Results 11 to 20 of about 2,442,731 (210)
Quantum probability theory [PDF]
Studies in History and Philosophy of Science Part B: Studies in History and Philosophy of Modern Physics, 2007 28 pages, LaTeX, typos removed and some minor modifications for clarity and accuracy made.
Department of Philosophy, Logic and Scientific Method, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK ( host institution ) +2 more
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Poissonization Principle for a Class of Additive Statistics
Mathematics, 2022 In this paper, we consider a class of additive functionals of a finite or countable collection of the group frequencies of an empirical point process that corresponds to, at most, a countable partition of the sample space.
Igor Borisov, Maman Jetpisbaev
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Ruin probability in a risk model with variable premium intensity and risky investments [PDF]
Opuscula Mathematica, 2015 We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura +2 more
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Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes
Modern 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
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Gamblers Never Change their Habits
Austrian 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
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Risks, 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
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Conditioning in tropical probability theory [PDF]
, 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
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Constructor theory of probability [PDF]
Proceedings 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.
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Gaussian Volterra processes with power-type kernels. Part I
Modern 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
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Stability Estimates for Finite-Dimensional Distributions of Time-Inhomogeneous Markov Chains
Mathematics, 2020 This paper is devoted to the study of the stability of finite-dimensional distribution of time-inhomogeneous, discrete-time Markov chains on a general state space.
Vitaliy Golomoziy, Yuliya Mishura
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