32 resultados para discrete and continuum models


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Distortion risk measures summarize the risk of a loss distribution by means of a single value. In fuzzy systems, the Ordered Weighted Averaging (OWA) and Weighted Ordered Weighted Averaging (WOWA) operators are used to aggregate a large number of fuzzy rules into a single value. We show that these concepts can be derived from the Choquet integral, and then the mathematical relationship between distortion risk measures and the OWA and WOWA operators for discrete and finite random variables is presented. This connection offers a new interpretation of distortion risk measures and, in particular, Value-at-Risk and Tail Value-at-Risk can be understood from an aggregation operator perspective. The theoretical results are illustrated in an example and the degree of orness concept is discussed.

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A mathematical model of the voltage drop which arises in on-chip power distribution networks is used to compare the maximum voltage drop in the case of different geometric arrangements of the pads supplying power to the chip. These include the square or Manhattan power pad arrangement, which currently predominates, as well as equilateral triangular and hexagonal arrangements. In agreement with the findings in the literature and with physical and SPICE models, the equilateral triangular power pad arrangement is found to minimize the maximum voltage drop. This headline finding is a consequence of relatively simple formulas for the voltage drop, with explicit error bounds, which are established using complex analysis techniques, and elliptic functions in particular.