Results 11 to 20 of about 3,135,129 (143)
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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Quantum Probability Theory [PDF]
, 2005 The mathematics of classical probability theory was subsumed into classical measure theory by Kolmogorov in 1933. Quantum theory as nonclassical probability theory was incorporated into the beginnings of noncommutative measure theory by von Neumann in ...
Redei, Miklos, Summers, Stephen J.
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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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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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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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Decision Trees with Soft Numbers [PDF]
International Journal of Circuits, Systems and Signal Processing
volume 15, 2021, 2022 In the classical probability in continuous random variables there is no distinguishing between the probability involving strict inequality and non strict inequality. Moreover a probability involves equality collapse to zero without distinguishing among the values that we would like that the random variable will have for comparison.
arxiv +1 more source
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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Quantum Theory of Probability and Decisions [PDF]
, 1999 The probabilistic predictions of quantum theory are conventionally obtained from a special probabilistic axiom. But that is unnecessary because all the practical consequences of such predictions follow from the remaining, non-probabilistic, axioms of ...
Centre For Quantum Computation +2 more
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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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