Results 11 to 20 of about 6,691,496 (315)
Conditioning in Tropical Probability Theory [PDF]
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.
Rostislav Matveev, Jacobus W. Portegies
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Self-organized complexity and Coherent Infomax from the viewpoint of Jaynes’s probability theory [PDF]
This paper discusses concepts of self-organized complexity and the theory of Coherent Infomax in the light of Jaynes’s probability theory. Coherent Infomax, shows, in principle, how adaptively self-organized complexity can be preserved and improved by ...
Phillips, William A. +2 more
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The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17
We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular.
N. Miklós Arató, László Martinek
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Constructor theory of probability [PDF]
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. Generalizing and
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Poissonization Principle for a Class of Additive Statistics
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]
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]
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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Generalized basic probability assignments [PDF]
Dempster-Shafer theory allows to construct belief functions from (precise) basic probability assignments. The present paper extends this idea substantially.
Augustin, Thomas
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The quantum probability ranking principle for information retrieval [PDF]
While the Probability Ranking Principle for Information Retrieval provides the basis for formal models, it makes a very strong assumption regarding the dependence between documents.
Van Rijsbergen, C. +8 more
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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

