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A Delay Performance Analysis and Wireless Resource Allocation Scheme Based on Martingale Theory [PDF]
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
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Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging* [PDF]
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
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Estimating methods for quantile residual life regression model with censored length-biased data [PDF]
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
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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
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Martingale Transforms between Martingale Hardy-amalgam Spaces
We discuss martingale transforms between martingale Hardy-amalgam spaces Hp,qs,Qp,q and Pp,q.
Justice Sam Bansah
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Evolution Strategies under the 1/5 Success Rule
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
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On the martingale property of certain local martingales [PDF]
Appendix on local time of diffusions added; 27 pages, 1 figure; to appear in ...
Mijatovic, A, Urusov, M
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ON (sub- super) asymptotic martingales
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
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The Probability Flow in the Stock Market and Spontaneous Symmetry Breaking in Quantum Finance
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
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Corrected several typos, improved formulations. Accepted by Electronic Communications in Probability; Electronic Communications in Probability, 2012, Volume 17, Issue ...
Perkowski, Nicolas, Ruf, Johannes
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