Related papers: Priscilla Greenwood: Queen of Probability
In this note we re-examine the analysis of the paper "On the martingale property of stochastic exponentials" by B. Wong and C.C. Heyde, Journal of Applied Probability, 41(3):654-664, 2004. Some counterexamples are presented and alternative…
This is a typeset version of Alan Turing's Second World War research paper \textit{The Applications of Probability to Cryptography}. A companion paper \textit{Paper on Statistics of Repetitions} is also available in typeset form from arXiv…
This book is a graduate-level introduction to probabilistic programming. It not only provides a thorough background for anyone wishing to use a probabilistic programming system, but also introduces the techniques needed to design and build…
Discussion of ``The William Kruskal Legacy: 1919--2005'' by Stephen E. Fienberg, Stephen M. Stigler and Judith M. Tanur [arXiv:0710.5063]
In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. The classical Greenwood statistic, extensively examined in…
Since their appearance in the 1950s, computational models capable of performing probabilistic choices have received wide attention and are nowadays pervasive in almost every areas of computer science. Their development was also inextricably…
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities.…
Highly personalysed and subjective review of studies of the equilibrium, pulsations and stability of stars with the first-order phase transition.
In the footsteps of the book \textit{Measure Theory and Integration By and For the Learner} of our series in Probability Theory and Statistics, we intended to devote a special volume of the very probabilistic aspects of the first cited…
Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…
We give an overview of several of the mathematical works of Gilles Lachaud and provide a historical context. This is interspersed with some personal anecdotes highlighting many facets of his personality.
This is an essay about understanding complexity science, via some peculiarities of the field, as a meeting place for a special kind of scientist. It comes out of my hobby of reading popular-science complex systems books, and builds on notes…
This is an article for a special edition of "European Review" with a focus on the topic "Causality".
Random variables and their distributions are a central part in many areas of statistical methods. The Distributions.jl package provides Julia users and developers tools for working with probability distributions, leveraging Julia features…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
Recent advances in statistical inference have significantly expanded the toolbox of probabilistic modeling. Historically, probabilistic modeling has been constrained to (i) very restricted model classes where exact or approximate…
The article is the translation of authors paper, printed earlier in inaccessible edition and devoted to the formulation of basic concepts of dynamic description of particles' statistic ensemble in a gravitational field. Later on, the…
This book is devoted to the problem of sequential probability forecasting, that is, predicting the probabilities of the next outcome of a growing sequence of observations given the past. This problem is considered in a very general setting…
I give some claims on primorial prime numbers for interested readers in number theory.
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…