Related papers: Pitowsky's Kolmogorovian models and Super-Determin…
The Kolmogorov axioms for probability functions are placed in the context of signed meadows. A completeness theorem is stated and proven for the resulting equational theory of probability calculus. Elementary definitions of probability…
We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…
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…
While Kolmogorov's probability axioms are widely recognized, it is less well known that in an often-overlooked 1930 note, Kolmogorov proposed an axiomatic framework for a unifying concept of the mean -- referred to as regular means. This…
Classical versions of Kolmogorov complexity are incomputable. Nevertheless, in 1975 Solovay showed that there are computable functions $f > K+O(1)$ such that for infinitely many strings $\sigma$, $f(\sigma)=K(\sigma)+O(1)$, where $K$…
The applications of techniques from statistical (and classical) mechanics to model interesting problems in economics and finance has produced valuable results. The principal movement which has steered this research direction is known under…
Uncertainty in economics still poses some fundamental problems illustrated, e.g., by the Allais and Ellsberg paradoxes. To overcome these difficulties, economists have introduced an interesting distinction between 'risk' and 'ambiguity'…
Unexpectedness is a central concept in Simplicity Theory, a theory of cognition relating various inferential processes to the computation of Kolmogorov complexities, rather than probabilities. Its predictive power has been confirmed by…
We study functional stochastic differential equations with a locally unbounded, functional drift focusing on well-posedness, stability and the strong Feller property. Following the non-functional case, we only consider integrability…
R. Duncan Luce once mentioned in a conversation that he did not consider Kolmogorov's probability theory well-constructed because it treats stochastic independence as a "numerical accident," while it should be treated as a fundamental…
The crucial but very confidential fact is brought into evidence that, as Kolmogorov himself repeatedly claimed, the mathematical theory of probabilities cannot be applied to physical, factual probabilistic situations because the factual…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
In his first 1941 paper Kolmogorov assumed that the velocity has increments which are homogeneous and independent of the velocity at a suitable reference point. This assumption of local homogeneity is consistent with the nonlinear dynamics…
The concept of convex compactness, weaker than the classical notion of compactness, is introduced and discussed. It is shown that a large class of convex subsets of topological vector spaces shares this property and that is can be used in…
We compare the classical Kolmogorov and quantum probability models. We show that the gap between these model is not so huge as it was commonly believed. The main structures of quantum theory (interference of probabilities, Born's rule,…
The pseudo-fermion representation for $S=1/2$ quantum spins introduces unphysical states in the Hilbert space which can be projected out using the Popov-Fedotov trick. However, state-of-the-art implementation of the functional…
About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…
By formulating the axioms of quantum mechanics, von Neumann also laid the foundations of a "quantum probability theory". As such, it is regarded a generalization of the "classical probability theory" due to Kolmogorov. Outside of quantum…
We discuss the problem of hidden variables and the motivation for introducting them in quantum mechanics. These include determinism, and the problem of meassurement and incompleteness. We first discuss Von-Neumann's imposisbility proof and…
The purpose of this article is to formulate a number of probabilistic hidden-variable theorems, to provide proofs in some cases, and counterexamples to some conjectured relationships. The first theorem is the fundamental one. It asserts the…