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Spectral Properties of Effective Dynamics from Conditional Expectations [PDF]
Entropy, 2021 The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective equations is the ...
Feliks Nüske +3 more
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A closed-form expansion for the conditional expectations of the extended CIR process [PDF]
Heliyon, 2022 This paper derives a closed-form expansion for the conditional expectation of a continuous-time stochastic process, given by Vt,T:=e−∫tTg(vs)dsf(vT) for 0≤t≤T, where vt evolves according to the extended Cox-Ingersoll-Ross process, for any C∞ functions f ...
Sanae Rujivan, Nopporn Thamrongrat
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Conditional Expectations and Renormalization [PDF]
Multiscale Modeling and Simulation, 2003 18 pages, includes 5 ...
Alexandre J Chorin
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Tail Conditional Expectations Based on Kumaraswamy Dispersion Models
Mathematics, 2021 Recently, there seems to be an increasing amount of interest in the use of the tail conditional expectation (TCE) as a useful measure of risk associated with a production process, for example, in the measurement of risk associated with stock returns ...
Indranil Ghosh, Filipe J. Marques
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Convexity and Conditional Expectations
Annals of Probability, 1974 If a $n$-dimensional function is with probability one in a convex set, the same holds true for the conditional expectation (with respect to any sub-$\sigma$-field). An extreme point of this convex set can be assumed by the conditional expectation only if it is assumed by the original function and if this function is partially measurable with respect to
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Co-evolution of conditional cooperation and social norm
Scientific Reports, 2023 The co-evolution of conditional cooperation and social norms has garnered significant attention, yet the underlying mechanisms remain elusive. Social norms result from empirical expectations, individual expectations of group behavior, and normative ...
Balaraju Battu
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Further characterization based on conditional expectations: new and extended findings
Journal of Taibah University for Science, 2023 On the basis of conditional expectation of a random variable function, we present few characterization findings in this study. For a given function g, [Formula: see text], we present necessary and sufficient conditions for characterization results in ...
Ali. A. Al-Shomrani
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False beliefs can bootstrap cooperative communities through social norms
Evolutionary Human Sciences, 2021 Building cooperative communities is a crucial problem for human societies. Much research suggests that cooperation is facilitated by knowing who the cooperators and defectors are, and being able to respond accordingly.
Bryce Morsky, Erol Akçay
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Computation of Conditional Expectations with Guarantees
Journal of Scientific Computing, 2023 AbstractTheoretically, the conditional expectation of a square-integrable random variable Y given a d-dimensional random vector X can be obtained by minimizing the mean squared distance between Y and f(X) over all Borel measurable functions $$f :\mathbb {R}^d \rightarrow \mathbb {R}$$ f :
Patrick Cheridito, Balint Gersey
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Norm shifts under the strategy method [PDF]
Judgment and Decision Making, 2021 The strategy method is a powerful method for eliciting conditional cooperation in strategic interactions. Theoretically, players’ cooperation conditional on a specific level of others’ cooperation using the strategy method should be equal to their ...
Simon Columbus, Robert Böhm
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