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All scientific interpretations of statistical outputs depend on background (auxiliary) assumptions that are rarely delineated or explicitly interrogated. These include not only the usual modeling assumptions, but also deeper assumptions…

Methodology · Statistics 2022-08-01 Sander Greenland , Zad Rafi , Robert Matthews , Megan Higgs

We develop the fundamental theorem of asset pricing in a probability-free infinite-dimensional setup. We replace the usual assumption of a prior probability by a certain continuity property in the state variable. Probabilities enter then…

General Finance · Quantitative Finance 2011-07-07 Frank Riedel

A mixingale is a stochastic process which combines properties of martingales and mixing sequences. McLeish introduced the term mixingale at the $4^{th}$ Conference on Stochastic Processes and Application, at York University, Toronto, 1974,…

Probability · Mathematics 2017-07-05 Wen-Chi Kuo , Jessica Joy Vardy , Bruce Alastair Watson

This paper shows how we can combine logical representations of actions and decision theory in such a manner that seems natural for both. In particular we assume an axiomatization of the domain in terms of situation calculus, using what is…

Artificial Intelligence · Computer Science 2013-02-18 David L. Poole

The idea of preserving conditional beliefs emerged recently as a new paradigm apt to guide the revision of epistemic states. Conditionals are substantially different from propositional beliefs and need specific treatment. In this paper, we…

Artificial Intelligence · Computer Science 2007-05-23 Gabriele Kern-Isberner

We introduce the notion of unbounded locally solid Riesz spaces, and investigate its fundamental properties.

Functional Analysis · Mathematics 2017-08-18 Zafer Ercan , Mehmet Vural

We define higher order infinitesimal noncommutative probability space and infinitesimal non-crossing cumulant functionals. In this framework, we generalize to higher order the notion of infinitesimal freeness, via a vanishing of mixed…

Operator Algebras · Mathematics 2010-09-14 Maxime Fevrier

As is well known absolute convergence and unconditional convergence for series are equivalent only in finite dimensional Banach spaces. Replacing the classical notion of absolutely summing operators by the notion of 1 summing operators \[…

Functional Analysis · Mathematics 2016-09-06 Marius Junge

The inferential model (IM) framework provides valid prior-free probabilistic inference by focusing on predicting unobserved auxiliary variables. But, efficient IM-based inference can be challenging when the auxiliary variable is of higher…

Statistics Theory · Mathematics 2015-01-20 Ryan Martin , Chuanhai Liu

Fractional order derivatives and integrals (differintegrals) are viewed from a frequency-domain perspective using the formalism of Riesz, providing a computational tool as well as a way to interpret the operations in the frequency domain.…

Computer Vision and Pattern Recognition · Computer Science 2014-05-09 William A. Sethares , Selçuk Ş. Bayın

The linear conditional expectation (LCE) provides a best linear (or rather, affine) estimate of the conditional expectation and hence plays an important r\^ole in approximate Bayesian inference, especially the Bayes linear approach. This…

Statistics Theory · Mathematics 2021-08-26 Ilja Klebanov , Björn Sprungk , T. J. Sullivan

The aim of this paper is to establish some metrical coincidence and common fixed point theorems with an arbitrary relation under an implicit contractive condition which is general enough to cover a multitude of well known contraction…

General Mathematics · Mathematics 2017-01-13 Md Ahmadullah , Mohammad Imdad , Mohammad Arif

Orthonormal systems in commutative $L_2$ spaces can be used to classify Banach spaces. When the system is complete and satisfies certain norm condition the unconditionality with respect to the system characterizes Hilbert spaces. As a…

Functional Analysis · Mathematics 2007-05-23 Hun Hee Lee

Following several papers in the prior literature, we study the relationship between order bounded operators, topologically bounded operators and topologically continuous operators. Our main contribution is two folded: (i) we provide a set…

Functional Analysis · Mathematics 2018-04-12 Liang Hong

This paper introduces an intermediary between conditional expectation and conditional sublinear expectation, called R-conditioning. The R-conditioning of a random-vector in $L^2$ is defined as the best $L^2$-estimate, given a…

Risk Management · Quantitative Finance 2019-10-29 Anastasis Kratsios

In this paper we study the $s$-dimensional Riesz transform of a finite measure $\mu$ in $\mathbf{R}^d$, with $s\in (d-1,d)$. We show that the boundedness of the Riesz transform of $\mu$ implies that a nonlinear potential of exponential type…

Analysis of PDEs · Mathematics 2012-10-10 Benjamin Jaye , Fedor Nazarov , Alexander Volberg

In the present paper the unconditional convergence and the invertibility of multipliers is investigated. Multipliers are operators created by (frame-like) analysis, multiplication by a fixed symbol, and resynthesis. Sufficient and/or…

Functional Analysis · Mathematics 2012-06-15 D. Stoeva , P. Balazs

For any class of operators which transform unary total functions in the set of natural numbers into functions of the same kind, we define what it means for a real function to be uniformly computable or conditionally computable with respect…

Logic · Mathematics 2013-10-23 Ivan Georgiev , Dimiter Skordev

In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated by the need to include unbounded measures. This note…

Probability · Mathematics 2019-07-30 Gunnar Taraldsen

In this paper, we consider conditions that a higher order derivative preserve in conditional expectation operator for a generic nonlinear random variable. Also, the paper introduces higher order derivatives of the Expected Shortfall for a…

Probability · Mathematics 2024-08-14 Battulga Gankhuu
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