Related papers: Remarks on the tail order on moment sequences
The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…
We consider the notions of agreement, diversity, and polarization in ordinal elections (that is, in elections where voters rank the candidates). While (computational) social choice offers good measures of agreement between the voters, such…
This paper investigates the impact of distributional uncertainty on key risk measures under the partial knowledge of underlying distributions characterized by their first two moments and shape information (specifically symmetry and/or…
We investigate properties of the class of compact spaces on which every regular Borel measure is separable. This class will be referred to as MS. We discuss some closure properties of MS, and show that some simply defined compact spaces,…
We study some special classes of piecewise continuous maps on a finite smooth partition of a compact manifold and look for invariant measures for such maps. We show that in the simplest one-dimensional case (so-called interval translation…
Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…
Partial orders are used extensively for modeling and analyzing concurrent computations. In this paper, we define two properties of partially ordered sets: width-extensibility and interleaving-consistency, and show that a partial order can…
This paper presents a simple generalization of causal consistency suited to any object defined by a sequential specification. As causality is captured by a partial order on the set of operations issued by the processes on shared objects…
An attempt is made to find a comprehensive mathematical framework in which to investigate the problems of well-posedness and asymptotic analysis for fully nonlinear evolutionary game theoretic models. The model should be rich enough to…
Let $\mu$ be a given Borel measure on $\K\subseteq\R^n$ and let $y=(y_\alpha)$, $\alpha\in\N^n$, be a given sequence. We provide several conditions linking $y$ and the moment sequence $z=(z_\alpha)$ of $\mu$, for $y$ to be the moment…
In this note we study countable subgroups of the full group of a measure preserving equivalence relation. We provide various constraints on the group structure, the nature of the action, and on the measure of fixed point sets, that imply…
It is often desirable to summarise a probability measure on a space $X$ in terms of a mode, or MAP estimator, i.e.\ a point of maximum probability. Such points can be rigorously defined using masses of metric balls in the small-radius…
In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state variable and an action variable which is restricted to be…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
In this paper, we give an alternative proof of the fact that, when compounding a nonnegative probability distribution, convex ordering between the distributions of the number of summands implies convex ordering between the resulting…
Some aspects of basic category theory are developed in a finitely complete category $\C$, endowed with two factorization systems which determine the same discrete objects and are linked by a simple reciprocal stability law. Resting on this…
Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…
In this paper non-asymptotic moment estimates are derived for tail of distribution for discrete time polynomial martingale by means of martingale differences as a rule in the terms of unconditional and unconditional relative moments and…
For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…
Building on recent results regarding symmetric probabilistic constructions of countable structures, we provide a method for constructing probability measures, concentrated on certain classes of countably infinite structures, that are…