Results 31 to 40 of about 17,315 (139)
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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Envelopes of conditional probabilities extending a strategy and a prior probability [PDF]
, 2016 Any strategy and prior probability together are a coherent conditional probability that can be extended, generally not in a unique way, to a full conditional probability.
Petturiti, Davide, Vantaggi, Barbara
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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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Supermartingales as Radon-Nikodym densities and related measure extensions
, 2015 Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.Comment: Published ...
Perkowski, Nicolas, Ruf, Johannes
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Type space on a purely measurable parameter space [PDF]
, 2005 Several game theoretical topics require the analysis of hierarchical beliefs, particularly in incomplete information situations. For the problem of incomplete information, Hars´anyi suggested the concept of the type space.
Pintér, Miklós
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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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Convergence in measure under Finite Additivity [PDF]
, 2012 We investigate the possibility of replacing the topology of convergence in probability with convergence in $L^1$.
C Dellacherie +12 more
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Measure Recognition Problem [PDF]
, 2006 This is an article in mathematics, specifically in set theory. On the example of the Measure Recognition Problem (MRP) the article highlights the phenomenon of the utility of a multidisciplinary mathematical approach to a single mathematical problem, in ...
Cantor G +4 more
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Proof mining and probability theory
Forum of Mathematics, SigmaWe extend the theoretical framework of proof mining by establishing general logical metatheorems that allow for the extraction of the computational content of theorems with prima facie “noncomputational” proofs from probability theory, thereby unlocking ...
Morenikeji Neri, Nicholas Pischke
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