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A Delay Performance Analysis and Wireless Resource Allocation Scheme Based on Martingale Theory [PDF]
SensorsStatistical 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 Convergence Theorem for the Conditional Intuitionistic Fuzzy Probability
Mathematics, 2020 For the first time, the concept of conditional probability on intuitionistic fuzzy sets was introduced by K. Lendelová. She defined the conditional intuitionistic fuzzy probability using a separating intuitionistic fuzzy probability.
Katarína Čunderlíková
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Martingales and the fixation time of evolutionary graphs with arbitrary dimensionality
Royal Society Open Science, 2022 Evolutionary graph theory (EGT) investigates the Moran birth–death process constrained by graphs. Its two principal goals are to find the fixation probability and time for some initial population of mutants on the graph.
Travis Monk, André van Schaik
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Journal of Function Spaces, 2022 In this paper, we introduce the generalized grand Morrey spaces in the framework of probability space setting in the spirit of the martingale theory and grand Morrey spaces.
Libo Li, Zhiwei Hao, Xinru Ding
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Evolution Strategies under the 1/5 Success Rule
Mathematics, 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
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International Journal of Mathematics for Industry, 2023 This paper studies the Gerber–Shiu function for the insurance surplus process with additional investment under the Bachelier model. The Gerber–Shiu function allows us to study the moments of the time of ruin, which is the first time that the surplus is ...
Sutipon Punaluek, Yuri Imamura
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Martingales and the characteristic functions of absorption time on bipartite graphs
Royal Society Open Science, 2021 Evolutionary graph theory investigates how spatial constraints affect processes that model evolutionary selection, e.g. the Moran process. Its principal goals are to find the fixation probability and the conditional distributions of fixation time, and ...
Travis Monk, André van Schaik
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Pricing without martingale measure [PDF]
ESAIM: Proceedings and SurveysFor several decades, the martingale measures have played a major role in financial asset pricing theory. In this paper, we propose an approach based on the conditional support of the asset price increments that avoids the technical diffilcuties arising ...
Baptiste Julien +2 more
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On using shadow prices in portfolio optimization with transaction costs [PDF]
, 2010 In frictionless markets, utility maximization problems are typically solved either by stochastic control or by martingale methods. Beginning with the seminal paper of Davis and Norman [Math. Oper. Res.
Kallsen, J., Muhle-Karbe, J.
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Multiobjective Lightning Flash Algorithm Design and Its Convergence Analysis via Martingale Theory
Complexity, 2020 In this paper, a novel multiobjective lightning flash algorithm (MOLFA) is proposed to solve the multiobjective optimization problem. The charge population state of the lightning flash algorithm is defined, and we prove that the charge population state ...
Jiandong Duan +3 more
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