Results 31 to 40 of about 23,097 (257)
Convergence in measure under finite additivity [PDF]
Sankhya A, 2013 We investigate the possibility of replacing the topology of convergence in probability with convergence in $L^1$. A characterization of continuous linear functionals on the space of measurable functions is also obtained.
openaire +3 more sources
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 [PDF]
, 1993 This note discusses some mathematical misunderstandings about Savage (1954). It is shown that in his model the probability measure cannot be countably additive, that the set of events must be a σ-algebra and not just an algebra, that Savage did not ...
Wakker, P.P. (Peter)
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Uniquely determined uniform probability on the natural numbers [PDF]
, 2015 In this paper, we address the problem of constructing a uniform probability measure on $\mathbb{N}$. Of course, this is not possible within the bounds of the Kolmogorov axioms and we have to violate at least one axiom.
Kerkvliet, Timber, Meester, Ronald
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Beyond cash-additive risk measures: when changing the num\'{e}raire fails [PDF]
, 2013 We discuss risk measures representing the minimum amount of capital a financial institution needs to raise and invest in a pre-specified eligible asset to ensure it is adequately capitalized.
Farkas, Walter +2 more
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On maximal measures with respect to a lattice
International Journal of Mathematics and Mathematical Sciences, 1991 Outer measures are used to obtain measures that are maximal with respect to a normal lattice. Alternate proofs are then given extending the measure theoretic characterizations of a normal lattice to an arbitrary, non-negative finitely additive measure on
James Camacho
doaj +1 more source
The Moment Problem for Finitely Additive Probabilities [PDF]
, 2008 We study the moment problem for finitely additive probabilities and show that the information provided by the moments is equivalent to the one given by the associated lower and upper distribution ...
De Cooman, Gert +2 more
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Measures on coallocation and normal lattices
International Journal of Mathematics and Mathematical Sciences, 1992 Let ℒ1 and ℒ2 be lattices of subsets of a nonempty set X. Suppose ℒ2 coallocates ℒ1 and ℒ1 is a subset of ℒ2. We show that any ℒ1-regular finitely additive measure on the algebra generated by ℒ1 can be uniquely extended to an ℒ2-regular measure on the ...
Jack-Kang Chan
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The Kullback–Leibler Information Function for Infinite Measures
Entropy, 2016 In this paper, we introduce the Kullback–Leibler information function ρ ( ν , μ ) and prove the local large deviation principle for σ-finite measures μ and finitely additive probability measures ν.
Victor Bakhtin, Edvard Sokal
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, 2016 A functional is said to be maxitive if it commutes with the (pointwise) supremum operation. Such functionals find application in particular in decision theory and related fields.
Cattaneo, Marco E. G. V.
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, 2017 We present a necessary and sufficient condition for a Boolean algebra to carry a finitely additive ...
Jech, Thomas
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