We recall from [1] that a line segment in Rmax, and consiquently Rmax has a similar case, has one of the three following forms: When X ≤ Y and x1 − y1 ≤ x2 − y2, then [X,Y ] = [X, (y1 + x2 − y2, x2)] ∪ [(y1 + x2 − y2, x2), Y ] (2) When X ≤ Y and x2 − y2 ≤ x1 − y1, then [X,Y ] = [X, (x1, y2 + x1 − y1)] ∪ [(x1, y2 + x1 − y1), Y ] (3) When X Y and Y X, then [X,Y ] = [X,max(X,Y )] ∪ [max(X,Y ), Y ]...

Abstract. Aksomaitis and Burauskaite-Harju [Information Technology and Control, 38, 2009, 301-302] studied the distribution of max(X1, X2,..., Xp) when (X1, X2,..., Xp) follows the multivariate normal distribution. Here, we study the moments of min(X1, X2,..., Xp) and max(X1, X2,..., Xp) when (X1, X2,..., Xp) follows the most commonly known multivariate Pareto distribution. Multivariate Pareto ...

The first hard problem we will examine is what is known as Satisfiability or SAT. As input, we are given a set of n boolean variables X = {x1, x2, . . . , xn} (i.e., each variable can be set to either true or false). We are then given a boolean formula over these variables of the following form (noting that this is just a specific example where X = {x1, x2, x3, x4}): (x1 ∨ x2 ∨ x3) ∧ (x2 ∨ x3 ∨...