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Academic literature on the topic 'Backward class'

Author: Grafiati

Published: 18 May 2024

Last updated: 12 June 2025

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Journal articles on the topic "Backward class"

1

Ambhore, Dr Shankar B., and Dr Pawar Ashok S. "Backward Class Disparities in higher Education in India." Indian Journal of Applied Research 1, no. 7 (2011): 59–60. http://dx.doi.org/10.15373/2249555x/apr2012/19.

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2

He, Shengnan, Yu Huang та Zongbin Yin. "Jℱ-Class Weighted Backward Shifts". International Journal of Bifurcation and Chaos 28, № 06 (2018): 1850076. http://dx.doi.org/10.1142/s0218127418500761.

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In this article [Formula: see text]-class operators are introduced and some basic properties of [Formula: see text]-vectors are given. The [Formula: see text]-class operators include the [Formula: see text]-class operators and [Formula: see text]-class operators introduced by Costakis and Manoussos in 2008. This class also includes the [Formula: see text]-class and [Formula: see text]-class operators defined by Zhang [2012]. Furthermore, for the unilateral weighted backward shifts on a Fréchet sequence space, we establish a criterion under which the shift operators belong to the [Formula: see text]-class. From the criterion it is easy to obtain the existing criteria of hypercyclic backward shifts and of the topological mixing backward shifts. The obtained criterion also reveals the characteristic of [Formula: see text]-class shift operators by the recurrence property. Meanwhile, we obtain infinite topological entropy when the shifts have stronger recurrence property, which generalizes the related results by Brian et al. in 2017.

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3

Ko, Eungil. "Trace class backward weighted shifts are quasisubscalar." Proceedings of the American Mathematical Society 124, no. 4 (1996): 1111–15. http://dx.doi.org/10.1090/s0002-9939-96-03084-5.

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4

Gao, Zhengyuan, and Christian M. Hafner. "Looking Backward and Looking Forward." Econometrics 7, no. 2 (2019): 27. http://dx.doi.org/10.3390/econometrics7020027.

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Filtering has had a profound impact as a device of perceiving information and deriving agent expectations in dynamic economic models. For an abstract economic system, this paper shows that the foundation of applying the filtering method corresponds to the existence of a conditional expectation as an equilibrium process. Agent-based rational behavior of looking backward and looking forward is generalized to a conditional expectation process where the economic system is approximated by a class of models, which can be represented and estimated without information loss. The proposed framework elucidates the range of applications of a general filtering device and is not limited to a particular model class such as rational expectations.

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5

MARTÍNEZ-GIMÉNEZ, F., and A. PERIS. "CHAOS FOR BACKWARD SHIFT OPERATORS." International Journal of Bifurcation and Chaos 12, no. 08 (2002): 1703–15. http://dx.doi.org/10.1142/s0218127402005418.

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Backward shift operators provide a general class of linear dynamical systems on infinite dimensional spaces. Despite linearity, chaos is a phenomenon that occurs within this context. In this paper we give characterizations for chaos in the sense of Auslander and Yorke [1980] and in the sense of Devaney [1989] of weighted backward shift operators and perturbations of the identity by backward shifts on a wide class of sequence spaces. We cover and unify a rich variety of known examples in different branches of applied mathematics. Moreover, we give new examples of chaotic backward shift operators. In particular we prove that the differential operator I + D is Auslander–Yorke chaotic on the most usual spaces of analytic functions.

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6

PROTOPOPESCU, V., and Y. Y. AZMY. "TOPOLOGICAL CHAOS FOR A CLASS OF LINEAR MODELS." Mathematical Models and Methods in Applied Sciences 02, no. 01 (1992): 79–90. http://dx.doi.org/10.1142/s0218202592000065.

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We construct an example of linear rate equation in the Banach space of summable sequences, l1, that exhibits the three properties required as signature of topological chaos, namely: (i) topological transitivity, (ii) dense periodic orbits, and (iii) positive Lyapunov exponents. The example is based on the properties of the backward shift operator on the Banach space l1. Since linear chaos in the sense described above can occur only in an infinite-dimensional setting, possible finite-dimensional approximate manifestations are investigated. The relationship between the linear backward shift and the nonlinear Bernoulli shift is also discussed.

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7

Han, Bao Yan. "Comparison Theorems for the Multi-Dimensional Backward Doubly Stochastic Differential Equations." Applied Mechanics and Materials 166-169 (May 2012): 3210–13. http://dx.doi.org/10.4028/www.scientific.net/amm.166-169.3210.

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8

Han, Bao Yan. "Comparison Theorem for Solutions of BSDEs under Non-Lipschitzian Coefficient." Applied Mechanics and Materials 373-375 (August 2013): 1910–13. http://dx.doi.org/10.4028/www.scientific.net/amm.373-375.1910.

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9

Levitt, Steven D., John A. List, and Sally E. Sadoff. "Checkmate: Exploring Backward Induction among Chess Players." American Economic Review 101, no. 2 (2011): 975–90. http://dx.doi.org/10.1257/aer.101.2.975.

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Although backward induction is a cornerstone of game theory, most laboratory experiments have found that agents are not able to successfully backward induct. We analyze the play of world-class chess players in the centipede game, which is ill-suited for testing backward induction, and in pure backward induction games—Race to 100 games. We find that chess players almost never play the backward induction equilibrium in the centipede game, but many properly backward induct in the Race to 100 games. We find no systematic within-subject relationship between choices in the centipede game and performance in pure backward induction games. (JEL C73)

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10

Janković, Svetlana, Jasmina Djordjević, and Miljana Jovanović. "On a class of backward doubly stochastic differential equations." Applied Mathematics and Computation 217, no. 21 (2011): 8754–64. http://dx.doi.org/10.1016/j.amc.2011.03.128.

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