Related papers: Subadditive stake systems
Binomial distributions capture the probabilities of `heads' outcomes when a (biased) coin is tossed multiple times. The coin may be identified with a distribution on the two-element set {0,1}, where the 1 outcome corresponds to `head'. One…
An active margin system for margin loans is proposed for Chinese margin lending market, which uses cash and randomly selected stock as collateral. The conditional probability of negative return(CPNR) after a forced sale of securities from…
Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…
A new version of Farkas lemma of alternative linear systems is proposed. One and the same matrix $A$ and vector $b$ have always been used in alternative linear systems. The paper shows a different way of alternative systems involving…
We suggest systems mining as the next step after process mining. Systems mining starts with a more careful investigation of runs, and constructs a detailed model of behavior, more subtle than classical process mining. The resulting model is…
This survey paper is aimed to describe a relatively new branch of symbolic dynamics which we call Arithmetic Dynamics. It deals with explicit arithmetic expansions of reals and vectors that have a "dynamical" sense. This means precisely…
Stablecoins have gained significant popularity recently, with their market cap rising to over $180 billion. However, recent events have raised concerns about their stability. In this paper, we classify stablecoins into four types based on…
For linear systems $Ax=b$ we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we develop weighting strategies that enable short recursive…
We introduce a geometric construction which relates to the pentagram map much in the way that a logarithmic spiral relates to a circle. After introducing the construction, we establish some basic geometric facts about it, and speculate on…
In this paper we introduce the idea of probability in the definition of Sequential Dynamical Systems, thus obtaining a new concept, Probabilistic Sequential System. The introduction of a probabilistic structure on Sequential Dynamical…
The procedure of tossing quantum coins and dice is described. This case is an important example of a quantum procedure because it presents a typical framework employed in quantum information processing and quantum computing. The emphasis is…
This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is…
We study substitutive systems generated by nonprimitive substitutions and show that transitive subsystems of substitutive systems are substitutive. As an application we obtain a complete characterisation of the sets of words that can appear…
Constrained Hamiltonian systems are investigated by using the Hamilton-Jacobi method. Integration of a set of equations of motion and the action function is discussed. It is shown that we have two types of integrable systems: a) ${\it…
Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…
This article develops a new mathematical method for holistic analysis of nonlinear dynamic compartmental systems through the system decomposition theory. The method is based on the novel dynamic system and subsystem partitioning…
New quantum entropic inequality for states of system of n >_ 1 qudits is obtained. The inequality has the form of quantum subadditivity condition of bipartite qudit system and coincides with this subadditivity condition for the system of…
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…
The present paper refers to the theory and the practice of the systems regarding non-linear systems and their applications. We aimed the integration of these systems to elaborate their response as well as to highlight some outstanding…
Semitoric systems are a special class of four-dimensional completely integrable systems where one of the first integrals generates an $\mathbb{S}^1$-action. They were classified by Pelayo & Vu Ngoc in terms of five symplectic invariants…