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A Noncommutative Probability Theory [PDF]

open access: yesTransactions of the American Mathematical Society, 1978
A noncommutative probability theory is developed in which no boundedness, finiteness, or “tracial” conditions are imposed. The underlying structure of the theory is a “probability algebra” ( a , ω ) (\mathcal {a},\omega ) where a \mathcal {a} is a ...
Robin L. Hudson, S. P. Gudder
openaire   +2 more sources

Conditioning in tropical probability theory [PDF]

open access: yes, 2019
We define a natural operation of conditioning of tropical diagrams of probability spaces and show that it is Lipschitz continuous with respect to the asymptotic entropy distance.Comment: 12 pages, V2 - updated ...
Matveev, Rostislav   +1 more
core   +2 more sources

Gamblers Never Change their Habits

open access: yesAustrian Journal of Statistics, 2016
In the game ‘6 out of 45’ the gambler has to guess 6 different numbers out of 45. These guesses are far from being uniformly distributed, instead gamblers prefer certain numbers and avoid others.
Karl Grill, Norbert Kusolitsch
doaj   +1 more source

General Conditions of Weak Convergence of Discrete-Time Multiplicative Scheme to Asset Price with Memory

open access: yesRisks, 2020
We present general conditions for the weak convergence of a discrete-time additive scheme to a stochastic process with memory in the space D [ 0 , T ] . Then we investigate the convergence of the related multiplicative scheme to a process that can
Yuliya Mishura   +2 more
doaj   +1 more source

Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes

open access: yesModern Stochastics: Theory and Applications, 2021
This paper investigates sample paths properties of φ-sub-Gaussian processes by means of entropy methods. Basing on a particular entropy integral, we treat the questions on continuity and the rate of growth of sample paths.
Olha Hopkalo, Lyudmyla Sakhno
doaj   +1 more source

Constructor theory of probability [PDF]

open access: yesProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2016
Unitary quantum theory, having no Born Rule, is non-probabilistic . Hence the notorious problem of reconciling it with the unpredictability and appearance of stochasticity in quantum measurements.
openaire   +4 more sources

The splitting process in free probability theory [PDF]

open access: yes, 2015
Free cumulants were introduced by Speicher as a proper analog of classical cumulants in Voiculescu's theory of free probability. The relation between free moments and free cumulants is usually described in terms of Moebius calculus over the lattice of ...
Ebrahimi-Fard, Kurusch, Patras, Frederic
core   +3 more sources

Gaussian Volterra processes with power-type kernels. Part I

open access: yesModern Stochastics: Theory and Applications, 2022
The stochastic process of the form \[ {X_{t}}={\int _{0}^{t}}{s^{\alpha }}\left({\int _{s}^{t}}{u^{\beta }}{(u-s)^{\gamma }}\hspace{0.1667em}du\right)\hspace{0.1667em}d{W_{s}}\] is considered, where W is a standard Wiener process, $\alpha >-\frac{1}{
Yuliya Mishura, Sergiy Shklyar
doaj   +1 more source

Harold Jeffreys's Theory of Probability Revisited

open access: yes, 2009
Published exactly seventy years ago, Jeffreys's Theory of Probability (1939) has had a unique impact on the Bayesian community and is now considered to be one of the main classics in Bayesian Statistics as well as the initiator of the objective Bayes ...
Bernardo, J. M.   +8 more
core   +7 more sources

Assessing schematic knowledge of introductory probability theory [PDF]

open access: yes, 2005
[Abstract]: The ability to identify schematic knowledge is an important goal for both assessment and instruction. In the current paper, schematic knowledge of statistical probability theory is explored from the declarative-procedural framework using ...
Birney, Damian P.   +2 more
core   +2 more sources

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