Related papers: A.Ya. Khintchine's Work in Probability Theory

In this work, we propose a simplification of the Pollaczek-Khinchine formula for the ultimate time survival (or ruin) probability calculation in exchange for a few assumptions on the random variables which generate the renewal risk model.…

These are lecture notes written at the University of Zurich during spring 2014 and spring 2015. The first part of the notes gives an introduction to probability theory. It explains the notion of random events and random variables,…

We reminisce and discuss applications of algorithmic probability to a wide range of problems in artificial intelligence, philosophy and technological society. We propose that Solomonoff has effectively axiomatized the field of artificial…

In the limit of large quantum excitations, the classical and quantum probability distributions for a Schr\"odinger equation can be compared by using the corresponding WKBJ solutions whose rapid oscillations are averaged. This result is…

Referring to quantum mechanics, Einstein used to say "The old one does not play dice." And this is true since the probability of quantum mechanics is not the classical probability of games such as dice. Historically this was the first…

Probability distributions defined on the half space are known to be quite different from those in the full space. Here, a nonextensive entropic treatment is presented for the half space in an analytic and self-consistent way. In this…

This Bachelor's thesis, written in Russian, is devoted to a relatively new direction in the field of machine learning and artificial intelligence, namely probabilistic programming. The thesis gives a brief overview to the already existing…

We study the problem of identifying a probability distribution for some given randomly sampled data in the limit, in the context of algorithmic learning theory as proposed recently by Vinanyi and Chater. We show that there exists a…

We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical L\'evy case studied by Erickson and Maller we have to distinguish between almost sure…

In "IP-sets and polynomial recurrence", Bergelson, Furstenberg, and McCutcheon established the following far reaching extension of Khintchine's recurrence theorem: For any invertible probability preserving system $(X,\mathcal A,\mu,T)$, any…

The one-particle distribution function is of importance both in non-relativistic and relativistic statistical physics. In the relativistic framework, Lorentz invariance is possibly its most fundamental property. The present article on the…

We represent the product of two correlated normal random variables, and more generally the sum of independent copies of such random variables, as a difference of two independent noncentral chi-square random variables (which we refer to as…

In his 1960 paper, Schmidt studied a quantitative type of Khintchine-Groshev theorem for general (higher) dimensions. Recently, a new proof of the theorem was found, which made it possible to relax the dimensional constraint and more…

The book is devoted to the study of the field of application of the method, which arose from the concept of the Lindenbaum matrix by A. Lindenbaum and the Lindenbaum theorem, within the framework of the concept of a consequence relation by…

We discuss possible discretizations of complex analysis and some of their applications to probability and mathematical physics, following our recent work with Dmitry Chelkak, Hugo Duminil-Copin and Cl\'ement Hongler.

This is a brief overview of researches of Dmitry Petrovich Zhelobenko (1934--2006). He is the best known for his book "Compact Lie groups and their representations" and for the classification of all irreducible representations of complex…

We study quantum algorithms working on classical probability distributions. We formulate four different models for accessing a classical probability distribution on a quantum computer, which are derived from previous work on the topic, and…

This expository note describes how to apply the method of maximum likelihood to estimate the parameters of the ``$q$-exponential'' distributions introduced by Tsallis and collaborators. It also describes the relationship of these…

Historically, probability theory has been studied for a long time, and Kolmogorov, Levy Ito Kiyoshi, and others have mathematically developed modern probability in conjunction with measurement theory. On the other hand, commutative algebra…

We give an overview and conceptual discussion of some of our results on contextuality and non-locality. We focus in particular on connections with the work of Itamar Pitowsky on correlation polytopes, Bell inequalities, and Boole's…