Related papers: Utility-Probability Duality
Likelihood functions are ubiquitous in data analyses at the LHC and elsewhere in particle physics. Partly because "probability" and "likelihood" are virtual synonyms in everyday English, but crucially distinct in data analysis, there is…
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…
The 'pretzelosity' distribution is discussed. Theoretical properties, model results, and perspectives to access experimental information on this leading twist, transverse momentum dependent parton distribution function are reviewed. Its…
We consider an agent interacting with an unknown environment. The environment is a function which maps natural numbers to natural numbers; the agent's set of hypotheses about the environment contains all such functions which are computable…
We consider the robust utility maximization using a static holding in derivatives and a dynamic holding in the stock. There is no fixed model for the price of the stock but we consider a set of probability measures (models) which are not…
This is an introduction to some of the most probabilistic aspects of free probability theory.
We present a way of introducing joint distibution function and its marginal distribution functions for non-compatible observables. Each such marginal distribution function has the property of commutativity. Models based on this approach can…
We show that the main results of the expected utility and dual utility theories can be derived in a unified way from two fundamental mathematical ideas: the separation principle of convex analysis, and integral representations of continuous…
A theoretical framework is developed to describe the transformation that distributes probability density functions uniformly over space. In one dimension, the cumulative distribution can be used, but does not generalize to higher…
The two-terminal reliability, known as the pair connectedness or connectivity function in percolation theory, may actually be expressed as a product of transfer matrices in which the probability of operation of each link and site is exactly…
This object of this paper to give several properties and applications of multiple p-adic q-L-function of two variables.
In previous work cite{Ha98:Towards} we presented a case-based approach to eliciting and reasoning with preferences. A key issue in this approach is the definition of similarity between user preferences. We introduced the probabilistic…
Current status and future prospect of structure function and parton distribution studies are presented.
The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…
In this paper, we study the continuity of expected utility functions, and derive a necessary and sufficient condition for a weak order on the space of simple probabilities to have a continuous expected utility function. We also verify that…
Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores, etc.). Specifically, given a sample from each of two…
Quark-hadron duality and its potential applications are discussed. We focus on theoretical efforts to model duality.
We introduce a new class of multiplications of distributions in one dimension merging together two different regularizations of distributions. Some of the features of these multiplications are discussed in a certain detail. We use our…
There is a duality theory connecting certain stochastic orderings between cumulative distribution functions F_1,F_2 and stochastic orderings between their inverses F_1^(-1),F_2^(-1). This underlies some theories of utility in the case of…
Decision theory does not traditionally include uncertainty over utility functions. We argue that the a person's utility value for a given outcome can be treated as we treat other domain attributes: as a random variable with a density…