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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

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

MAT263 – Probability Theory [PDF]

open access: yes, 2022
Second Semester Examination 2021/2022 Academic Session July 2022 MAT263 – Probability Theory Duration : 2 ...
PPSM, Pusat Pengajian Sains Matematik
core  

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

Adaptive Service Migration in Hybrid MEC–Cloud Environments: A Queueing-Theoretic Framework for Split-User Offloading

open access: yesFuture Internet
Resource-constrained Multi-Access Edge Computing (MEC) nodes cannot fully replace cloud infrastructure, yet existing service placement models treat edge hosting as an all-or-nothing decision.
Anna Kushchazli   +4 more
doaj   +1 more source

An Analysis of Implied Volatility, Sensitivity, and Calibration of the Kennedy Model

open access: yesMathematics
The Kennedy model provides a flexible and mathematically consistent framework for modeling the term structure of interest rates, leveraging Gaussian random fields to capture the dynamics of forward rates.
Dalma Tóth-Lakits   +2 more
doaj   +1 more source

Dynamic Topology Reconfiguration for Energy-Efficient Operation in 5G NR IAB Systems

open access: yesFuture Internet
The utilization of high millimeter wave (mmWave, 30–100 GHz) in 5G New Radio (NR) systems and sub-terahertz (sub-THz, 100–300 GHz) in future 6G requires dense deployments of base stations (BSs) to provide uninterrupted connectivity to the users.
Vitalii Beschastnyi   +5 more
doaj   +1 more source

On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations

open access: yesAustrian Journal of Statistics, 2014
We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process.
Yuliya Mishura, Kostiantyn Ralchenko
doaj   +1 more source

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

Dynamic SNR, Spectral Efficiency, and Rate Characterization in 5G/6G mmWave/sub-THz Systems with Macro- and Micro-Mobilities

open access: yesFuture Internet
The performance of 5G/6G cellular systems operating in millimeter wave (mmWave, 30–100 GHz) and sub-terahertz (sub-THz, 100–300 GHz) bands is conventionally assessed by utilizing the static distributions of user locations.
Darya Ostrikova   +5 more
doaj   +1 more source

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