Related papers: A simple integral representation of single-event s…
The symmetric simple exclusion process (SEP), where diffusive particles cannot overtake each other, is a paradigmatic model of transport in the single-file geometry. In this model, the study of currents has attracted a lot of attention, but…
This note describes a way of obtaining e that differs from the standard one. It could be used as an alternate way of showing how the value of e is obtained. No attempt is made to show the existence of the limit in the definition of e that…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
We propose a statistical framework for quantifying the importance of single events that do not provide intermediate rewards but offer implicit incentives through the reward structure at the end of a multi-event contest. Applying the…
We show that, if an integer sequence is given by a linear recurrence of constant rational coefficients, then it can be represented as the difference of two arithmetic terms with exponentiation, which do not contain any irrational constant.…
Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical score such that a correct forecast achieves a minimal…
Scoring rules aggregate individual rankings by assigning some points to each position in each ranking such that the total sum of points provides the overall ranking of the alternatives. They are widely used in sports competitions consisting…
Simple Hamiltonian systems, such as mathematical pendulum or Euler equations for rigid body, are solved without computation. It is nothing but a joke but maybe you will find it nice.
It is informative to evaluate a forecaster's ability to predict outcomes that have a large impact on the forecast user. Although weighted scoring rules have become a well-established tool to achieve this, such scores have been studied…
For a single event with finitely many mutually exclusive outcomes, the full Kelly problem is to maximize expected log wealth over nonnegative stakes together with an optional cash position. The optimal formula is classical, but the…
In this paper, we propose new sequential estimation methods based on inclusion principle. The main idea is to reformulate the estimation problems as constructing sequential random intervals and use confidence sequences to control the…
We present statistics (S-statistics) based only on random variable (not random value) with a mean squared error of mean estimation as a concept of error.
We discuss the so-called "simplifying assumption" of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models. Some related test procedures based on…
The integrative analysis of multiple datasets is an important strategy in data analysis. It is increasingly popular in genomics, which enjoys a wealth of publicly available datasets that can be compared, contrasted, and combined in order to…
The calculation of one loop integrals at finite temperature requires the evaluation of certain series, which converge very slowly or can even be divergent. Here we review a new method, recently devised by the author, for obtaining…
We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…
The paper presents some models for the propensity score. Considerable attention is given to a recently popular, but relatively under-explored setting in causal inference where the no-interference assumption does not hold. We lay out some…
By adequate employing of complex event processing (CEP), valuable information can be extracted from the underlying complex system and used in controlling and decision situations. An example application area is management of IT systems for…
We characterize absence of arbitrage with simple trading strategies in a discounted market with a constant bond and several risky assets. We show that if there is a simple arbitrage, then there is a 0-admissible one or an obvious one, that…
This paper uses value functions to characterize the pure-strategy subgame-perfect equilibria of an arbitrary, possibly infinite-horizon game. It specifies the game's extensive form as a pentaform (Streufert 2023p, arXiv:2107.10801v4), which…