Results 11 to 20 of about 2,906,323 (237)

The Lerch zeta-function with algebraic irrational parameter

Lietuvos Matematikos Rinkinys, 2009
In this note, we present probabilisticlimit theorems on the complex plane as well as in functional spaces for the Lerch zeta-function with algebraic irrational parameter.
Danutė Genienė
doaj   +1 more source

On the Structure of General Mean-Variance Hedging Strategies [PDF]

, 2007
We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure $P^{\star}$ which turns the dynamic asset allocation problem into a myopic one.
Kallsen, Jan, Černý, Aleš
core   +2 more sources

MATRIX POWER MEANS AND PÓLYA--SZEGÖ TYPE INEQUALITIES [PDF]

Surveys in Mathematics and its Applications, 2020
t has been shown that if μ is a compactly supported probability measure on Mn+, then for every unit vector η∈ℂn, there exists a compactly supported probability measure (denoted by on ℝ+ so that the inequality ≤ Pt() (t∈(0,1]) holds. In particular,
Mohsen Kian , Fatemeh Rashid
doaj  

The existence of an inverse limit of inverse system of measure spaces - a purely measurable case [PDF]

, 2009
The existence of an inverse limit of an inverse system of (probability) measure spaces has been investigated since the very beginning of the birth of the modern probability theory.
A. Brandenburger, A. Heifetz, A. Heifetz, D. J. Mallory, H. Millington, J. F. Mertens, J. Harsányi, J. R. Choksi, M. Metivier, M. Pintér, M. Pintér, N. Bourbaki, R. J. Aumann   +12 more
core   +1 more source

On the Problem of Computing the Probability of Regular Sets of Trees [PDF]

, 2015
We consider the problem of computing the probability of regular languages of infinite trees with respect to the natural coin-flipping measure. We propose an algorithm which computes the probability of languages recognizable by \emph{game automata}.
Michalewski, Henryk, Mio, Matteo
core   +5 more sources

A Joint Limit Theorem for Laplace Transforms of the Riemann Zeta–Function

Nonlinear Analysis, 2007
In the paper, a joint limit theorem in the sense of weak convergence of probability measures on the complex plane for Laplace transforms of the Riemann zetafunction is obtained.
A. Laurinčikas
doaj   +1 more source

On euclidean manifolds being a subspace of the space of probability measures with finite supports to a certain infinite compact set of dimension zero

Вестник Самарского университета: Естественнонаучная серия, 2023
In this short communication we prove that the subspace Pn,n−1(X)of all probability measures P(X), whose supports consist of exactly n points is an (n−1)-dimensional topological manifold.
Mikhail V. Dolgopolov, Tursunboy F. Zhuraev   +1 more
doaj   +1 more source

Fractional Probability Measure and Its Properties [PDF]

Journal of Sciences, Islamic Republic of Iran, 2010
Based on recent studies by Guy Jumarie [1] which defines probability density of fractional order and fractional moments by using fractional calculus (fractional derivatives and fractional integration), this study expands the concept of probability ...
H Mostafaee
doaj  

A two-dimensional limit discrete theorem for Mellin transforms of the Riemann zeta-function

Lietuvos Matematikos Rinkinys, 2007
In the paper two-dimensional limit theorem for the modified Mellin transform of the Riemann zeta-function is obtained.
Violeta Balinskaitė
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A two-dimensional limit theorem for Lerch zeta-functions. II

Lietuvos Matematikos Rinkinys, 2011
We prove a two-dimensional limit theorem for Lerch zeta-functions with transcendental and rational parameters.
Danutė Regina Genienė
doaj   +1 more source