Results 11 to 20 of about 137,560 (316)
On relation between one multiple and a corresponding one-dimensional integral with applications [PDF]
Yugoslav Journal of Operations Research, 2018 For a given finite positive measure on an interval I ⊆ R, a multiple stochastic integral of a Volterra kernel with respect to a product of a corresponding Gaussian orthogonal stochastic measure is introduced.
Bajić Tatjana
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Stochastically Stable Quenched Measures [PDF]
Journal of Statistical Physics, 2004 We analyze a class of stochastically stable quenched measures. We prove that stochastic stability is fully characterized by an infinite family of zero average polynomials in the covariance matrix entries.
Alessandra Bianchi +2 more
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Multi-Agent Based Stochastic Dynamical Model to Measure Community Resilience
Journal of Social Computing, 2022 Emergency services and utilities need appropriate planning tools to analyze and improve infrastructure and community resilience to disasters. Recognized as a key metric of community resilience is the social well-being of a community during a disaster ...
Jaber Valinejad +2 more
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Majorization and semidoubly stochastic operators on L 1 ( X ) $L^{1}(X)$
Journal of Inequalities and Applications, 2023 This paper is devoted to a study of majorization based on semidoubly stochastic operators (denoted by S D ( L 1 ) $S\mathcal{D}(L^{1})$ ) on L 1 ( X ) $L^{1}(X)$ when X is a σ-finite measure space.
Seyed Mahmoud Manjegani, Shirin Moein
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Supports of doubly stochastic measures [PDF]
Bernoulli, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hestir, Kevin, Williams, Stanley C.
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Journal of Modern Power Systems and Clean Energy, 2022 This study proposes a statistical measure and a stochastic optimization model for generating risk-seeking wind power offering strategies in electricity markets. Inspired by the value at risk (VaR) to quantify risks in the worst-case scenarios of a profit
Dongliang Xiao +3 more
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Measurability Theorems for Stochastic Extremals [PDF]
SIAM Journal on Control, 1975 Measurability of the optimal value is proved for a rather general class of parametric optimization problems. The class considered includes in particular the stochastic convex programs. The measurability of the optimal solutions is discussed for a special case.
Kall, Peter, Oettli, Werner
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A stochastic measure for eternal inflation [PDF]
Journal of Cosmology and Astroparticle Physics, 2007 We use the stochastic approach to investigate the measure for slow roll eternal inflation. The probability for the universe of a given Hubble radius can be calculated in this framework. In a solvable model, it is shown that the probability for the universe to evolve from a state with a smaller Hubble radius to that of a larger Hubble radius is ...
Li, Miao, Wang, Yi
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EXISTENCIA DE UNA MEDIDA INVARIANTE EN ALGUNAS ECUACIONES DE EVOLUCIÓN ESTOCÁSTICAS
Pesquimat, 2014 We study the stochastic process shaped with the solution of a stochastic evolution equation. We prove the theorem of the existence of a invariant measure in the Banach space of the values of the random variables, satisfying suitables hypothesis in the ...
Claudio Fernando Balcázar Huapaya
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Bayesian Decision Theory and Stochastic Independence [PDF]
Electronic Proceedings in Theoretical Computer Science, 2017 Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory.
Philippe Mongin
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