace transforms in fractal space. At first, we present the theory of local fractional derivative and integral of non-differential functions defined on cantor set. Then the properties and theorems for Yang-Laplace transforms are tabled, and both the initial value theorem and the final value theorem are investigated. Finally, some applications to the wave equation …


Local Fractional Integral Equations And Their Applications, Yang Xiaojun Jan 2012

Local Fractional Integral Equations And Their Applications, Yang Xiaojun

Xiao-Jun Yang

This letter outlines the local fractional integral equations carried out by the local fractional calculus (LFC). We first introduce the local fractional calculus and its fractal geometrical explanation. We then investigate the local fractional Volterra/ Fredholm integral equations, local fractional nonlinear integral equations, local fractional singular integral equations and local fractional integro-differential equations. Finally, their applications of some integral equations to handle some differential equations with local fractional derivative and local fractional integral transforms in fractal space are discussed in detail.


Local Fractional Partial Differential Equations With Fractal Boundary Problems, Yang Xiaojun Jan 2012

Local Fractional Partial Differential Equations With Fractal Boundary Problems, Yang Xiaojun

Xiao-Jun Yang

This letter points out the new alternative approaches to processing local fractional partial differential equations with fractal boundary conditions. Applications of the local fractional Fourier series, the Yang-Fourier transforms and the Yang-Laplace transforms to solve of local fractional partial differential equations with fractal boundary conditions are investigated in detail.


Local Fractional Kernel Transform In Fractal Space And Its Applications, Yang Xiaojun Jan 2012

Local Fractional Kernel Transform In Fractal Space And Its Applications, Yang Xiaojun

Xiao-Jun Yang

In the present paper, we point out the local fractional kernel transform based on local fractional calculus (FLC), and its applications to the Yang-Fourier transform, the Yang-Laplace transform, the local fractional Z transform, the local fractional Stieltjes transform, the local fractional volterra/ Fredholm integral equations, the local fractional volterra/ Fredholm integro-differential equations, the local fractional variational iteration algorithms, the local fractional variational iteration algorithms with an auxiliary fractal parameter, the modified local fractional variational iteration algorithms, and the modified local fractional variational iteration algorithms with an auxiliary fractal parameter.


A New Viewpoint To Fourier Analysis In Fractal Space, Yang Xiaojun Jan 2012

A New Viewpoint To Fourier Analysis In Fractal Space, Yang Xiaojun

Xiao-Jun Yang

Fractional analysis is an important method for mathematics and engineering [1-21], and fractional differentiation inequalities are great mathematical topic for research [22-24]. In the present paper we point out a new viewpoint to Fourier analysis in fractal space based on the local fractional calculus [25-58], and propose the local fractional Fourier analysis. Based on the generalized Hilbert space [48, 49], we obtain the generalization of local fractional Fourier series via the local fractional calculus. An example is given to elucidate the signal process and reliable result.


Generalized Sampling Theorem For Fractal Signals, Yang Xiaojun Jan 2012

Generalized Sampling Theorem For Fractal Signals, Yang Xiaojun

Xiao-Jun Yang

Local fractional calculus deals with everywhere continuous but nowhere differentiable functions in fractal space. The local fractional Fourier series is a generalization of Fourier series in fractal space, and the Yang-Fourier transform is a generalization of Fourier transform in fractal space. This letter points out the generalized sampling theorem for fractal signals (local fractional continuous signals) by using the local fractional Fourier series and Yang-Fourier transform techniques based on the local fractional calculus. This result is applied to process the local fractional continuous signals.


Picard’S Approximation Method For Solving A Class Of Local Fractional Volterra Integral Equations, Yang Xiaojun Jan 2012

Picard’S Approximation Method For Solving A Class Of Local Fractional Volterra Integral Equations, Yang Xiaojun

Xiao-Jun Yang

In this letter, we fist consider the Picard’s successive approximation method for solving a class of the Volterra integral equations in local fractional integral operator sense. Special attention is devoted to the Picard’s successive approximate methodology for handling local fractional Volterra integral equations. An illustrative paradigm is shown the accuracy and reliable results.


Local Fractional Calculus And Its Applications, Yang Xiaojun Jan 2012

Local Fractional Calculus And Its Applications, Yang Xiaojun

Xiao-Jun Yang

In this paper we point out the interpretations of local fractional derivative and local fractional integration from the fractal geometry point of view. From Cantor set to fractional set, local fractional derivative and local fractional integration are investigated in detail, and some applications are given to elaborate the local fractional Fourier series, the Yang-Fourier transform, the Yang-Laplace transform, the local fractional short time transform, the local fractional wavelet transform in fractal space.


Fast Yang-Fourier Transforms In Fractal Space, Yang Xiaojun Jan 2012

Fast Yang-Fourier Transforms In Fractal Space, Yang Xiaojun

Xiao-Jun Yang

The Yang-Fourier transform (YFT) in fractal space is a generation of Fourier transform based on the local fractional calculus. The discrete Yang-Fourier transform (DYFT) is a specific kind of the approximation of discrete transform based on the Yang-Fourier transform in fractal space. In the present letter we point out a new fractal model for the algorithm for fast Yang-Fourier transforms of discrete Yang-Fourier transforms. It is shown that the classical fast Fourier transforms is a special example in fractal dimension a=1.


Local Fractional Fourier Analysis, Yang Xiaojun Jan 2012

Local Fractional Fourier Analysis, Yang Xiaojun

Xiao-Jun Yang

Local fractional calculus (LFC) deals with everywhere continuous but nowhere differentiable functions in fractal space. In this letter we point out local fractional Fourier analysis in generalized Hilbert space. We first investigate the local fractional calculus and complex number of fractional-order based on the complex Mittag-Leffler function in fractal space. Then we study the local fractional Fourier analysis from the theory of local fractional functional analysis point of view. We finally propose the fractional-order trigonometric and complex Mittag-Leffler functions expressions of local fractional Fourier series


A Generalized Model For Yang-Fourier Transforms In Fractal Space, Yang Xiao-Jun Jan 2012

A Generalized Model For Yang-Fourier Transforms In Fractal Space, Yang Xiao-Jun

Xiao-Jun Yang

Local fractional calculus deals with everywhere continuous but nowhere differentiable functions in fractal space. The Yang-Fourier transform based on the local fractional calculus is a generalization of Fourier transform in fractal space. In this paper, local fractional continuous non-differentiable functions in fractal space are studied, and the generalized model for the Yang-Fourier transforms derived from the local fractional calculus are introduced. A generalized model for the Yang-Fourier transforms in fractal space and some results are proposed in detail.