ON THE SYMMETRY OF FUZZY SETS

V. Gisin

Finance Academy under the Government of the Russian Federation

Department of Mathematics
Kibalchicha 1, 129848 Moscow, Russia
gisin@glasnet.ru

Summary

elements of (X ) and let

In this paper a notion of symmetry of a fuzzy

set with a nite support is introduced which
takes into account both the intralevel symmetry and the interlevel symmetry. It is shown
that the ranked distribution of the relative
level cardinalities of a set with the minimal
index of symmetry is close to a Pareto distribution. An estimation of the maximal number of fuzzy elements of a fuzzy set with the
minimal index of symmetry is given.
Keywords: Fuzzy set, Permutation, Symmetric group, Pareto distribution .

X = x (x) =

n = X , and n = X ( stands for the number
of elements). Suppose that the sequence n is nonincreasing. A permutation g of X is compatible with
the membership function i all sets X are invariant
with respect to g. So the following group
j

ij

In
2] Yu. Shreider gave a philosophical justication
of the principle of the minimal symmetry. According
to this principle, the minimal symmetry (in a broad
sense) is characteristic for natural systems. Applying
the principle of the minimal symmetry to fuzzy sets
that can be considered as natural (by their origin)
we may draw conclusions concerning their membership functions. The concept of symmetry introduced
in this paper being combined with the principle of the
minimal symmetry allows to give an explanation of
the appearance of Pareto distributions in some \fuzzy"
situations (for example of the eect of \gross tails" in
nancial modeling, see
1, chapter 4]).

2 THE INDEX OF SYMMETRY OF

A FUZZY SET
Let us consider a fuzzy set with a nite support X and
a membership function . Let 1 , 2 , ..., be the
k

ig

S (X
) =

Y S (X )
k

i=1

can be treated as the symmetric group of the fuzzy set

(X
) (given a set A, by S (A) we denote the symmetric group of A). Clearly
j

1 INTRODUCTION

S (X
) =
j

Y n !:
k

i=1

The group S (X
) takes into account only one type

of the symmetry of (X
) (its \intralevel" symmetry).
We are going to construct the group of the \interlevel"
symmetry.
Let X be a subset of X . We say that V X is a
colevel in X if V contains exactly one element of each
level of X . In other words the restriction : V
(X ) is one-to-one. By a colevel decomposition of
(X
) we understand a representation
0

X=

j =1

such that V is a colevel in

t

j =t

for every t = 1
: : :
l. We put

m =V
j

jj

(1)

for j = 1
: : :
l. It can be easily seen that l = n1 and

k = m1 .
Given a colevel decomposition (1), let S (X
) be the
group of permutations of X which leave every colevel
0

from the decomposition invariant. It is clear that

S (X
) is determined uniquely up to isomorphism.
We have
S (X
) = S (V )

Theorem 1 Let (X
) have the minimal index of

symmetry s (with n and k  4
xed). Then the sequence of all Pareto points can be divided into three
nonempty parts:

(1
n1 )
(2
n2 )
: : :
(t 1
n 1 )

;

Y
l

j =1

and
j

Y
) = m !:

S (X

p;

Yn ! Y m !:
k

i=1

j =1

is the index of symmetry of (X
).

It can be easily seen that s 1. Indeed, let us consider
the map
S (X
) S (X
) S (X
)
dened by (a
a ) a a and show that it is injective.
Let (a
a ) = (b
b ). First suppose that a = b. Then
a(x) = b(x) for some x X . So a(x) and b(x) belong
to dierent colevels, and a (a(x)) = b (b(x)) because
a and b preserve colevels. If a = b but a = b then
there exists y X such that a (y) = b (y). So, for
x = a 1 (y) we have a (a(x)) = b (b(x)).
We have s = 1 if either k = 1 or k = n. In the following
section we discuss situations when s takes its minimal
value.


7!

i \

j 

nm
i

j 

n 1m + m
i;

j0

j0

Example 1 Let n = 10. We have the minimal index

of symmetry s 0:02 in the following cases:

(1) n1 = 4, n2 = 2, n3 = n4 = n5 = n6 = 1

(2) n1 = 4, n2 = n3 = 2, n4 = n5 = 1

(3) n1 = 6, n2 = 2, n3 = n4 = 1 (the dual of (1))

(4) n1 = 5, n2 = 3, n3 = n4 = 1 (the dual of (2))

Theorem 2 The number of levels k such that

k ln k n

provides the minimal value of the index of symmetry.

>From Theorem 1 it follows that Pareto points are

close to a hyperbola nm = const and the distribution
of n =n can be considered as a discrete Pareto distribution. The proof of Theorem 1 is rather technical.
We give its \approximate" version.
Let y = f (x) be a smooth decreasing function approximating m = f (n ) at Pareto points. Using the
Stirling formula we present ln(n! s) as the sum of the
following summands:
i

X(0:5 ln 2 + 0:5 ln n + n ln n
i

and

j0 ;

n)

i ;

i=1

To describe fuzzy sets (X
) with the minimal value

of the index of symmetry we follow ideas from
2].
We say that a pair (i
j ) is a Pareto point (with respect
to a colevel decomposition (1) of (X
)) if
X V =

X V +1 =
X +1 V = :
j 6

i; ;

3 FUZZY SETS WITH THE

MINIMAL INDEX OF
SYMMETRY

i \

Analogous inequalities hold for Pareto points from (4).

seems to be more suitable to evaluate the total symmetry of (X
) than the \traditional" symmetric group
S (X
).
We say that the number


p;

n 1m

S (X
) S (X
)

s = n1!

j =1

i;

The group

(t
n ) = (m
p)

(3)
(m 1
p 1)
(m 2
p 2)
: : :
(m1
1) (4)
such that the following conditions are veri
ed. For
Pareto points (i
j ), (i 1
j ) from (2) we have n 1
n 2 and
;

(2)

t;

X(0:5 ln 2 + 0:5 ln m + m ln m
l

j =1

j ;

m ):
j

Then, up to a constant (depending on k and n), ln s is

approximately equal to the sum of the following two
integrals:
(0:5 ln y + y ln y) dx

and

(0:5 ln 2 + 0:5 ln x + x ln x) dy:

(5)

The integral in (5) can be presented as

(0:5 ln 2 + 0:5 ln x + x ln x)y dx:

0

So we have to minimize

 dx

where
 = (0:5 + y) ln y 0:5 ln 2 y
under the following condition
;

We put

(0:5 + x) ln x y

y dx = n:

F (x
y
y ) =  + y:
0

Now applying the Euler equation

@F
@y

we get
Therefore

d @F
dx @y = 0
0

1 + ln x + 1 + ln y = const:
2x
2y





exp 21y = const:

(6)
Formula (6) shows that if x and y are not too small
then xy const, i.e. the relation between x and y is
similar to that in a Pareto distribution.
Now assume that the segment
0 1] is divided into k
equal intervals by the range of the membership function . If

xy exp 21x

1 = 1 > 2 > : : : > = k1

then the number of fuzzy elements in X , that is
k

n~ =

X
k

i=1

n

i

is maximal. The following estimation can be obtained

n~ n + ln k k:
If n k ln k (as in Theorem 2) then
n~ n 1 + k1 ln1k :
For example if n = 100 then k = 30 and n~ 74.

References

1] A.
Shiryaev
(1998).
The
Fundamentals of Stochastic Financial Mathematics.
Phasis, Moscow, 1998, 1018 pp.

2] Yu. Shreider, A. Sharov (1982). Systems and

Models. Radio and Communications, Moscow,
1982, 152 pp.