Related papers: Utility-Probability Duality
We consider the problem of approximating two, possibly unrelated probability distributions from a single complex-valued function $\psi$ and its Fourier transform. We show that this problem always has a solution within a specified degree of…
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical…
Double $L$-functions are the generalization of Dirichlet $L$-functions to two variable functions. We investigate the order estimation of double $L$-functions, and give upper bounds which are explicit in conductor aspect.
We calculate a tunneling time distribution by means of Nelson's quantum mechanics and investigate its statistical properties. The relationship between the average and deviation of tunneling time suggests the exsistence of ``wave-particle…
In this paper we present results for the pair distribution function for the cell fluid model with Curie-Weiss interaction. As a supplementary result, one- and two-particle densities are calculated.
The paper surveys the theory of functional identities and its applications. No prior knowledge of the theory is required to follow the paper.
Using a probabilistic approach, we derive several interesting identities involving beta functions. Our results generalize certain well-known combinatorial identities involving binomial coefficients and gamma functions.
Theoretical equivalence and duality are two closely related notions: but their interconnection has so far not been well understood. In this paper I explicate the contribution of a recent schema for duality to discussions of theoretical…
The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…
The Humbert-Bessel are multi-index functions with various applications in electromagnetism. New families of functions sharing some similarities with Bessel functions are often introduced in the mathematical literature, but at a closer…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
Random variables and their distributions are a central part in many areas of statistical methods. The Distributions.jl package provides Julia users and developers tools for working with probability distributions, leveraging Julia features…
A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the…
We study the utility maximization problem for power utility random fields in a semimartingale financial market, with and without intermediate consumption. The notion of an opportunity process is introduced as a reduced form of the value…
The $L^{p,\infty}$ quasi-norm of functions on a measure space can be characterized in terms of their pairing with normalized characteristic functions. We generalize this result to the case of the outer $L^{p,\infty}$ quasi-norms for…
In this paper, we obtain a duality result for the exponential utility maximization problem where trading is subject to quadratic transaction costs and the investor is required to liquidate her position at the maturity date. As an…
In this report, the explicit probability density functions of the random Euclidean distances associated with equilateral triangles are given, when the two endpoints of a link are randomly distributed in 1) the same triangle, 2) two adjacent…
This article demonstrates how a large number of efficiency measures known in the literature in production economics can be interpreted through the notion of utility function, based on the concept of Stone-Geary utility. Several…
We introduce a duality triads` notion. These are dual recurrences as used in dynamical data bases theory completed by a third pertinacious relation. Several representative examples of them are given. q-Gaussian triads as well as Fibonomial…
A review of various definitions of "compatibility" expressed in terms of ordinary probability, and a discussion of the occurrence of incompatibility (and the related phenomenon of interference) in non-quantal probabilistic systems.