Related papers: Cubature rules and expected value of some complex …
Using the spectral resolution of the multiplication operator on the Schwartz class of $L^2(\mathbb{R},\mathbb{C})$, we compute the characteristic function of the cube of a Gaussian random variable.
We consider a sequence of composite bivariate Bernstein operators and the cubature formula associated with them. The upper bounds for the remainder term of the cubature formula are described in terms of moduli of continuity of order two.…
We determine the expected curvature polynomial of random real projective varieties given as the zero set of independent random polynomials with Gaussian distribution, whose distribution is invariant under the action of the orthogonal group.…
This essay advocates the view that any problem that has a meaningful empirical content, can be formulated in constructive, more definitely, finite terms. We consider combinatorial models of dynamical systems and approaches to statistical…
We develop a systematic approach to quantum probability as a theory of rational betting in quantum gambles. In these games of chance the agent is betting in advance on the outcomes of several (finitely many) incompatible measurements. One…
Several cubature formulas on the cubic domains are derived using the discrete Fourier analysis associated with lattice tiling, as developed in \cite{LSX}. The main results consist of a new derivation of the Gaussian type cubature for the…
The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…
A new type of quadrature is developed. The Gaussian quadrature, for a given measure, finds optimal values of a function's argument (nodes) and the corresponding weights. In contrast, the Lebesgue quadrature developed in this paper, finds…
Probabilistic description of results of measurements and its consequences for understanding quantum mechanics are discussed. It is shown that the basic mathematical structure of quantum mechanics like the probability amplitudes, Born rule,…
The classic model of computable randomness considers martingales that take real or rational values. Recent work by Bienvenu et al. (2012) and Teutsch (2014) shows that fundamental features of the classic model change when the martingales…
We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…
Simulation studies are used to understand the properties of statistical methods. A key luxury in many simulation studies is knowledge of the true value (i.e. the estimand) being targeted. With this oracle knowledge in-hand, the researcher…
A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…
We introduce a general theory of epistemic random fuzzy sets for reasoning with fuzzy or crisp evidence. This framework generalizes both the Dempster-Shafer theory of belief functions, and possibility theory. Independent epistemic random…
Node elimination is a numerical approach to obtain cubature rules for the approximation of multivariate integrals. Beginning with a known cubature rule, nodes are selected for elimination, and a new, more efficient rule is constructed by…
If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…
The problem is sequence prediction in the following setting. A sequence $x_1,...,x_n,...$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, it is required…
It is shown how, given a "probability data table" for a quantum or classical system, the representation of states and measurement outcomes as vectors in a real vector space follows in a natural way. Some properties of the resulting sets of…
Physics is based on probabilities as fundamental entities of a mathematical description. Expectation values of observables are computed according to the classical statistical rule. The overall probability distribution for one world covers…
In decision theory an act is a function from a set of conditions to the set of real numbers. The set of conditions is a partition in some algebra of events. The expected value of an act can be calculated when a probability measure is given.…