相关论文: On Quantile Risk Measures and Their Domain

Within quantum mechanics it is possible to assign a probability to the chance that a measurement has been made at a specific time t. However, the interpretation of such a probability is far from clear. We argue that a recent measuring…

Opacity is a general language-theoretic framework in which several security properties of a system can be expressed. Its parameters are a predicate, given as a subset of runs of the system, and an observation function, from the set of runs…

Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility function, and finds…

This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a…

This paper concerns sequential computation of risk measures for financial data and asks how, given a risk measurement procedure, we can tell whether the answers it produces are `correct'. We draw the distinction between `external' and…

We study a space of coherent risk measures M_phi obtained as certain expansions of coherent elementary basis measures. In this space, the concept of ``Risk Aversion Function'' phi naturally arises as the spectral representation of each risk…

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Risk management often plays an important role in decision making under uncertainty. In quantitative risk management, assessing and optimizing risk metrics requires efficient computing techniques and reliable theoretical guarantees. In this…

Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple…

We overcome one of Bell's objections to `quantum measurement' by generalizing the definition to include systems outside the laboratory. According to this definition a {\sl generalized quantum measurement} takes place when the value of a…

The origin of non-classical correlations is difficult to identify since the uncertainty principle requires that information obtained about one observable invariably results in the disturbance of any other non-commuting observable. Here,…

There is a constraining relation between the reliability of a quantum measurement and the extent to which the measurement process is, in principle, reversible. The greater the information that is gained, the less reversible the measurement…

We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…

In this paper, we show how the Robertson uncertainty relation gives certain intrinsic quantum limits of measurements in the most general and rigorous mathematical treatment. A general lower bound for the product of the root-mean-square…

Measurements with randomly chosen settings determine many important properties of quantum states without the need for a shared reference frame or calibration. They naturally emerge in the context of quantum communication and quantum…

A new, realist interpretation of the quantum measurement processes is given. In this scenario a quantum measurement is a non-equilibrium phase transition in a ``resonant cavity'' formed by the entire physical universe including all its…

In the context of industrially mass-manufactured products, quality management is based on physically inspecting a small sample from a large batch and reasoning about the batch's quality conformance. When complementing physical inspections…

There is an increasing number of potential biomarkers that could allow for early assessment of treatment response or disease progression. However, measurements of quantitative biomarkers are subject to random variability. Hence, differences…

Bounds on quantum probabilities and expectation values are derived for experimental setups associated with Bell-type inequalities. In analogy to the classical bounds, the quantum limits are experimentally testable and therefore serve as…

The notion of weak measurement provides a formalism for extracting information from a quantum system in the limit of vanishing disturbance to its state. Here we extend this formalism to the measurement of sequences of observables. When…