Results 11 to 20 of about 6,691,496 (315)

Conditioning in Tropical Probability Theory [PDF]

open access: yesEntropy, 2023
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
core   +7 more sources

Self-organized complexity and Coherent Infomax from the viewpoint of Jaynes’s probability theory [PDF]

open access: yes, 2012
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
core   +1 more source

The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17

open access: yesRisks, 2022
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
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. Generalizing and
openaire   +3 more sources

Poissonization Principle for a Class of Additive Statistics

open access: yesMathematics, 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
doaj   +1 more source

Ruin probability in a risk model with variable premium intensity and risky investments [PDF]

open access: yesOpuscula 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
doaj   +1 more source

Quantum probability theory [PDF]

open access: yesStudies 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
openaire   +3 more sources

Generalized basic probability assignments [PDF]

open access: yes, 2002
Dempster-Shafer theory allows to construct belief functions from (precise) basic probability assignments. The present paper extends this idea substantially.
Augustin, Thomas
core   +1 more source

The quantum probability ranking principle for information retrieval [PDF]

open access: yes, 2009
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
core   +3 more sources

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

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