Results 41 to 50 of about 49,053 (278)
Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm [PDF]
Science China Mathematics, 2016 30 pages.
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On expectation propagation for generalised, linear and mixed models [PDF]
, 2018 © 2018 Australian Statistical Publishing Association Inc. Published by John Wiley & Sons Australia Pty Ltd. Expectation propagation is a general approach to deterministic approximate Bayesian inference for graphical models, although its literature is ...
Andy S.I. Kim +3 more
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Variance analysis and linear contracts in agencies with distorted performance measures [PDF]
, 2007 This paper investigates the role of variance analysis procedures in aligning objectives under the condition of distorted performance measurement. A riskneutral agency with linear contracts is analyzed, whereby the agent receives postcontract, pre ...
Budde, Jörg
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A Law of the Iterated Logarithm for Sub-Linear Expectation Under a General Moment Condition
MathematicsIn this paper, we obtain the law of the iterated logarithm under a general moment condition with respect to sub-linear expectation. We present a novel proof by combining the exponential inequality with the subsequence method.
Xinrong Han, Cheng Hu
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Discrete and Continuous Dynamical Systems - B, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Elliott, Robert J., Siu, Tak Kuen
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Lindeberg’s central limit theorems for martingale like sequences under sub-linear expectations [PDF]
Science China Mathematics, 2020 The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes, especially stochastic integrals and differential equations. In this paper, general central limit theorems and functional central limit theorems are obtained for martingale like random variables under the sub-linear expectation.
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A complete convergence theorem of the maximum of partial sums under the sub-linear expectations
Filomat, 2022 Let {X,Xn; n ? 0} be a sequence of independent and identically distributed random variables in a sub-linear expectation space (?,H,?). We establish a complete convergence theorem of the maximum of partial sums max1?j?n |?j i=1 Xi| under optimal moment condition in a sub-linear expectation space.
Fengxiang Feng, Xiang Zeng
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On Characterizations of Conditional Expectation [PDF]
, 1973 In the following (Ω, α, μ) is a totally σ-finite measure space except where noted. For a sub-σ-algebra β ⊂ α, the conditional expectation E{f|β} off given β is a function measurable relative to β, such thatIn [5] R.G.Douglas proved, among other things ...
A. N. Al-Hussaini
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REM: International Engineering Journal, 2021 Non-linear geostatistical methods are known to deal appropriately with the geological and geometrical complexity of gold deposits. This article reports the results related to an investigation to improve the gold content estimate based on restricted ore ...
Bruno de Deus Afonseca +1 more
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Strassen’s Law of the Iterated Logarithm under Sub-linear Expectations
Acta Mathematica Sinica, English SeriesWe establish the Strassen's law of the iterated logarithm for independent and identically distributed random variables with $\hat{\mathbb{E}}[X_1]=\hat{\mathcal{E}}[X_1]=0$ and $C_{\mathbb{V}}[X_1^2]<\infty$ under sub-linear expectation space with a countably sub-additive capacity $\mathbb{V}$.
Gu, Wangyun, Zhang, Lixin
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