Related papers: Finitely additive equivalent martingale measures

We give simple necessary and sufficient conditions for the inclusion-exclusion identity to hold for an infinite countable number of sets. In terms of a random variable, whose range are nonnegative integers, this condition is equivalent to…

The aim of this paper is to extend probability theory from the classical to the product t-norm fuzzy logic setting. More precisely, we axiomatize a generalized notion of finitely additive probability for product logic formulas, called…

Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what…

In this paper, starting from a generalized coherent (i.e. avoiding uniform loss) intervalvalued probability assessment on a finite family of conditional events, we construct conditional probabilities with quasi additive classes of…

Let $\msp$ be a purely non-atomic measure space, and let $1 < p < \infty$. If $\weakLp\msp$ is isomorphic, as a Banach space, to $\weakLp\mspp$ for some purely atomic measure space $\mspp$, then there is a measurable partition $\Omega =…

Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is…

This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…

We prove that in a countable theory $T$ fully stable over a predicate $P$, any $\lam$-complete set $A$ has the $\lam$-existence property. This means that $A$ can be extended to a $\lam$-saturated model of $T$ without changing the $P$-part.…

For a probability distribution $P$ on an at most countable alphabet $\mathcal A$, this article gives finite sample bounds for the expected occupancy counts $\mathbb E K_{n,r}$ and probabilities $\mathbb E M_{n,r}$. Both upper and lower…

We show that for entire maps of the form $z \mapsto \lambda \exp(z)$ such that the orbit of zero is bounded and such that Lebesgue almost every point is transitive, no absolutely continuous invariant probability measure can exist. This…

Assume that we are given a filtration $(\mathscr F_n)$ on a probability space $(\Omega,\mathscr F,\mathbb P)$ of the form that each $\mathscr F_n$ is generated by the partition of one atom of $\mathscr F_{n-1}$ into two atoms of $\mathscr…

In this paper (propositional) probability logic ($PL$) is investigated from model theoretic point of view. First of all, the ultraproduct construction is adapted for $\sigma$-additive probability models, and subsequently when this class of…

We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on $\R$. The formula is given in terms of the $R$-transform of the first measure, and…

Let L contain only the equality symbol and let L^+ be an arbitrary finite symmetric relational language containing L . Suppose probabilities are defined on finite L^+ structures with ''edge probability'' n^{- alpha}. By T^alpha, the almost…

A maxitive measure is the analogue of a finitely additive measure or charge, in which the usual addition is replaced by the supremum operation. Contrarily to charges, maxitive measures often have a density. We show that maxitive measures…

We give sufficient conditions for a predicate P in a complete theory T to be stably embedded: P with its induced 0-definable structure has "finite rank", P has NIP in T and P is 1-stably embedded. This generalizes recent work by Hasson and…

Let $G$ be a countable infinite discrete amenable group.It should be noted that a $G$-system $(X,G)$ naturally induces a $G$-system $(\mathcal{M}(X),G)$, where $\mathcal{M}(X)$ denotes the space of Borel probability measures on the compact…

We show that for each countable simplicial complex P the following conditions are equivalent: (1) $P \in AE(X)$ iff $P \in AE(\beta X)$ for any space X; (2) There exists a P-invertible map of a metrizable compactum X with $P \in AE(X)$ onto…

We prove some results concerning the finitely additive, vector integral of Bochner and Pettis and their representation over a countably additive probability space. Applications to convergence of vector valued martingales and to the non…

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…