Abstract Foundations are provided for rank-dependent preferences within the popular two-stage framework of Anscombe–Aumann, in which risk and ambiguity feature as distinct sources uncertainty. We advance study attitudes towards without imposing expected utility risk. As a result, our general model, attitude can be captured by non-additive subjective probabilities under Choquet or specific recur...

Composite load model is developed for 1-24 hours ahead prediction of hourly electric loads. The load model is composed of three components : the nominal load, the type load and the residual load. The nominal load is modeled such that the Kalman filter can be used and the parameters of the model are adapted by the exponentially weighted recursive least squares method. The type load component is ...

Kazemi (2014) introduced a new version of bucket recursive trees as another generalization of recursive trees where buckets have variable capacities. In this paper, we get the $p$-th factorial moments of the random variable $S_{n,1}$ which counts the number of subtrees size-1 profile (leaves) and show a phase change of this random variable. These can be obtained by solving a first order partial...

Let Tn be a random recursive tree with n nodes. List vertices of Tn in decreasing order of degree as v1, . . . , vn, and write di and hi for the degree of vi and the distance of vi from the root, respectively. We prove that, as n→∞ along suitable subsequences, ( d − blog2 nc, hi − μ lnn √ σ2 lnn ) → ((Pi, i ≥ 1), (Ni, i ≥ 1)) , where μ = 1 − (log2 e)/2, σ2 = 1 − (log2 e)/4, (Pi, i ≥ 1) is a Poi...

The approach to reasoning about structural operational semantics style specifications supported by the Abella system is discussed. This approach uses λ-tree syntax to treat object language binding and encodes binding related properties in generic judgments. Further, object language specifications are embedded directly into the reasoning framework through recursive definitions. The treatment of ...

We introduce a state reenement operator into BPA with recursive speciications and present a comprehensive technical development of the resulting theory, BPA + SR. Our main technical results are that bisimulation is a congruence in BPA+SR and that guarded recursive speciications have unique solutions. We also have that bisimulation remains a congruence if the merge operator of ACP is added to BP...

background: precise diagnosis of disease risk factors via efficient statistical models is the primary step for reducing the heavy costs of breast cancer, as one of the most highly prevalent cancer throughout the world. therefore, the aim of this study was to present a recently introduced statistical model in order to assess its proficiency for model fitting. methods: the information of 1465 eli...

‎The first variable Zagreb index of graph $G$ is defined as‎ ‎begin{eqnarray*}‎ ‎M_{1,lambda}(G)=sum_{vin V(G)}d(v)^{2lambda}‎, ‎end{eqnarray*}‎ ‎where $lambda$ is a real number and $d(v)$ is the degree of‎ ‎vertex $v$‎. ‎In this paper‎, ‎some upper and lower bounds for the distribution function and expected value of this index in random increasing trees (rec...

In this paper we study the linear mean-field backward stochastic differential equations (mean-field BSDE) of form (0.1) d Y ( t ) = − [ α 1 + β Z ∫ R 0 η , ζ K ν 2 E ] γ B N ̃ ∈ T ξ . where is unknown solution triplet, a Brownian motion, compensated Poisson random measure, independent We prove existence and uniqueness triplet such systems. Then give an explicit formula for first component by usi...

Though risk aversion and the elasticity of intertemporal substitution have been the subjects of careful scrutiny when calibrating preferences, the long-run risks literature as well as the broader literature using recursive utility to address asset pricing puzzles have ignored the full implications of their parameter specifications. Recursive utility implies that the temporal resolution of risk ...