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A Delay Performance Analysis and Wireless Resource Allocation Scheme Based on Martingale Theory [PDF]

open access: yesSensors
Statistical delay quality of service (QoS) provisioning is crucial for ultra-reliable low-latency communications (URLLCs). In this paper, a precise delay performance analysis framework is proposed based on martingale theory and a wireless resource ...
Baozhu Yu, Ziyang Jiao, Shuheng Xu
doaj   +2 more sources

Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging* [PDF]

open access: yesESAIM: Proceedings and Surveys, 2014
In the recent literature, martingale inequalities have been emphasized to be induced by pathwise inequalities independently of any reference probability measure on the paths space.
Touzi Nizar
doaj   +2 more sources

Estimating methods for quantile residual life regression model with censored length-biased data [PDF]

open access: yesScientific Reports
So far, compared with quantile regression models, there has been relatively little research work done on quantile residual life regression models. The main purpose of this paper is to make statistical inference for quantile residual life regression model
Hongping Wu, Jie Rui
doaj   +2 more sources

Dispersal and seasonal movements of Pacific halibut (Hippoglossus stenolepis) in the eastern Bering Sea and Aleutian Islands, as inferred from satellite-transmitting archival tags

open access: yesAnimal Biotelemetry, 2022
Background Understanding connectivity is critical to the management of exploited fish stocks, but migratory dynamics of Pacific halibut (Hippoglossus stenolepis) in the Bering Sea and Aleutian Islands region are not well-understood. In the current study,
Timothy Loher
doaj   +1 more source

Martingale Transforms between Martingale Hardy-amalgam Spaces

open access: yesAbstract and Applied Analysis, 2021
We discuss martingale transforms between martingale Hardy-amalgam spaces Hp,qs,Qp,q and Pp,q.
Justice Sam Bansah
doaj   +1 more source

Evolution Strategies under the 1/5 Success Rule

open access: yesMathematics, 2022
For large space dimensions, the log-linear convergence of the elitist evolution strategy with a 1/5 success rule on the sphere fitness function has been observed, experimentally, from the very beginning.
Alexandru Agapie
doaj   +1 more source

On the martingale property of certain local martingales [PDF]

open access: yesProbability Theory and Related Fields, 2010
Appendix on local time of diffusions added; 27 pages, 1 figure; to appear in ...
Mijatovic, A, Urusov, M
openaire   +4 more sources

ON (sub- super) asymptotic martingales

open access: yesTikrit Journal of Pure Science, 2020
In this paper we intoduce a new class of definitions (sub - super) asymptotic martingale through the concept of asymptotic martingale. we investigate and prove some properties of asymptotic martingale and (sub - super) asymptotic martingale .
Hassan H- Ebrahem, Juwan Abbas-Ali
doaj   +1 more source

The Probability Flow in the Stock Market and Spontaneous Symmetry Breaking in Quantum Finance

open access: yesMathematics, 2021
The spontaneous symmetry breaking phenomena applied to Quantum Finance considers that the martingale state in the stock market corresponds to a ground (vacuum) state if we express the financial equations in the Hamiltonian form. The original analysis for
Ivan Arraut   +2 more
doaj   +1 more source

Conditioned martingales

open access: yesElectronic Communications in Probability, 2012
Corrected several typos, improved formulations. Accepted by Electronic Communications in Probability; Electronic Communications in Probability, 2012, Volume 17, Issue ...
Perkowski, Nicolas, Ruf, Johannes
openaire   +4 more sources

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