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The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submartingales. We also extend the stochastic…
We study the parameter estimation problem in mixture models with observational nonidentifiability: the full model (also containing hidden variables) is identifiable, but the marginal (observed) model is not. Hence global maxima of the…
The Principle of Complementarity of Probabilities based on of noncommutative probability is introduced.
The paper deals with the order statistics and empirical mathematical expectation (which is also called the estimate of mathematical expectation in the literature) in the case of infinitely increasing random variables. The Kolmogorov concept…
We introduce a notion of algorithmic randomness for algebraic fields. We prove the existence of a continuum of algebraic extensions of $\mathbb{Q}$ that are random according to our definition. We show that there are noncomputable algebraic…
In this review article we present different formal frameworks for the description of generalized probabilities in statistical theories. We discuss the particular cases of probabilities appearing in classical and quantum mechanics, possible…
We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…
Diagonalization in the spirit of Cantor's diagonal arguments is a widely used tool in theoretical computer sciences to obtain structural results about computational problems and complexity classes by indirect proofs. The Uniform…
After Bayes, the oldest Bayesian account of enumerative induction is given by Laplace's so-called rule of succession: if all $n$ observed instances of a phenomenon to date exhibit a given character, the probability that the next instance of…
A probabilistic propositional logic, endowed with an epistemic component for asserting (non-)compatibility of diagonizable and bounded observables, is presented and illustrated for reasoning about the random results of projective…
This paper presents an investigation on the structure of conditional events and on the probability measures which arise naturally in this context. In particular we introduce a construction which defines a (finite) {\em Boolean algebra of…
Can a probabilistic gambler get arbitrarily rich when all deterministic gamblers fail? We study this problem in the context of algorithmic randomness, introducing a new notion -- almost everywhere computable randomness. A binary sequence…
This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…
Generalised Probabilistic Theories (GPTs) provide a unifying framework encompassing classical theories, quantum theories, as well as hypothetical alternatives. We investigate the problem of extending a system with a finite set of…
From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…
We give an extension of de Finetti's concept of coherence to unbounded (but real-valued) random variables that allows for gambling in the presence of infinite previsions. We present a finitely additive extension of the Daniell integral to…
Bertrand's paradox is a famous problem of probability theory, pointing to a possible inconsistency in Laplace's principle of insufficient reason. In this article we show that Bertrand's paradox contains two different problems: an "easy"…
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…
The aim of this article is to promote the use of probabilistic methods in the study of problems in mathematical general relativity. Two new and simple singularity theorems, whose features are different from the classical singularity…
We prove game-theoretic generalizations of some well known zero-one laws. Our proofs make the martingales behind the laws explicit, and our results illustrate how martingale arguments can have implications going beyond measure-theoretic…